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GitHub / mschauer / Bridge.jl
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/mschauer%2FBridge.jl
Stars: 109
Forks: 19
Open Issues: 7
License: other
Language: Jupyter Notebook
Repo Size: 10.2 MB
Dependencies:
9
Created: over 8 years ago
Updated: about 1 month ago
Last pushed: over 2 years ago
Last synced: 11 days ago
Topics: bayesian-inference, brownian-motion, diffusion, diffusion-processes, gamma-process, julia, levy-process, mcmc, ornstein-uhlenbeck, sde, simulating-diffusion-bridges, stochastic-differential-equations, vasicek
Files
Dependencies
- Colors *
- Distributions *
- Polynomials *
- RecipesBase *
- StaticArrays *
- Trajectories *
- julia 0.7