| circ.bootstrap |
Bootstrap for circdiff |
| circdiff |
Estimation of circular diffusion models |
| dcbm |
Probability transition density function for Circular Brownian Motion |
| dvmp |
Probability transition density function for von Mises process |
| ftse2020 |
2020 USD/GBP and FTSE250 data |
| nikkei2020 |
2020 USD/JPY and Nikkei data |
| nse2020 |
2020 USD/INR and NIFTY data |
| rtraj.cbm |
Simulate circular Brownian motion |
| rtraj.vmp |
Simulate von Mises process |
| s&p2020 |
2020 EUR/USD and S&P500 data |
| stoch.bootstrap |
Bootstrap for stochcorr |
| stochcorr |
Estimate a stochastic correlation model |
| stochcorr.sim |
Simulate stochastic correlation model |
| wind |
Wind direction data |
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