| Name : R-BSS
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.11.1
| Date : 2024-02-21 05:42:01
|
| Group : Development/Libraries/Other
| Source RPM : R-BSS-0.1.0-lp155.11.1.src.rpm
|
| Size : 0.08 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Brownian Semistationary Processes
|
Description :
Efficient simulation of Brownian semistationary (BSS) processes using
the hybrid simulation scheme, as described in Bennedsen, Lunde,
Pakkannen (2017) < arXiv:1507.03004v4>, as well as functions to fit BSS
processes to data, and functions to estimate the stochastic volatility
process of a BSS process.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
