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Topic > Time Series

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0. Fitting RSLN models - 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 (Now Filtering)
Intended Audience : End Users/Desktop (Now Filtering)
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Programming Language : R (Now Filtering)
Topic : Bayesian Statistics : Specific Model Fitting (Now Filtering)
Topic : Finance : Time Series [Filter]
Topic : Time Series [Filter]

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Registered: 2010-04-06 19:08