Tools for performing inference and analysis on a class of quadratic jump diffusion processes.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.2.1) |
| Imports: | Rcpp, RcppArmadillo, rgl, colorspace |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | DiffusionRgqd, knitr, coda, Quandl, R.rsp |
| Published: | 2016-08-16 |
| 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/DiffusionRjgqd/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/eta21 |
| NeedsCompilation: | yes |
| Citation: | DiffusionRjgqd citation info |
| Materials: | README NEWS |
| CRAN checks: | DiffusionRjgqd results |
| Reference manual: | DiffusionRjgqd.pdf |
| Vignettes: |
Part 1: Introduction to DiffusionRjgqd Part 2: Generating Transition Densities of Generalized Quadratic Jump Diffusion Processes Part 3: Bivariate Jump Diffusions DiffusionRjgqd methodology paper DiffusionRjgqd methodology paper replication materials Part 4: Performing inference on jump diffusion processes |
| Package source: | DiffusionRjgqd_0.1.1.tar.gz |
| Windows binaries: | r-devel: DiffusionRjgqd_0.1.1.zip, r-release: DiffusionRjgqd_0.1.1.zip, r-oldrel: DiffusionRjgqd_0.1.1.zip |
| macOS binaries: | r-release: DiffusionRjgqd_0.1.1.tgz, r-oldrel: DiffusionRjgqd_0.1.1.tgz |
| Old sources: | DiffusionRjgqd archive |
| Reverse suggests: | DiffusionRimp |
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