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> |
MailingList: |
Please send questions and comments to etiennead@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 |