R-EMJumpDiffusion - EM-Algorithm for Jump Diffusion processes
| Website: | http://cran.at.r-project.org/web/packages/EMJumpDiffusion/index.html |
|---|---|
| License: | GPL (>= 2) |
- Description:
Calculates parameters for Jump Diffusion processes via EM-Algorithm. The jumps-times are considered to be bernoulli distributed with normally distributed jump-sizes.
Packages
| R-EMJumpDiffusion-1.4.1-1.fc12.noarch [27 KiB] |
Changelog
by pingou (2010-03-25):
- initial package for Fedora |