R: Stochastic Correlation Modelling via Circular Diffusion

# Stochastic Correlation Modelling via Circular Diffusion

## Documentation for package ‘stochcorr’ version 0.0.1

- DESCRIPTION file

## Help Pages

circ.bootstrap | Bootstrap for circdiff
circdiff | Estimation of circular diffusion models
dcbm | Probability transition density function for Circular Brownian Motion
dvmp | Probability transition density function for von Mises process
ftse2020 | 2020 USD/GBP and FTSE250 data
nikkei2020 | 2020 USD/JPY and Nikkei data
nse2020 | 2020 USD/INR and NIFTY data
rtraj.cbm | Simulate circular Brownian motion
rtraj.vmp | Simulate von Mises process
s&p2020 | 2020 EUR/USD and S&P500 data
stoch.bootstrap | Bootstrap for stochcorr
stochcorr | Estimate a stochastic correlation model
stochcorr.sim | Simulate stochastic correlation model
wind | Wind direction data