BSS

Brownian Semistationary Processes

CRAN Package

Efficient simulation of Brownian semistationary (BSS) processes using the hybrid simulation scheme, as described in Bennedsen, Lunde, Pakkannen (2017) doi:10.48550/arXiv.1507.03004, as well as functions to fit BSS processes to data, and functions to estimate the stochastic volatility process of a BSS process.

  • Version0.1.0
  • R versionunknown
  • LicenseMIT
  • Needs compilation?No
  • Last release06/24/2020

Team


Insights

Last 30 days

This package has been downloaded 192 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 9 times.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
13 downloadsMar 4, 2025
9 downloadsMar 5, 2025
2 downloadsMar 6, 2025
9 downloadsMar 7, 2025
2 downloadsMar 8, 2025
2 downloadsMar 9, 2025
4 downloadsMar 10, 2025
10 downloadsMar 11, 2025
9 downloadsMar 12, 2025
8 downloadsMar 13, 2025
3 downloadsMar 14, 2025
8 downloadsMar 15, 2025
2 downloadsMar 16, 2025
4 downloadsMar 17, 2025
8 downloadsMar 18, 2025
8 downloadsMar 19, 2025
19 downloadsMar 20, 2025
7 downloadsMar 21, 2025
4 downloadsMar 22, 2025
7 downloadsMar 23, 2025
5 downloadsMar 24, 2025
4 downloadsMar 25, 2025
13 downloadsMar 26, 2025
4 downloadsMar 27, 2025
3 downloadsMar 28, 2025
4 downloadsMar 29, 2025
6 downloadsMar 30, 2025
3 downloadsMar 31, 2025
3 downloadsApr 1, 2025
9 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
2
19

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,139 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Sep 11, 2024 with 29 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports3 packages
  • Suggests1 package