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DiffusionRgqd (version 0.1.0)

Inference and Analysis for Generalized Quadratic Diffusions

Description

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.

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Install

install.packages('DiffusionRgqd')

Monthly Downloads

48

Version

0.1.0

License

GPL (>= 2)

Last Published

October 12th, 2015

Functions in DiffusionRgqd (0.1.0)