PyPI page
Home page
Author:
Juan David Ospina Arango
License:
MIT
Summary:
Simulation and maximum-likelihood estimation of jump-diffusion processes with pluggable asymmetric, heavy-tailed jump distributions, plus likelihood-based inference and a test for the presence of jumps.
Latest version:
0.2.2
Required dependencies:
matplotlib
|
numpy
|
pandas
|
scikit-learn
|
scipy
|
seaborn
|
tqdm
Optional dependencies:
black
|
flake8
|
jupyter
|
matplotlib
|
mypy
|
pandas-stubs
|
plotly
|
pytest
|
pytest-cov
|
scipy-stubs
|
seaborn
|
sphinx
|
sphinx-rtd-theme
Downloads last day:
0
Downloads last week:
6
Downloads last month:
24
7-day smoothing