Provides the functions for simulating and modeling of stochastic differential equations (SDE's). Statistical analysis and simulation of the solution of SDE's enabled many searchers in different domains to use these equations to modeling practical problems, in financial and actuarial modeling and other areas of application. For example, modeling and simulate of dispersion in shallow water using the attractive center (Boukhetala K, 1996).
| Version: | 3.6 |
| Depends: | R (≥ 2.15.1) |
| Imports: | MASS, scatterplot3d, rgl |
| Suggests: | knitr |
| Published: | 2016-11-13 |
| Author: | Arsalane Chouaib Guidoum [cre, aut], Kamal Boukhetala [aut] |
| Maintainer: | Arsalane Chouaib Guidoum <acguidoum at usthb.dz> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Classification/MSC: | 37H10, 37M10, 60H05, 60H10, 60H35, 60J60, 68N15 |
| Citation: | Sim.DiffProc citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | Sim.DiffProc results |
| Reference manual: | Sim.DiffProc.pdf |
| Vignettes: |
The Sim.DiffProc Package Estimation of stochastic differential equation First-passage-time for stochastic differential equations Simulations and models of stochastic differential equations |
| Package source: | Sim.DiffProc_3.6.tar.gz |
| Windows binaries: | r-devel: Sim.DiffProc_3.6.zip, r-release: Sim.DiffProc_3.6.zip, r-oldrel: Sim.DiffProc_3.6.zip |
| OS X Mavericks binaries: | r-release: Sim.DiffProc_3.6.tgz, r-oldrel: Sim.DiffProc_3.6.tgz |
| Old sources: | Sim.DiffProc archive |
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