zhongxianmen2020/interRate: Fit interest rate models for descritized observations
Interest rates are observed at descrited time points. We use Markov Chain Monte Carlo (MCMC) to fit four types of stchastic models.
Getting started
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Package details |
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| Author | Zhongxian Men |
| Maintainer | Zhongxian Men <zhongxianmen@hotmail.com> |
| License | What license is it under? |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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