Claude
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eefdb2fb5f
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M3a statistical sims implementation + Ada config
- Install hook: add three vital CRAN packages (HiddenMarkov, rugarch, rmgarch)
- M3a spec: document vital packages and hand-rolled implementations
- Ada config: create core_config.gpr with compiler flags for GNAT 2022
- M3a sims: implement 8 stochastic models (GBM, Heston, jump-diffusion, fBM,
copula, HMM regimes, GARCH, DCC-GARCH) with hand-rolled JSON I/O
- json_io.R: recursive-descent parser + emitter (no jsonlite)
- sde_sims.R: GBM, Heston (Euler-Maruyama), jump-diffusion, fBM (Wood & Chan)
- copula.R: empirical copula + tail-dependence
- regimes_garch.R: lazy-load vital packages for regime/GARCH/DCC sims
- main.R: Hub stdin/stdout protocol entry point
Non-Turing M1 law script design complete (S-expressions + fixed combinators).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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2026-07-19 02:08:05 +00:00 |
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