Package: GenOU 0.2.1

Bruno N Remillard

GenOU: Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes

Sequential change-point tests, parameters estimation, and goodness-of-fit tests for generalized Ornstein-Uhlenbeck processes.

Authors:Yunhong Lyu [aut, ctb, cph], Bouchra R. Nasri [aut, ctb, cph], Bruno N Remillard [aut, cre, cph]

GenOU_0.2.1.tar.gz
GenOU_0.2.1.tar.gz(r-4.6-any)GenOU_0.2.1.tar.gz(r-4.5-any)
GenOU_0.2.1.tgz(r-4.5-emscripten)
GenOU.pdf |GenOU.html✨
GenOU/json (API)

# Install 'GenOU' in R:
install.packages('GenOU', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • X - Simulated GOU process

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 489 downloads 11 exports 4 dependencies

Last updated from:7a6e8f5c08. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK126
source / vignettesOK175
linux-release-x86_64OK94
wasm-releaseOK98

Exports:fcosfsinfunBMfunGoFgof_statkappaSimBMSimGOUexactSimQuantilesGoFSimQuantilesWBMStatGOU

Dependencies:codetoolsdoParallelforeachiterators