Package: stochcorr 0.0.1

Sourav Majumdar

stochcorr: Stochastic Correlation Modelling via Circular Diffusion

Performs simulation and inference of diffusion processes on circle. Stochastic correlation models based on circular diffusion models are provided. For details see Majumdar, S. and Laha, A.K. (2024) "Diffusion on the circle and a stochastic correlation model" <doi:10.48550/arXiv.2412.06343>.

Authors:Sourav Majumdar [aut, cre]

stochcorr_0.0.1.tar.gz
stochcorr_0.0.1.tar.gz(r-4.7-arm64)stochcorr_0.0.1.tar.gz(r-4.7-x86_64)stochcorr_0.0.1.tar.gz(r-4.6-arm64)stochcorr_0.0.1.tar.gz(r-4.6-x86_64)
stochcorr_0.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
stochcorr/json (API)

# Install 'stochcorr' in R:
install.packages('stochcorr', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • ftse2020 - 2020 USD/GBP and FTSE250 data
  • nikkei2020 - 2020 USD/JPY and Nikkei data
  • nse2020 - 2020 USD/INR and NIFTY data
  • s&p2020 - 2020 EUR/USD and S&P500 data
  • wind - Wind direction data

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascpp

1.00 score 149 downloads 9 exports 19 dependencies

Last updated from:dab13767f4. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK142
linux-devel-x86_64OK133
source / vignettesOK163
linux-release-arm64OK133
linux-release-x86_64OK133
wasm-releaseOK149

Exports:circ.bootstrapcircdiffdcbmdvmprtraj.cbmrtraj.vmpstoch.bootstrapstochcorrstochcorr.sim

Dependencies:clicodetoolscrayondoSNOWforeachgluehmsiteratorslifecyclenloptrpkgconfigprettyunitsprogressR6RcppRcppArmadillorlangsnowvctrs