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sde  

Simulation and Inference for Stochastic Differential Equations
View on CRAN: Click here


Download and install sde package within the R console
Install from CRAN:
install.packages("sde")

Install from Github:
library("remotes")
install_github("cran/sde")

Install by package version:
library("remotes")
install_version("sde", "2.0.18")



Attach the package and use:
library("sde")
Maintained by
Stefano Maria Iacus
[Scholar Profile | Author Map]
First Published: 2006-07-19
Latest Update: 2022-08-09
Description:
Companion package to the book Simulation and Inference for Stochastic Differential Equations With R Examples, ISBN 978-0-387-75838-1, Springer, NY.
How to cite:
Stefano Maria Iacus (2006). sde: Simulation and Inference for Stochastic Differential Equations. R package version 2.0.18, https://cran.r-project.org/web/packages/sde. Accessed 29 Mar. 2025.
Previous versions and publish date:
1.0 (2006-07-19 19:06), 1.1 (2006-07-27 16:29), 1.4 (2006-09-29 12:55), 1.8 (2006-10-03 09:42), 1.9.4 (2006-11-14 09:43), 1.9.5 (2006-12-10 16:07), 1.9.8 (2007-05-15 09:58), 1.9.9 (2007-05-16 17:12), 1.9.11 (2007-05-18 10:03), 1.9.12 (2007-05-18 11:36), 1.9.13 (2007-05-20 22:46), 1.9.14 (2007-05-29 17:38), 1.9.16 (2007-07-07 20:54), 1.9.18 (2007-07-18 11:28), 1.9.20 (2007-07-19 14:07), 1.9.21 (2007-07-20 11:05), 1.9.23 (2007-07-28 18:50), 1.9.24 (2007-07-29 20:52), 1.9.26 (2007-09-07 09:15), 1.9.27 (2007-09-07 10:01), 1.9.28 (2007-09-10 21:48), 1.9.31 (2007-09-21 17:23), 1.9.32 (2007-09-30 20:07), 1.9.33 (2007-10-17 09:18), 2.0.0 (2007-11-26 11:20), 2.0.1 (2008-07-28 08:18), 2.0.3 (2008-11-02 19:57), 2.0.4 (2009-02-18 19:04), 2.0.5 (2009-04-15 12:24), 2.0.6 (2009-06-19 09:23), 2.0.7 (2009-06-25 09:25), 2.0.8 (2009-07-24 08:06), 2.0.9 (2009-07-31 20:17), 2.0.10 (2009-08-06 17:56), 2.0.13 (2014-08-25 20:19), 2.0.14 (2015-08-21 15:53), 2.0.15 (2016-04-13 17:59)
Other packages that cited sde R package
View sde citation profile
Other R packages that sde depends, imports, suggests or enhances
Complete documentation for sde
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