DiffusionRgqd: Inference and Analysis for Generalized Quadratic Diffusions

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>
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

Downloads:

Reference manual: DiffusionRgqd.pdf
Vignettes: DiffusionRgqd package paper
DiffusionRgqd package paper replication materials
Part 1: Introduction to DiffusionRgqd
Part 2: Generating Transition Densities of Generalized Quadratic Diffusion Processes
Part 3: Performing inference on diffusion processes
Part 4: Scalar First Passage Time Problems
Package source: DiffusionRgqd_0.1.3.tar.gz
Windows binaries: r-devel: DiffusionRgqd_0.1.3.zip, r-release: DiffusionRgqd_0.1.3.zip, r-oldrel: DiffusionRgqd_0.1.3.zip
OS X binaries: r-release: DiffusionRgqd_0.1.3.tgz, r-oldrel: not available
Old sources: DiffusionRgqd archive

Reverse dependencies:

Reverse suggests: DiffusionRimp, DiffusionRjgqd

Linking:

Please use the canonical form https://CRAN.R-project.org/package=DiffusionRgqd to link to this page.