sde: Simulation and Inference for Stochastic Differential Equations (original) (raw)
Companion package to the book Simulation and Inference for Stochastic Differential Equations With R Examples, ISBN 978-0-387-75838-1, Springer, NY.
Version: | 2.0.18 |
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Depends: | MASS, stats4, fda, zoo |
Published: | 2022-08-09 |
DOI: | 10.32614/CRAN.package.sde |
Author: | Stefano Maria Iacus |
Maintainer: | Stefano Maria Iacus |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | yes |
Materials: | |
In views: | DifferentialEquations, Finance, TimeSeries |
CRAN checks: | sde results |
Documentation:
Reference manual: | sde.pdf |
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Vignettes: | Errata corrige to 1st edition of the companion book |
Downloads:
Package source: | sde_2.0.18.tar.gz |
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Windows binaries: | r-devel: sde_2.0.18.zip, r-release: sde_2.0.18.zip, r-oldrel: sde_2.0.18.zip |
macOS binaries: | r-release (arm64): sde_2.0.18.tgz, r-oldrel (arm64): sde_2.0.18.tgz, r-release (x86_64): sde_2.0.18.tgz, r-oldrel (x86_64): sde_2.0.18.tgz |
Old sources: | sde archive |
Reverse dependencies:
Reverse depends: | ftsa, mixedsde |
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Reverse imports: | DrBats, FTSgof, nsROC, wwntests, yuimaGUI |
Reverse suggests: | bssm |
Linking:
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