stochcorr: Stochastic Correlation Modelling via Circular Diffusion

Performs simulation and inference of diffusion processes on circle. Stochastic correlation models based on circular diffusion models are provided. For details see Majumdar, S. and Laha, A.K. (2024) "Diffusion on the circle and a stochastic correlation model" <doi:10.48550/arXiv.2412.06343>.

Version:	0.0.1
Depends:	R (≥ 3.5.0)
Imports:	Rcpp, nloptr, progress, foreach, doSNOW, snow
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	ggplot2
Published:	2025-04-02
DOI:	10.32614/CRAN.package.stochcorr
Author:	Sourav Majumdar [aut, cre]
Maintainer:	Sourav Majumdar <souravm at iitk.ac.in>
License:	GPL (≥ 3)
NeedsCompilation:	yes
CRAN checks:	stochcorr results

Documentation:

Reference manual:

stochcorr.pdf

Downloads:

Package source:	stochcorr_0.0.1.tar.gz
Windows binaries:	r-devel: stochcorr_0.0.1.zip, r-release: not available, r-oldrel: not available
macOS binaries:	r-devel (arm64): not available, r-release (arm64): not available, r-oldrel (arm64): not available, r-devel (x86_64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

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