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.
| Version: |
0.1.3 |
| Depends: |
R (≥ 3.2.1) |
| Imports: |
Rcpp, RcppArmadillo, rgl, colorspace |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
knitr, coda, fptdApprox, Quandl, R.rsp |
| Published: |
2016-08-26 |
| 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/DiffusionRgqd/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/eta21 |
| NeedsCompilation: |
yes |
| Citation: |
DiffusionRgqd citation info |
| Materials: |
README NEWS |
| CRAN checks: |
DiffusionRgqd results |