Sim.DiffProc
Simulation of Diffusion Processes
It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of stochastic differential systems in both forms Ito and Stratonovich. Statistical analysis with parallel Monte Carlo and moment equations methods of SDEs doi:10.18637/jss.v096.i02. Enabled many searchers in different domains to use these equations to modeling practical problems in financial and actuarial modeling and other areas of application, e.g., modeling and simulate of first passage time problem in shallow water using the attractive center (Boukhetala K, 1996) ISBN:1-56252-342-2.
- Version4.9
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Sim.DiffProc citation info
- Last release03/06/2024
Documentation
- VignetteConstructs and Analysis of Bridges Stochastic Differential Equations
- VignetteParametric Estimation of 1-D Stochastic Differential Equation
- VignetteMonte-Carlo Simulation and Kernel Density Estimation of First passage time
- VignetteParallel Monte-Carlo and Moment Equations for SDEs
- VignetteConverting Sim.DiffProc Objects to LaTeX
- VignetteMonte-Carlo Simulation and Analysis of Stochastic Differential Equations
- MaterialREADME
- MaterialNEWS
- In ViewsDifferentialEquations
- In ViewsFinance
- In ViewsHighPerformanceComputing
- In ViewsPsychometrics
- In ViewsTimeSeries
Team
Arsalane Chouaib Guidoum
Kamal Boukhetala
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 692 times in the last 30 days. This could be a paper that people cite without reading. Reaching the medium popularity echelon is no small feat! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 42 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 10,668 times in the last 365 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The day with the most downloads was Feb 23, 2025 with 137 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
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Dependencies
- Imports2 packages
- Suggests6 packages
- Reverse Imports1 package
- Reverse Suggests2 packages