{ "_id": "6ad9b5a3c230b829876fdac3", "Package": "stochcorr", "Title": "Stochastic Correlation Modelling via Circular Diffusion", "Version": "0.0.1", "Authors@R": "person(\"Sourav\", \"Majumdar\", ,\"souravm@iitk.ac.in\", role = c(\"aut\", \"cre\"), comment=c(ORCID=\"0000-0002-7487-6449\"))", "Description": "Performs simulation and inference of diffusion processes\non circle. Stochastic correlation models based on circular\ndiffusion models are provided. For details see Majumdar, S. and\nLaha, A.K. (2024) \"Diffusion on the circle and a stochastic\ncorrelation model\" .", "License": "GPL (>= 3)", "Encoding": "UTF-8", "RoxygenNote": "7.3.2", "Author": "Sourav Majumdar [aut, cre]\n()", "Maintainer": "Sourav Majumdar ", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-10-22 07:00:05 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2025-04-02 17:20:01 UTC", "RemoteUrl": "https://github.com/cran/stochcorr", "RemoteRef": "HEAD", "RemoteSha": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "_user": "cran", "_type": "src", "_file": "stochcorr_0.0.1.tar.gz", "_fileid": "https://r2.ropensci.org/da87732f4d305ef3bcb10514c8a9233a8ab09e0e46d9774433206fdf71b19066", "_filesize": 224711, "_sha256": "da87732f4d305ef3bcb10514c8a9233a8ab09e0e46d9774433206fdf71b19066", "_expires": "2027-01-30T07:05:05.000Z", "_created": "2026-10-22T07:00:05.000Z", "_published": "2026-10-22T07:05:07.241Z", "_upstream": "https://github.com/cran/stochcorr", "_status": "success", "_maintainer": { "name": "Sourav Majumdar", "email": "souravm@iitk.ac.in", "login": "smiitk", "description": "", "uuid": 50984019, "orcid": "0000-0002-7487-6449" }, "_jobs": [ { "job": 119686878532, "time": 128, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "12407857932" }, { "job": 119686878528, "time": 129, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "12407796946" }, { "job": 119686878417, "time": 121, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "12408130664" }, { "job": 119686878400, "time": 123, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "12407718086" }, { "job": 119685746100, "time": 190, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "12406869998" }, { "job": 119686878507, "time": 132, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "12407488562" }, { "job": 119686878454, "time": 223, "config": "windows-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "12407648861" }, { "job": 119686878405, "time": 170, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "12407079233" }, { "job": 119686878374, "time": 236, "config": "windows-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "12407822208" }, { "job": 119686878561, "time": 133, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "12407539279" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439", "_commit": { "id": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "author": "Sourav Majumdar ", "committer": "cran-robot ", "message": "version 0.0.1\n", "time": 1743614401 }, "_distro": "resolute", "_host": "GitHub-Actions", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "Rcpp", "role": "Imports" }, { "package": "nloptr", "role": "Imports" }, { "package": "progress", "role": "Imports" }, { "package": "foreach", "role": "Imports" }, { "package": "doSNOW", "role": "Imports" }, { "package": "snow", "role": "Imports" }, { "package": "ggplot2", "role": "Suggests" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "smiitk", "count": 1, "uuid": 50984019 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "followers": 634, "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 229, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/stochcorr" }, "_searchresults": 0, "_topics": [ "openblas", "cpp" ], "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/stochcorr.html" ], "_realowner": "smiitk", "_cranurl": false, "_releases": [ { "version": "0.0.1", "date": "2025-04-02" } ], "_exports": [ "circ.bootstrap", "circdiff", "dcbm", "dvmp", "rtraj.cbm", "rtraj.vmp", "stoch.bootstrap", "stochcorr", "stochcorr.sim" ], "_datasets": [ { "name": "ftse2020", "title": "2020 USD/GBP and FTSE250 data", "object": "ftse2020", "file": "ftse2020.rda", "class": [ "data.frame" ], "fields": [ "USD/GBP", "FTSE250", "Date" ], "rows": 224, "table": true, "tojson": true }, { "name": "nikkei2020", "title": "2020 USD/JPY and Nikkei data", "object": "nikkei2020", "file": "nikkei2020.rda", "class": [ "data.frame" ], "fields": [ "USD/JPY", "Nikkei", "Date" ], "rows": 213, "table": true, "tojson": true }, { "name": "nse2020", "title": "2020 USD/INR and NIFTY data", "object": "nse2020", "file": "nse2020.rda", "class": [ "data.frame" ], "fields": [ "USD/INR", "Nifty", "Date" ], "rows": 250, "table": true, "tojson": true }, { "name": "s&p2020", "title": "2020 EUR/USD and S&P500 data", "object": "s&p2020", "file": "s&p2020.rda", "class": [ "data.frame" ], "fields": [ "EUR/USD", "S&P500", "Date" ], "rows": 224, "table": true, "tojson": true }, { "name": "wind", "title": "Wind direction data", "object": "wind", "file": "wind.rda", "class": [ "data.frame" ], "fields": [ "Date", "Dir" ], "rows": 4320, "table": true, "tojson": true } ], "_help": [ { "page": "circ.bootstrap", "title": "Bootstrap for circdiff", "topics": [ "circ.bootstrap" ] }, { "page": "circdiff", "title": "Estimation of circular diffusion models", "topics": [ "circdiff" ] }, { "page": "dcbm", "title": "Probability transition density function for Circular Brownian Motion", "topics": [ "dcbm" ] }, { "page": "dvmp", "title": "Probability transition density function for von Mises process", "topics": [ "dvmp" ] }, { "page": "ftse2020", "title": "2020 USD/GBP and FTSE250 data", "topics": [ "ftse2020" ] }, { "page": "nikkei2020", "title": "2020 USD/JPY and Nikkei data", "topics": [ "nikkei2020" ] }, { "page": "nse2020", "title": "2020 USD/INR and NIFTY data", "topics": [ "nse2020" ] }, { "page": "rtraj.cbm", "title": "Simulate circular Brownian motion", "topics": [ "rtraj.cbm" ] }, { "page": "rtraj.vmp", "title": "Simulate von Mises process", "topics": [ "rtraj.vmp" ] }, { "page": "s-and-p2020", "title": "2020 EUR/USD and S&P500 data", "topics": [ "s&p2020" ] }, { "page": "stoch.bootstrap", "title": "Bootstrap for stochcorr", "topics": [ "stoch.bootstrap" ] }, { "page": "stochcorr", "title": "Estimate a stochastic correlation model", "topics": [ "stochcorr" ] }, { "page": "stochcorr.sim", "title": "Simulate stochastic correlation model", "topics": [ "stochcorr.sim" ] }, { "page": "wind", "title": "Wind direction data", "topics": [ "wind" ] } ], "_rundeps": [ "cli", "codetools", "crayon", "doSNOW", "foreach", "glue", "hms", "iterators", "lifecycle", "nloptr", "pkgconfig", "prettyunits", "progress", "R6", "Rcpp", "RcppArmadillo", "rlang", "snow", "vctrs" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.32+ds-5", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.32+ds-5", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "16-20260322-1ubuntu1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_score": 1, "_indexed": false, "_nocasepkg": "stochcorr", "_universes": [ "cran" ], "_indexurl": "https://smiitk.r-universe.dev/stochcorr", "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.0.1", "date": "2026-10-22T07:02:29.000Z", "distro": "resolute", "arch": "aarch64", "commit": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "fileid": "https://r2.ropensci.org/1fc5a058ee6c995c5becfbadaf495a71b0dd0990b36238b27331676b7b7197e5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439" }, { "r": "4.7.0", "os": "linux", "version": "0.0.1", "date": "2026-10-22T07:02:20.000Z", "distro": "resolute", "arch": "x86_64", "commit": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "fileid": "https://r2.ropensci.org/c81ee894f63ee548e5755236648eb8fc90720dd4659b46a29792d5e3d0a65ae2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439" }, { "r": "4.6.1", "os": "linux", "version": "0.0.1", "date": "2026-10-22T07:02:26.000Z", "distro": "resolute", "arch": "aarch64", "commit": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "fileid": "https://r2.ropensci.org/b25670fc305e0423f51877bb184a35568144eebebf8d6a2296a51baf57e5ce05", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439" }, { "r": "4.6.1", "os": "linux", "version": "0.0.1", "date": "2026-10-22T07:02:18.000Z", "distro": "resolute", "arch": "x86_64", "commit": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "fileid": "https://r2.ropensci.org/267fe842fda52f4a1b46359e9ab580712dab125047f8d905e3496898aa05bfd0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439" }, { "r": "4.6.0", "os": "wasm", "version": "0.0.1", "date": "2026-10-22T07:02:36.000Z", "arch": "emscripten", "commit": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "fileid": "https://r2.ropensci.org/7b333c1a2934b5590c81b1789def6b3dc45231acc6f655f6bcd6410de30d6d86", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439" }, { "r": "4.7.0", "os": "win", "version": "0.0.1", "date": "2026-10-22T07:03:29.000Z", "arch": "aarch64", "commit": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "fileid": "https://r2.ropensci.org/03d8e862e9e3234ec56fd4908f75e20f696e180aa54c170b89efec5c1198533e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439" }, { "r": "4.7.0", "os": "win", "version": "0.0.1", "date": "2026-10-22T07:01:43.000Z", "arch": "x86_64", "commit": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "fileid": "https://r2.ropensci.org/1561c2a1262e25427f4297caec09912a0f4f67fc92fafcc9bca02241fa6e18f2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439" }, { "r": "4.6.1", "os": "win", "version": "0.0.1", "date": "2026-10-22T07:03:45.000Z", "arch": "aarch64", "commit": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "fileid": "https://r2.ropensci.org/0ab9343f6bea335f4bb2420ee1adb40241fde9e2b3aef5f4d69211ca78778d0c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439" }, { "r": "4.6.1", "os": "win", "version": "0.0.1", "date": "2026-10-22T07:01:47.000Z", "arch": "x86_64", "commit": "dab13767f4c0e6e2f35bdb99171fd3760cc4765b", "fileid": "https://r2.ropensci.org/1269bc3a469d8e78608f4117cb8bf369270fdd9bfac5df5958c1f93911f650e8", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/39737215439" } ] }