DiffusionRjgqd (0.1.1)

Inference and Analysis for Jump Generalized Quadratic Diffusions.


Tools for performing inference and analysis on a class of quadratic jump diffusion processes.

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, knitr, Quandl, DiffusionRgqd
Reverse suggests: DiffusionRimp

Released over 3 years ago.