BaPreStoPro
0.1Bayesian Prediction of Stochastic Processes
Overview
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.
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Documentation
- Examples that run
- 97%
- Documented parameters
- 96%
- Return-value docs
- 33%
- References docs
- 40%
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Code & Tests
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People & History
1 release. R releases are shown for context.
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2022-11-11issues were not corrected in time
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 0.12016-06-07
- RR 3.3.0 released · 2016-05-03
Package metadata
- Total releases
- 1
- License
- GPL (>= 2) OSI
- Bundled data
- 38 KB / 1 file
- Download size
- not tracked yet
- Installed size
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- With dependencies
- not tracked yet
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