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sangrey / packages

Package Name Access Summary Updated
volpriceinference public This package contains files that are used to estimate and simulate volatlity risk prices in a way that is robust to weak identification. 2023-06-16
laplacejumps public Repository for the Laplace Jumps project that models financial jumps as time-changed Variance-Gamma Processes. 2023-06-16
cdpm public No Summary 2023-06-16
bayesiankalman public No Summary 2023-06-16
arma_wrapper public Provides code to efficiently convert armadillo matrices into numpy arrays. 2023-06-16

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