Package: BSS
Type: Package
Title: Brownian Semistationary Processes
Version: 0.1.0
Authors@R: person("Phillip", "Murray", email = "phillip.murray18@imperial.ac.uk",
  role = c("aut", "cre"))
Description: Efficient simulation of Brownian semistationary (BSS)
        processes using the hybrid simulation scheme, as described in
        Bennedsen, Lunde, Pakkannen (2017) <arXiv:1507.03004v4>, as
        well as functions to fit BSS processes to data, and functions
        to estimate the stochastic volatility process of a BSS process.
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.1.0
Imports: hypergeo, MASS, phangorn
Suggests: testthat
NeedsCompilation: no
Packaged: 2026-10-08 11:23:04 UTC; root
Author: Phillip Murray [aut, cre]
Maintainer: Phillip Murray <phillip.murray18@imperial.ac.uk>
Repository: https://cran.r-universe.dev
Date/Publication: 2020-06-24 11:10:11 UTC
RemoteUrl: https://github.com/cran/BSS
RemoteRef: HEAD
RemoteSha: 45912298ac3292290f57d7eeb690d938dd5cb85a