DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions

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

Downloads:

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-prerel: DiffusionRjgqd_0.1.1.zip, r-release: DiffusionRjgqd_0.1.1.zip, r-oldrel: DiffusionRjgqd_0.1.1.zip
OS X binaries: r-prerel: DiffusionRjgqd_0.1.1.tgz, r-release: DiffusionRjgqd_0.1.1.tgz
Old sources: DiffusionRjgqd archive

Reverse dependencies:

Reverse suggests: DiffusionRimp

Linking:

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