smd-package: Sparse Multivariate Diffusions
In smd: Sparse Multivariate Diffusions
Description
Estimation of high dimensional, discretely observed
diffusions using a strategy which yields a sparse representation of
the drift term.
Details
Package: smd
Type: Package
Version: 0.2
Date: 2011-03-01
License: GPL (>= 2)
LazyLoad: yes
Author(s)
Nina Munkholt nina.m@math.ku.dk,
Niels Richard Hansen Niels.R.Hansen@math.ku.dk
Maintainer: Nina Munkholt
smd documentation built on May 2, 2019, 5:56 p.m.
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Description
Estimation of high dimensional, discretely observed diffusions using a strategy which yields a sparse representation of the drift term.
Details
| Package: | smd |
| Type: | Package |
| Version: | 0.2 |
| Date: | 2011-03-01 |
| License: | GPL (>= 2) |
| LazyLoad: | yes |
Author(s)
Nina Munkholt nina.m@math.ku.dk,
Niels Richard Hansen Niels.R.Hansen@math.ku.dk
Maintainer: Nina Munkholt
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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