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
- Version4.9
- R version≥ 4.0.0
- 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
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- Depends1 package
- Imports2 packages
- Suggests6 packages
- Reverse Imports1 package
- Reverse Suggests2 packages