Skip to content

Commit 9daea2f

Browse files
committed
Software on TestPyPi! Give it a trytri!
1 parent 5f7e5ed commit 9daea2f

File tree

1 file changed

+13
-0
lines changed

1 file changed

+13
-0
lines changed

README.md

Lines changed: 13 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -4,6 +4,19 @@
44
`JumpDiff` is a `python` library with non-parametric Nadaraya─Watson estimators to extract the parameters of jump-diffusion processes.
55
With `JumpDiff` one can extract the parameters of a jump-diffusion process from one-dimensional timeseries, employing both a kernel-density estimation method combined with a set on second-order corrections for a precise retrieval of the parameters for short timeseries.
66

7+
## Installation
8+
To install `JumpDiff`, run
9+
10+
```
11+
pip install -i https://test.pypi.org/simple/ JumpDiff
12+
```
13+
14+
Then on your favourite editor just use
15+
16+
```python
17+
import JumpDiff as jd
18+
```
19+
720
## Dependencies
821
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>.
922

0 commit comments

Comments
 (0)