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stochcorr  

Stochastic Correlation Modelling via Circular Diffusion
View on CRAN: Click here


Download and install stochcorr package within the R console
Install from CRAN:
install.packages("stochcorr")

Install from Github:
library("remotes")
install_github("cran/stochcorr")

Install by package version:
library("remotes")
install_version("stochcorr", "0.0.1")



Attach the package and use:
library("stochcorr")
Maintained by
Sourav Majumdar
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-04-02
Latest Update: 2025-04-02
Description:
Performs simulation and inference of diffusion processes on circle. Stochastic correlation models based on circular diffusion models are provided. For details see Majumdar, S. and Laha, A.K. (2024) "Diffusion on the circle and a stochastic correlation model"<doi:10.48550/arXiv.2412.06343>.
How to cite:
Sourav Majumdar (2025). stochcorr: Stochastic Correlation Modelling via Circular Diffusion. R package version 0.0.1, https://cran.r-project.org/web/packages/stochcorr. Accessed 15 Mar. 2026.
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