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rcss

R package for the numerical treatment of convex switching systems. Requires the 'rflann' package (also found on my github account).

Please contact me by email (jeremyyee@outlook.com.au) or through my github account to report any issues.

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Install

install.packages('rcss')

Monthly Downloads

63

Version

1.1

License

GPL

Issues

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Maintainer

Jeremy Yee

Last Published

June 18th, 2016

Functions in rcss (1.1)

Expected

Expected Value Function
ExpectedAccelerated

Expected Value Function Using K Nearest Neighbours
FastMartingale

Fast Martingale
FastMartingale2

Fast Approximate Martingales -- Experimental
FastBellman

Fast Bellman Recursion
BellmanAccelerated

Bellman Recursion Accelerated With K Nearest Neighbours
Bellman

Bellman Recursion
GetBounds

Confidence Bounds
FastExpected

Fast Expected Value Function
Duality

Primal And Dual Values
PathPolicy

Prescribed Policy
Martingale

Martingale Increments
Path

Path Simulation
TestPolicy

Backtesting Prescribed policy
StochasticGrid

Stochastic grid