Sim.DiffProc: Simulation of Diffusion Processes
Version 3.8

A package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations. It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of these systems in both forms Itô and Stratonovich. Statistical analysis with Parallel Monte-Carlo and moment equations methods 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, e.g., modeling and simulate of first passage time problem in shallow water using the attractive center (Boukhetala K, 1996).

Package details

AuthorArsalane Chouaib Guidoum [cre, aut], Kamal Boukhetala [aut]
Date of publication2017-09-16 19:33:28 UTC
MaintainerArsalane Chouaib Guidoum <[email protected]>
LicenseGPL (>= 2)
Version3.8
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Sim.DiffProc")

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Sim.DiffProc documentation built on Sept. 17, 2017, 1:05 a.m.