yuimaGUI: A Graphical User Interface for the ‘yuima’ Package

The YUIMA Software performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. It also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.

The yuimaGUI package provides a user-friendly interface for yuima. It greatly simplifies tasks such as estimation and simulation of stochastic processes, including additional tools related to quantitative finance such as data retrieval of stock prices and economic indicators, time series clustering, change point analysis, lead-lag estimation.

The yuimaGUI is available online for free, but it is strongly recommended to install the application via the R package on your local machine for better performance and less downtime.

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