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yuima  

The YUIMA Project Package for SDEs
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("yuima", "1.15.34")



Attach the package and use:
library("yuima")
Maintained by
Stefano M. Iacus
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-03-20
Latest Update: 2025-04-16
Description:
Simulation and Inference for SDEs and Other Stochastic Processes.
How to cite:
Stefano M. Iacus (2014). yuima: The YUIMA Project Package for SDEs. R package version 1.15.34, https://cran.r-project.org/web/packages/yuima. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0.2 (2014-03-20 07:35), 1.0.9 (2014-04-18 16:07), 1.0.10 (2014-04-22 10:36), 1.0.21 (2014-05-05 07:48), 1.0.24 (2014-07-31 10:09), 1.0.28 (2014-09-03 22:17), 1.0.30 (2014-09-17 07:40), 1.0.36 (2014-09-29 15:19), 1.0.69 (2015-05-11 16:37), 1.0.71 (2015-05-14 09:25), 1.0.73 (2015-07-16 00:13), 1.0.77 (2015-11-20 18:08), 1.0.78 (2016-01-14 11:24), 1.0.81 (2016-02-24 09:11), 1.1.0 (2016-06-17 08:18), 1.1.4 (2016-07-22 01:31), 1.1.6 (2016-09-10 23:03), 1.2.3 (2016-10-20 15:59), 1.3.6 (2016-11-06 16:15), 1.4.7 (2017-01-18 08:37), 1.5.9 (2017-02-16 10:56), 1.6.4 (2017-04-29 19:22), 1.6.8 (2017-08-16 10:20), 1.7.10 (2018-04-12 17:04), 1.8.1 (2018-05-21 16:17), 1.9.6 (2020-02-05 18:50), 1.15.0 (2022-01-12 10:10), 1.15.2 (2022-01-27 11:20), 1.15.3 (2022-01-31 09:50), 1.15.15 (2022-09-09 12:50), 1.15.18 (2022-12-05 09:40), 1.15.22 (2022-12-20 19:30), 1.15.27 (2024-02-29 22:30), 1.15.30 (2025-04-16 16:30)
Other packages that cited yuima R package
View yuima citation profile
Other R packages that yuima depends, imports, suggests or enhances
Complete documentation for yuima
Functions, R codes and Examples using the yuima R package
Some associated functions: CPoint . CarmaNoise . DataPpr . Diagnostic.Carma . Diagnostic.Cogarch . IC . Intensity.PPR . JBtest . LawMethods . LogSPX . MWK151 . adaBayes . ae . aeCharacteristic . aeDensity . aeExpectation . aeKurtosis . aeMarginal . aeMean . aeMoment . aeSd . aeSkewness . asymptotic_term . bns.test . carma.info-class . cce.factor . cce . cogarch.info-class . cogarchNoise . fitCIR . get.counting.data . hyavar . info.Map . info.Ppr . lambdaFromData . lasso . limiting.gamma . llag . llag.test . lm.jumptest . lseBayes . mllag . mmfrac . model.parameter-class . mpv . noisy.sampling . ntv . param.Map . phi.test . poisson.random.sampling . pz.test . qgv . qmle . qmleLevy . rconst . rng . setCarma . setCharacteristic . setCogarch . setData . setFunctional . setHawkes . setIntegral . setLaw . setMap . setModel . setPoisson . setPpr . setSampling . setYuima . simBmllag . simCIR . simFunctional . simulate . snr . spectralcov . subsampling . toLatex . wllag . ybook . yuima-class . yuima.CP.qmle-class . yuima.Hawkes . yuima.Map-class . yuima.PPR.qmle-class . yuima.Ppr . yuima.ae-class . yuima.carma-class . yuima.carma.qmle-class . yuima.characteristic-class . yuima.cogarch-class . yuima.data-class . yuima.functional-class . yuima.model-class . yuima.multimodel . yuima.poisson-class . yuima.qmleLevy.incr-class . yuima.sampling-class . yuima.snr-class . 
Some associated R codes: AllClasses.R . AuxMethodforPPR.R . CPoint.R . CarmaNoise.R . CholeskyfGn.R . ClassCogarch.R . DataPPR.R . DiagnosticCarma.R . DiagnosticCogarch.R . FunctionAndOperators.R . IC.R . JBtest.R . MM.COGARCH.R . MethodForLaw.R . NewClasses.R . PointProcessClasses.R . PseudoLogLikCOGARCH.R . RcppExports.R . WoodChanfGn.R . adaBayes.R . ae.R . asymptotic_term_second.R . asymptotic_term_third.R . asymptotic_term_third_function.R . bns.test.R . cce.R . cce.factor.R . changeFixedToConstant.R . cogarchNoise.R . fitCIR.R . hyavar.R . lambdaPPR.R . lasso.R . limiting.gamma.R . llag.R . llag.test.R . lm.jumptest.R . lse.R . lseBayes.R . mllag.R . mmfrac.R . mpv.R . noisy.sampling.R . ntv.R . phi.test.R . poisson.random.sampling.R . pz.test.R . qgv.R . qmle.R . qmleLevy.R . rng.R . sampling2grid.R . setCarma.R . setCogarch.R . setHawkes.R . setMultiModel.R . setPoisson.R . setPpr.R . sim.euler.R . sim.euler.space.discretized.R . simCIR.R . simCP.R . simFunctional.R . simulate.R . simulateForMapsIntegralAndOperator.R . simulateForPpr.R . simulateMultiProcess.R . snr.R . spectralcov.R . subsampling.R . toLatex.R . wllag.R . yuima.R . yuima.characteristic.R . yuima.data.R . yuima.functional.R . yuima.model.R . yuima.sampling.R . zzz.R .  Full yuima package functions and examples
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