R Observatory: Metrics for JumpDiffSim version 0.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

JumpDiffSim

0.1.0

Jump Diffusion Simulation and Calibration for Merton and Kou Models

0packages depend

688downloads / year

89.1%test coverage

13/13checks pass

Overview

About

Maintained by Kennedy Titus KayakiFirst published 2026-06-031 releasesCRAN page ↗GitHub ↗

Implements the Merton (1976) doi:10.1016/0304-405X(76)90022-2 and Kou (2002) doi:10.1287/mnsc.48.8.1086.166 jump-diffusion models through a unified S4 object-oriented interface. Provides exact compound-Poisson asset price simulation, maximum likelihood parameter estimation with Hessian-based standard errors, Wald-type confidence intervals, European option pricing via the Merton analytic series expansion, and publication-quality diagnostic plots. All functionality operates entirely offline without market data dependencies.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("JumpDiffSim", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("kennedy2244/JumpDiffSim")

Development version from kennedy2244/JumpDiffSim. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-jumpdiffsim

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-JumpDiffSim

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-JumpDiffSim

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 4.8 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.28

89.1%

Coverage · measured lines

100%

Documentation · exports

4

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-04
6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 512 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 63%
Documented parameters: 95%
Return-value docs: 100%
References docs: 13%

Downloads

688

CRAN downloads in the past year

Rank #15,203 · ~2/day · ~57/mo

Releases R versions

Daily download trend is not available in this view yet.

15130 days

68890 days

6881 year

Compare downloads with other packages →

Also on14 r2u

Repository

GitHub ↗ kennedy2244/jumpdiffsim

0Stars

0Forks

0Open issues

0Open PRs

3Releases

89Commits

1Contributors

License GPL-3.0 · 89 commits · Last activity 2026-05-30

Repository practices

Upstream repositoryBeta

5 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/kennedy2244/jumpdiffsim on 2026-08-09.

Continuous integration (1)

GitHub Actions

Reproducibility and dev environment (1)

renv

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

Show all practices

Coverage (1)

Codecov

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (4)

methodsstatsggplot2 numDeriv

LinkingTo (0)

none

Suggests (5)

knitr pkgdown rmarkdown covr testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (6)

Maintainer (1)

Kennedy Titus Kayaki

Author, Maintainer

Authors (6)

Author, Maintainer

Author

Author

Author

Author

Author

Listed in earlier versions (1)

Kennedy Kayaki

no longer listed · 0.1.0

Package Timeline

1 release. R releases are shown for context.

0.1.0Latest
2026-06-03 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-06-03
Total releases: 1 / 1 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 4.1.0
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("JumpDiffSim")

Format

Kayaki, K. T., Hyeon, J. S., Jiwoo, C., Oh, D., Se Eun, L., & Shin, Y. (2026). JumpDiffSim: Jump Diffusion Simulation and Calibration for Merton and Kou Models (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.JumpDiffSim

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for JumpDiffSim version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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