BIPOD (Bayesian Inference for Partially Observed diffusions)


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Documentation for package ‘BIPOD’ version 0.2.1

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BIPOD-package Bayesian parameter estimation in two-dimensional diffusion models with affine drift.
BBSim Function for simulation of p dimensional Brownian bridge
DiffSim Simulation of a 2-dimensional diffusion process. See the Model argument for options.
Estfun Parameter estimation for some two dimensional diffusions.
plot.BIPOD Plot function for class BIPOD
ShowModels Prints form of supported stochastic differential equations