A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
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Updated
Jan 27, 2022 - Jupyter Notebook
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
The code that powers my thesis
R + Shiny app for degradation modeling: Wiener & Gamma processes, MLE/moments estimation, and failure prediction via first-passage (inverse Gaussian). Applied to real reliability data.
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