DiffusionRimp-package |
Data-imputation and density approximations for diffusion processes. |
BiMOL.aic |
Calculate a Pseudo AIC Value for a Bivariate Diffusion Model via the Method of Lines |
BiMOL.density |
Approximate the Transition Density of a Bivariate Diffusion with Arbitrary Drift and Volatility Specification |
BiMOL.passage |
Approximate the First Passage Time Density of a Four-Barrier Problem for Time-Homogeneous Bivariate Diffusions. |
BiRS.impute |
Brownian Bridge Data Imputation for Bivariate Diffusion Processes. |
DiffusionRimp |
Data-imputation and density approximations for diffusion processes. |
DoubleWell |
Simulted Double Well with Shifting Modality |
junkfunction3 |
A Junk Funktion For Build Purposes |
MOL.aic |
Calculate a Pseudo AIC Value for a Diffusion Model via the Method of Lines |
MOL.density |
Approximate the Transition Density of a Scalar Diffusion with Arbitrary Drift and Volatility Specification |
MOL.passage |
Approximate the First Passage Time Density of a Two-Barrier Problem for Time-Homogeneous Scalar Diffusions. |
MOL.plot |
Quick Plots for DiffusionRimp Objects |
RS.estimates |
Extract Parmaeter Estimates from '.impute()' Objects. |
RS.impute |
Brownian Bridge Data Imputation for Scalar Diffusion Processes. |
TiCIR |
Simulated Bivariate Time In-Homogeneous CIR process. |