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:
stochcorr_0.0.1.tar.gz
stochcorr_0.0.1.zip(r-4.7-x86_64)stochcorr_0.0.1.zip(r-4.7-arm64)stochcorr_0.0.1.zip(r-4.6-x86_64)stochcorr_0.0.1.zip(r-4.6-arm64)
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✨
DESCRIPTION
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')) |
- 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
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:dab13767f4. Checks:10 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 128 | ||
| linux-devel-x86_64 | OK | 129 | ||
| source / vignettes | OK | 190 | ||
| linux-release-arm64 | OK | 121 | ||
| linux-release-x86_64 | OK | 123 | ||
| windows-devel-arm64 | OK | 223 | ||
| windows-devel-x86_64 | OK | 170 | ||
| windows-release-arm64 | OK | 236 | ||
| windows-release-x86_64 | OK | 133 | ||
| wasm-release | OK | 132 |
Exports:circ.bootstrapcircdiffdcbmdvmprtraj.cbmrtraj.vmpstoch.bootstrapstochcorrstochcorr.sim
Dependencies:clicodetoolscrayondoSNOWforeachgluehmsiteratorslifecyclenloptrpkgconfigprettyunitsprogressR6RcppRcppArmadillorlangsnowvctrs
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bootstrap for circdiff | circ.bootstrap |
| Estimation of circular diffusion models | circdiff |
| Probability transition density function for Circular Brownian Motion | dcbm |
| Probability transition density function for von Mises process | dvmp |
| 2020 USD/GBP and FTSE250 data | ftse2020 |
| 2020 USD/JPY and Nikkei data | nikkei2020 |
| 2020 USD/INR and NIFTY data | nse2020 |
| Simulate circular Brownian motion | rtraj.cbm |
| Simulate von Mises process | rtraj.vmp |
| 2020 EUR/USD and S&P500 data | s&p2020 |
| Bootstrap for stochcorr | stoch.bootstrap |
| Estimate a stochastic correlation model | stochcorr |
| Simulate stochastic correlation model | stochcorr.sim |
| Wind direction data | wind |