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`JumpDiff` is a `python` library with non-parametric Nadaraya─Watson estimators to extract the parameters of jump-diffusion processes.
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## Dependencies
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The library parameter estimation depends on `numpy` and `scipy` solely. The mathematical formulae depend on `scypy`. It stems from [`kramersmoyal`](https://github.com/LRydin/KramersMoyal) project, but functions independently from it<sup>3</sup>.
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## Documentation
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You can find the documentation [here](https://jumpdiff.readthedocs.io/).
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