smd
Sparse Multivariate Diffusions

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smd: Sparse Multivariate Diffusions

smd: Sparse Multivariate Diffusions

Estimation of high dimensional, discretely observed diffusions assuming a sparse representation of the drift term.

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AuthorNina Munkholt, Niels Richard Hansen
MaintainerNina Munkholt <nina.m@math.ku.dk>
LicenseGPL (>= 2)
Version0.2
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R: 
install.packages("smd", repos="http://R-Forge.R-project.org")

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smd documentation built on May 2, 2019, 5:56 p.m.

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