DESCRIPTION

Package: shotnoise
Type: Package
Title: Exact simulation of non-negative shot noise processes and non-Gaussian OU processes, in particular OU-Poisson, OU-Gamma and OU-Inverse Gaussian processes
Version: 0.1.0
Author: M. Tamborrino
Maintainer: M. Tamborrino <massimiliano.tamborrino@warwick.ac.uk>
Description: Exact simulation of the shot noise, OU-Poisson, OU-IG and OU-Gamma processes.
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0), Rcpp,RcppEigen,statmod
Imports: devtools,foreach,doSNOW,doParallel
LinkingTo: Rcpp,RcppEigen
RoxygenNote: 7.1.1