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: 0.1.1
Depends: R (≥ 3.2.1)
Imports: Rcpp, RcppArmadillo, rgl
LinkingTo: Rcpp, RcppArmadillo
Suggests: plot3D, coda, fptdApprox
Published: 2015-10-13
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
Materials: README NEWS
CRAN checks: DiffusionRgqd results

Downloads:

Reference manual: DiffusionRgqd.pdf
Package source: DiffusionRgqd_0.1.1.tar.gz
Windows binaries: r-devel: DiffusionRgqd_0.1.1.zip, r-release: DiffusionRgqd_0.1.1.zip, r-oldrel: not available
OS X Snow Leopard binaries: r-release: DiffusionRgqd_0.1.1.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: DiffusionRgqd_0.1.1.tgz
Old sources: DiffusionRgqd archive