Blunde1 / agtboost

Adaptive and automatic gradient boosting computations.
MIT License
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Adding functions for cir simulation and estimation #9

Closed Blunde1 closed 4 years ago

Blunde1 commented 4 years ago

Appendix B: Split-profiling approaches a CIR process asymptotically

Adding functionality that accounts for this**

cir.hpp

node, gbtree and ensemble classes have pending updates

Blunde1 commented 4 years ago

All checks passed. Leave open over the night to think about possible errors.