CRAN/E | sde

sde

Simulation and Inference for Stochastic Differential Equations

Installation

About

Companion package to the book Simulation and Inference for Stochastic Differential Equations With R Examples, ISBN 978-0-387-75838-1, Springer, NY.

Key Metrics

Version 2.0.18
Published 2022-08-09 619 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks sde results

Downloads

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Maintainer

Maintainer

Stefano Maria Iacus

siacus@iq.harvard.edu

Authors

Stefano Maria Iacus

Material

NEWS
Reference manual
Package source

In Views

DifferentialEquations
Finance
TimeSeries

Vignettes

Errata corrige to 1st edition of the companion book

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

sde archive

Depends

MASS
stats4
fda
zoo

Reverse Depends

ftsa
mixedsde

Reverse Imports

DrBats
nsROC
yuimaGUI

Reverse Suggests

bssm