Package: BSS
Type: Package
Title: Brownian Semistationary Processes
Version: 0.1.0
Authors@R: person("Phillip", "Murray", email = "phillip.murray18@imperial.ac.uk",
  role = c("aut", "cre"))
Description: Efficient simulation of Brownian semistationary (BSS) processes using the hybrid simulation scheme, as described in 
    Bennedsen, Lunde, Pakkannen (2017) <arXiv:1507.03004v4>, as well as functions to fit BSS processes
    to data, and functions to estimate the stochastic volatility process of a BSS process.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.0
Imports: hypergeo, MASS, phangorn
Suggests: testthat
NeedsCompilation: no
Packaged: 2020-06-24 09:53:34 UTC; phillip
Author: Phillip Murray [aut, cre]
Maintainer: Phillip Murray <phillip.murray18@imperial.ac.uk>
Repository: CRAN
Date/Publication: 2020-06-24 12:10:11 UTC
Built: R 4.6.0; ; 2026-04-27 15:18:44 UTC; unix
