venkatachalapathy

Implement Chambers, Mallow and Struck for $\alpha$-stable processes

2

I am looking to run experiments to calculate first exits across a boundary using Levy-driven SDE. Does this package have a quick and dirty way to simulate $\alpha$-stable distribution based...

I double checked that the most recent `Rtools` has been installed. I am unable to install `euclid`. The install process seems to be running indefinitely, but the following is a...

If this question has been answered elsewhere, then my apologies; links would suffice in that case. Otherwise, a transparent list of algorithms used in the package would be really useful....