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.">

Sim.DiffProc: Simulation of Diffusion Processes (original) (raw)

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.

Version: 4.9
Depends: R (≥ 4.0.0)
Imports: Deriv (≥ 3.8.0), MASS (≥ 7.3-30), parallel
Suggests: deSolve (≥ 1.11), knitr (≥ 1.10), rgl (≥ 0.93.991), rmarkdown (≥ 0.8), scatterplot3d (≥ 0.3-36), sm (≥ 2.2-5.3)
Published: 2024-03-06
DOI: 10.32614/CRAN.package.Sim.DiffProc
Author: Arsalane Chouaib GuidoumORCID iD [cre, aut], Kamal Boukhetala [aut]
Maintainer: Arsalane Chouaib Guidoum
BugReports: https://github.com/acguidoum/Sim.DiffProc/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/acguidoum/Sim.DiffProc
NeedsCompilation: yes
Classification/MSC: 37H10, 37M10, 60H05, 60H10, 60H35, 60J60, 65C05, 68N15, 68Q10
Citation: Sim.DiffProc citation info
Materials: README NEWS
In views: DifferentialEquations, Finance, HighPerformanceComputing, Psychometrics, TimeSeries
CRAN checks: Sim.DiffProc results

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