| Name : R-BSS
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.11.4
| Date : 2024-06-14 11:46:39
|
| Group : Development/Libraries/Other
| Source RPM : R-BSS-0.1.0-lp153.11.4.src.rpm
|
| Size : 0.08 MB
| |
| Packager : (none)
| |
| 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/openSUSE_Leap_15.3/x86_64 |
