All Tools Bookmark

Share

http://online-toolz.com/tools/r-package-details.php?p=DiffusionRgqd

Facebook Share Twitter Share

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.

DiffusionRgqd.pdf