LRydin / jumpdiff

JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python

Date Created 2020-03-19 (4 years ago)

Commits 81 (last one about a year ago)

Stargazers 45 (0 this week)

Watchers 3 (0 this week)

Forks 6

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RepositoryStats indexes 584,777 repositories, of these LRydin/jumpdiff is ranked #488,420 (16th percentile) for total stargazers, and #422,609 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #93,899/116,437.

LRydin/jumpdiff is also tagged with popular topics, for these it's ranked: python (#19,293/22023)

Other Information

LRydin/jumpdiff has Github issues enabled, there is 1 open issue and 3 closed issues.

There have been 1 release, the latest one was published on 2021-07-29 (3 years ago) with the name JumpDiff on PyPi. Working module with integrator and non-parametric estimator for Jump-Diffusion processes.

All Topics

python estimator jump-rate kramers-moyal diffusion-term jump-amplitude jump-diffusion non-parametric conditional-moments stochastic-processes

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7 commits on the default branch (master) since jan '22

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The only known language in this repository is Python

updated: 2024-11-12 @ 02:32am, id: 248468411 / R_kgDODs9Tuw