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 |