Tools for performing inference and analysis on a class of quadratic diffusion processes for both scalar and bivariate diffusion systems. For scalar diffusions, a module is provided for solving first passage time problems for both time-homogeneous and time-inhomogeneous GQDs.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.2.1) |
| Imports: | Rcpp, RcppArmadillo, rgl, colorspace |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, coda, fptdApprox, Quandl, R.rsp |
| Published: | 2016-08-26 |
| Author: | Etienne A.D. Pienaar [aut, cre], Melvin M. Varughese [ctb] |
| Maintainer: | Etienne A.D. Pienaar <etiennead at gmail.com> |
| BugReports: | https://github.com/eta21/DiffusionRgqd/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/eta21 |
| NeedsCompilation: | yes |
| Citation: | DiffusionRgqd citation info |
| Materials: | README NEWS |
| CRAN checks: | DiffusionRgqd results |
| Reference manual: | DiffusionRgqd.pdf |
| Vignettes: |
DiffusionRgqd package paper DiffusionRgqd package paper replication materials Part 1: Introduction to DiffusionRgqd Part 2: Generating Transition Densities of Generalized Quadratic Diffusion Processes Part 3: Performing inference on diffusion processes Part 4: Scalar First Passage Time Problems |
| Package source: | DiffusionRgqd_0.1.3.tar.gz |
| Windows binaries: | r-devel: DiffusionRgqd_0.1.3.zip, r-release: DiffusionRgqd_0.1.3.zip, r-oldrel: DiffusionRgqd_0.1.3.zip |
| macOS binaries: | r-release: DiffusionRgqd_0.1.3.tgz, r-oldrel: DiffusionRgqd_0.1.3.tgz |
| Old sources: | DiffusionRgqd archive |
| Reverse suggests: | DiffusionRimp, DiffusionRjgqd |
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