applications/engineering

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

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