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NAMESPACE
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NAMESPACE
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useDynLib(sde, .registration = TRUE)
export(sde.sim)
# Ornstein-Uhlenbeck
export(rcOU)
export(dcOU)
export(pcOU)
export(qcOU)
export(rsOU)
export(dsOU)
export(psOU)
export(qsOU)
# Black and Scholes
export(rcBS)
export(dcBS)
export(pcBS)
export(qcBS)
# Cox-Ingersoll-Ross
export(rcCIR)
export(dcCIR)
export(pcCIR)
export(qcCIR)
export(rsCIR)
export(dsCIR)
export(psCIR)
export(qsCIR)
# Conditional density approximations
export(dcEuler)
export(dcElerian)
export(dcKessler)
export(dcOzaki)
export(dcShoji)
export(dcSim)
# Brownian motion related
export(BM)
export(GBM)
export(BBridge)
# Diffusion bridges
export(DBridge)
# likelihood related
export(HPloglik)
export(EULERloglik)
export(SIMloglik)
# estimating functions related
export(simple.ef)
export(simple.ef2)
export(linear.mart.ef)
# GMM
export(gmm)
# nonparametrics
export(ksdrift)
export(ksdiff)
export(ksdens)
# changepoint
export(cpoint)
# AIC
export(sdeAIC)
export(MOdist)
export(sdeDiv)
# imports
importFrom("MASS", mvrnorm)
importFrom("fda", eval.basis, create.bspline.basis)
importFrom("zoo", zoo, na.approx)
importFrom("stats4", mle)
importFrom("stats", "D", "as.dist", "deltat", "density", "deriv",
"dgamma", "dlnorm", "dnorm", "end", "frequency",
"integrate", "is.ts", "na.omit", "optim", "optimize",
"pchisq", "pgamma", "plnorm", "pnorm", "qchisq", "qgamma",
"qlnorm", "qnorm", "rchisq", "rgamma", "rlnorm", "rnorm",
"rpois", "runif", "sd", "start", "time", "ts")