rspp
| Crates.io | rspp |
| lib.rs | rspp |
| version | 0.1.7 |
| source | src |
| created_at | 2024-08-14 02:44:20.707334 |
| updated_at | 2024-09-13 04:18:45.121626 |
| description | rust probolistic programming. |
| homepage | https://gitee.com/wangmarkqi/rspp.git |
| repository | https://gitee.com/wangmarkqi/rspp.git |
| max_upload_size | |
| id | 1336789 |
| size | 86,923 |
Wang Qi (wangmarkqi)
documentation
https://docs.rs/rspp/0.1.0/rspp/
README
A Rust library for probabilistic programming.
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期权类模型计算结果都已和此网站校验过 model calibration website: https://www.barchart.com/options/options-calculator
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option price model include:
- bsm
- barone whaley
- mont carlo
- binomial tree
- sabr iv
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robertics
- particle filter
- kalman
- gussian grid map
- forword kinametics
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stochastic process
- gbm
- heston
- jump diffusion
- square root diffusion
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point cloud -- ransac normal estimation -- voxel grid
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others:
- resample no put back
- jacobin for mul-var vec