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 |
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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 Guidoum |
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 |
Documentation:
Downloads:
Reverse dependencies:
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