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Sim.DiffProc
View on CRAN: Click
here
Download and install Sim.DiffProc package within the R console
Install from CRAN:
install.packages("Sim.DiffProc")
Install from Github:
library("remotes")
install_github("cran/Sim.DiffProc")
Install by package version:
library("remotes")
install_version("Sim.DiffProc", "4.9")
Attach the package and use:
library("Sim.DiffProc")
Maintained by
Arsalane Chouaib Guidoum
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-01-04
Latest Update: 2020-11-08
Description:
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.
How to cite:
Arsalane Chouaib Guidoum (2011). Sim.DiffProc: Simulation of Diffusion Processes. R package version 4.9, https://cran.r-project.org/web/packages/Sim.DiffProc
Previous versions and publish date:
1.0 (2011-01-04 08:27), 2.0 (2011-02-13 17:11), 2.1 (2011-11-18 15:59), 2.2 (2012-02-13 15:51), 2.5 (2012-06-09 12:00), 2.6 (2014-05-04 07:40), 2.7 (2014-07-13 07:36), 2.8 (2014-08-19 08:12), 2.9 (2014-09-10 07:03), 3.0 (2015-10-30 00:59), 3.1 (2015-12-31 08:37), 3.2 (2016-02-09 09:46), 3.3 (2016-09-22 16:50), 3.4 (2016-10-08 08:48), 3.5 (2016-11-11 00:27), 3.6 (2016-11-13 10:14), 3.7 (2017-03-25 17:24), 3.8 (2017-09-16 21:33), 4.0 (2017-11-28 11:18), 4.1 (2018-09-11 00:10), 4.2 (2018-10-18 00:10), 4.3 (2018-11-28 15:10), 4.4 (2019-05-27 07:00), 4.5 (2020-03-29 13:00), 4.6 (2020-05-04 07:20), 4.7 (2020-09-22 17:20), 4.8 (2020-11-08 17:10)
Other packages that cited Sim.DiffProc R package
View Sim.DiffProc citation profile
Other R packages that Sim.DiffProc depends,
imports, suggests or enhances
Functions, R codes and Examples using
the Sim.DiffProc R package
Some associated functions: ABM . HWV . Irates . MCM.sde . MEM.sde . Sim.DiffProc-package . TEX.sde . bridgesde1d . bridgesde2d . bridgesde3d . fitsde . fptsde1d . fptsde2d . fptsde3d . moment . plot2d . rsde1d . rsde2d . rsde3d . snssde1d . snssde2d . snssde3d . st.int .
Some associated R codes: ABM.R . BB.R . BM.R . Euler.R . GBM.R . HWV.R . Heun.R . MCM.sde.R . Milstein.R . OU.R . PredCorr.R . RK.R . SMilstein.R . STS.R . bridgesde.R . fitsde.R . ftpsde.R . rsde.R . snssde.R . st.int.R . utils.R . Full Sim.DiffProc package functions and examples
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