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GenOU

Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes

Sequential change-point tests, parameters estimation, and goodness-of-fit tests for generalized Ornstein-Uhlenbeck processes.

Versions across snapshots

VersionRepositoryFileSize
0.2.1 rolling source/ R- GenOU_0.2.1.tar.gz 20.3 KiB
0.2.1 rolling linux/jammy R-4.5 GenOU_0.2.1.tar.gz 58.2 KiB
0.2.1 latest source/ R- GenOU_0.2.1.tar.gz 20.3 KiB
0.2.1 latest linux/jammy R-4.5 GenOU_0.2.1.tar.gz 58.2 KiB
0.2.1 2026-04-23 source/ R- GenOU_0.2.1.tar.gz 20.3 KiB
0.2.1 2026-04-09 windows/windows R-4.5 GenOU_0.2.1.zip 60.8 KiB

Dependencies (latest)

Depends