CRAN/E | BaPreStoPro

BaPreStoPro

Bayesian Prediction of Stochastic Processes

Installation

About

Bayesian estimation and prediction for stochastic processes based on the Euler approximation. Considered processes are: jump diffusion, (mixed) diffusion models, hidden (mixed) diffusion models, non-homogeneous Poisson processes (NHPP), (mixed) regression models for comparison and a regression model including a NHPP.

Key Metrics

Version 0.1
Published 2016-06-07 2663 days ago
Needs compilation? no
License GPL-2
License GPL-3
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Maintainer

Maintainer

Simone Hermann

hermann@statistik.tu-dortmund.de

Authors

Simone Hermann

Material

Reference manual
Package source

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Bayesian

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

stats
methods
graphics