Sim.DiffProc: Simulation of Diffusion Processes

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 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) ISBN:1-56252-342-2.

Package details

AuthorArsalane Chouaib Guidoum [cre, aut], Kamal Boukhetala [aut]
MaintainerArsalane Chouaib Guidoum <[email protected]>
LicenseGPL (>= 2)
Version4.3
URL https://github.com/acguidoum/Sim.DiffProc
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 Nov. 28, 2018, 5:04 p.m.