A fast simulation on stochastic volatility model, with jump tests, p-values pooling, and FDR adjustments.
| Version: | 0.0.1 |
| Depends: | R (≥ 3.4.0), MASS |
| Imports: | Rcpp (≥ 0.12.10), methods, stats |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | knitr, rmarkdown |
| Published: | 2017-06-23 |
| Author: | Kaiqiao Li [aut, cre], Pei Fen Kuan [aut], Kan He [ctb], Lizhou Nie [ctb], Wei Zhu [ctb] |
| Maintainer: | Kaiqiao Li <kaiqiao.li at stonybrook.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| CRAN checks: | JumpTest results |
| Reference manual: | JumpTest.pdf |
| Vignettes: |
Vignette Title |
| Package source: | JumpTest_0.0.1.tar.gz |
| Windows binaries: | r-devel: JumpTest_0.0.1.zip, r-release: JumpTest_0.0.1.zip, r-oldrel: JumpTest_0.0.1.zip |
| OS X binaries: | r-release: JumpTest_0.0.1.tgz, r-oldrel: JumpTest_0.0.1.tgz |
| Old sources: | JumpTest archive |
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