A simulation of one-dimensional diffusion process with beta invariant measure using Euler-Maruyama method. It also contains an esitmating function of parameters of diffusion models with beta invariant measure.
Package details |
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Author | Yicheng Su <ysu8@kent.edu> |
Maintainer | Yicheng Su <ysu8@kent.edu> |
License | GPL-3 |
Version | 0.1.0 |
Package repository | View on GitHub |
Installation |
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