Ecosyste.ms: Packages

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juliahub.com "vasicek" keyword

Top 8.7% on juliahub.com
Bridge 0.11.6
A statistical toolbox for diffusion processes and stochastic differential equations. Named after ...
9 versions - Latest release: about 3 years ago - 3 dependent packages - 3 dependent repositories - 109 stars on GitHub
Related Keywords
brownian-motion 1 ornstein-uhlenbeck 1 mcmc 1 julia 1 diffusion 1 bayesian-inference 1 diffusion-processes 1 stochastic-differential-equations 1 sde 1 gamma-process 1 simulating-diffusion-bridges 1 levy-process 1