DiffusionRgqd (0.1.2)

Inference and Analysis for Generalized Quadratic Diffusions.


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.

Maintainer: Etienne A.D. Pienaar
Author(s): Etienne A.D. Pienaar [aut, cre], Melvin M. Varughese [ctb]

License: GPL (>= 2)

Uses: colorspace, Rcpp, RcppArmadillo, rgl, R.rsp, coda, fptdApprox, knitr, Quandl
Reverse suggests: DiffusionRimp, DiffusionRjgqd

Released almost 4 years ago.