Fitting RSLN models: Project Home – R-Forge

Regime-switching lognormal (RSLN) models are prominently used in actuarial science and risk management. This package implements Bayesian methods to fit the model, enabling academics and practitioners to incorporate the RSLN model in their work.

• Development Status : 3 - Alpha
• Intended Audience : End Users/Desktop
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Programming Language : R
• Topic : Bayesian Statistics : Specific Model Fitting
• Topic : Finance : Time Series
• Topic : Time Series

Registered: 2010-04-06 19:08
Activity Ranking: 0
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