Tools for performing inference and analysis on a class of quadratic diffusion processes for both scalar and bivariate diffusion systems. For scalar diffusions, a module is provided for solving first passage time problems for both time-homogeneous and time-inhomogeneous GQDs.

Inference and Analysis for Generalized Quadratic Diffusions

**DiffusionRgqd** is collection of tools for performing inference and analysis on scalar and bivariate time-inhomogeneous diffusion processes with quadratic drift and diffusion terms in R.

**DiffusionRgqd** provides a simple interface that requires minimal mathematical input in order to perform analysis on non-linear, time-inhomogeneous diffusion processes. The package also makes use of C++ in order to maximize the computational efficiency of inference routines. As such it is possible to conduct inference on a plethora of models in a desktop environment without incurring excessively long computation times.

Check out DiffusionRgqd for the package source files, vignettes and other downloadable content or visit the DiffusionRgqd CRAN page.

Mac users may have to carry out some additional installation procedures in order for **DiffusionRjgqd** to operate optimally.

To install the latest version of **Rcpp**, the latest version of R is needed.
To install **RcppArmadillo**, the **Fortran** version used by R needs to be updated.
To install **rgl**, the computer needs to have X11 installed.
Update R to the latest version.
Run the following code:
install.packages("Rcpp", type = "source",dep=T)

curl -O http://r.research.att.com/libs/gfortran-4.8.2-darwin13.tar.bz2 sudo tar fvxz gfortran-4.8.2-darwin13.tar.bz2 -C /

install.packages("RcppArmadillo",dep=T)

Go to Applications/Utilities and see if X11 is there. If not, you’ll need to install X11 or XQuartz. These are available from http://xquartz.macosforge.org/landing/

```
install.packages(“rgl",dep=T)
```

```
install.packages("~/DiffusionRgqd_0.1.3.tar.gz", repos = NULL, type = "source”)
```

```
library(DiffpackRgqd)
example(GQD.density)
example(GQD.mcmc)
```

**DiffusionRgqd** is now available on CRAN and GitHub.

Check out DiffusionRgqd for the package source files, vignettes and other downloadable content or visit the DiffusionRgqd CRAN page.

- Initial version of
**DiffusionRgqd**uploaded to CRAN and GitHub.

- Made minor example updates.

- Error checking updated.
- Switch added for printing model info to the console.
- Fixed missing characters in interface.
- MCMC algorithm updating structure revised for stability.
- Added detailed vignettes:
- Introductory vignette
- Generating transition densities
- Solving first passage time problems
- Performing inference on GQDs

- Updated colour palettes for better human perception.
- Improved root finding algorithm for bivariate saddlepoint approximations.

- Vignettes changed to html source.
- Citation info updated