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Sequential change-point tests, parameters estimation, and goodness-of-fit tests for generalized Ornstein-Uhlenbeck processes.
| Version: | 0.2.1 |
| Depends: | R (≥ 3.5.0), doParallel, parallel, foreach, stats |
| Published: | 2025-08-28 |
| DOI: | 10.32614/CRAN.package.GenOU |
| Author: | Yunhong Lyu [aut, ctb, cph], Bouchra R. Nasri [aut, ctb, cph], Bruno N Remillard [aut, cre, cph] |
| Maintainer: | Bruno N Remillard <bruno.remillard at hec.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | GenOU results |
| Reference manual: | GenOU.html , GenOU.pdf |
| Package source: | GenOU_0.2.1.tar.gz |
| Windows binaries: | r-devel: GenOU_0.2.1.zip, r-release: not available, r-oldrel: GenOU_0.2.1.zip |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): GenOU_0.2.1.tgz, r-oldrel (x86_64): GenOU_0.2.1.tgz |
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These binaries (installable software) and packages are in development.
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