BaPreStoPro: Bayesian Prediction of Stochastic Processes
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.
| Version: |
0.1 |
| Depends: |
stats, methods, graphics |
| Published: |
2016-06-07 |
| Author: |
Simone Hermann |
| Maintainer: |
Simone Hermann <hermann at statistik.tu-dortmund.de> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| In views: |
Bayesian |
| CRAN checks: |
BaPreStoPro results |
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