/psd

R Implementation of the Poisson Subordinated Distribution

Primary LanguageRGNU General Public License v2.0GPL-2.0

psd

R Implementation of the Poisson Subordinated Distribution - to capture major leptokurtic features in log-return time series of financial data.

Status

I am planning to use devtools to migrate the existing package and create a new package.

R Package

http://cran.r-project.org/web/packages/LIHNPSD/index.html