Package: SVDNF
Type: Package
Title: Discrete Nonlinear Filtering for Stochastic Volatility Models
Version: 0.1.0
Authors@R: c(person("Louis", "Arsenault-Mahjoubi", role = c("aut", "cre"),
                      email = "larsenau@sfu.ca"),
                      person("Jean-François", "Bégin", role = "aut"),
                      person("Mathieu", "Boudreault", role = "aut")  )
Author: Louis Arsenault-Mahjoubi [aut, cre],
  Jean-François Bégin [aut],
  Mathieu Boudreault [aut]
Maintainer: Louis Arsenault-Mahjoubi <larsenau@sfu.ca>
Description: Generates simulated paths from various financial models
 and applies the discrete nonlinear filter (DNF) of Kitagawa (1987) <doi:10.1080/01621459.1987.10478534>.
License: GPL-3
Encoding: UTF-8
Imports: Rcpp (>= 1.0.9), methods
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2022-10-10 16:58:24 UTC; Louis
Repository: CRAN
Date/Publication: 2022-10-11 06:12:40 UTC
