EM-Algorithm for Jump Diffusion processes


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Documentation for package ‘EMJumpDiffusion’ version 1.4.1

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EM-JumpDiffusion-package Expectation-Maximization-Algorithm for Jump Diffusion Processes
EM-JumpDiffusion Expectation-Maximization-Algorithm for Jump Diffusion Processes
EMjump EM-algorithm for Jump Diffusion processes
rbern Bernoulli distribution
scores Compare real to calculated data
simulate Data simulation for use with EM-algorithm.
viterbi Viterbi-algorithm