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Development Status :: 3 - Alpha [Remove This Filter]
Topic :: Numerical Analysis :: Prob. Methods, Simulation and Stochastic Differential Equations [Remove This Filter]
Programming Language :: R [Remove This Filter]
3 projects in result set.
0. Sparse Multivariate Diffusions - Inference for discretely observed high dimensional diffusions given by SDEs with a sparse drift based on penalized loss function estimation and subsampling methods.
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- Development Status : 3 - Alpha (Now Filtering)
- Intended Audience : Developers [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Programming Language : R (Now Filtering)
- Topic : Machine Learning : Model Selection and Validation [Filter]
- Topic : Machine Learning : Regularized and Shrinkage Methods [Filter]
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations (Now Filtering)
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Registered: 2010-07-05 09:50 |
1. High Performance Cluster Models - Package implements a queueing model for workload of a High Performance Cluster based on modified Kiefer-Wolfowitz recursion. Supported by RFBR (pr. 14-07-31007, 13-07-98801), President RF (MK-1641.2017.1).
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- Development Status : 3 - Alpha (Now Filtering)
- Environment : Console (Text Based) [Filter]
- License : OSI Approved : GNU Lesser General Public License (LGPL) [Filter]
- Natural Language : Russian [Filter]
- Programming Language : R (Now Filtering)
- Topic : High Performance Computing [Filter]
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations (Now Filtering)
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Registered: 2014-07-30 17:06 |
2. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.
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- Development Status : 3 - Alpha (Now Filtering)
- Environment : Console (Text Based) [Filter]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : C/C\+\+ [Filter]
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance [Filter]
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations (Now Filtering)
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Registered: 2009-09-28 11:24 |
