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Package: DiffusionRjgqd
Version: 0.1.0
Title: Inference and Analysis for Jump Generalized Quadratic Diffusions
Description: Tools for performing inference and analysis on a class of quadratic jump diffusion processes.
Authors@R: c(person("Etienne A.D.", "Pienaar", email = "etiennead@gmail.com",role = c("aut", "cre")),
person("Melvin M.", "Varughese", email = "melvin.varughese@uct.ac.za",role = c("ctb")))
URL: https://github.com/eta21
BugReports: https://github.com/eta21/DiffusionRjgqd/issues
MailingList: Please send questions and comments to etiennead@gmail.com.
Depends: R (>= 3.2.1)
Imports: Rcpp, RcppArmadillo, rgl, colorspace
LinkingTo: Rcpp, RcppArmadillo
Suggests: DiffusionRgqd, knitr, coda, Quandl, R.rsp
License: GPL (>= 2)
VignetteBuilder: knitr, R.rsp
NeedsCompilation: yes
Packaged: 2016-01-21 18:16:23 UTC; Etienne
Author: Etienne A.D. Pienaar [aut, cre],
Melvin M. Varughese [ctb]
Maintainer: Etienne A.D. Pienaar <etiennead@gmail.com>
Repository: CRAN
Date/Publication: 2016-01-24 21:21:02
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