Sim.DiffProc: Simulation of Diffusion Processes

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).

AuthorArsalane Chouaib Guidoum [cre, aut], Kamal Boukhetala [aut]
Date of publication2016-11-13 10:14:24
MaintainerArsalane Chouaib Guidoum <acguidoum@usthb.dz>
LicenseGPL (>= 2)
Version3.6

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Files in this package

Sim.DiffProc
Sim.DiffProc/inst
Sim.DiffProc/inst/CITATION
Sim.DiffProc/inst/doc
Sim.DiffProc/inst/doc/fptsde.Rmd
Sim.DiffProc/inst/doc/Sim.DiffProc.R
Sim.DiffProc/inst/doc/sde.R
Sim.DiffProc/inst/doc/fitsde.html
Sim.DiffProc/inst/doc/fptsde.R
Sim.DiffProc/inst/doc/sde.Rmd
Sim.DiffProc/inst/doc/Sim.DiffProc.Rmd
Sim.DiffProc/inst/doc/fitsde.R
Sim.DiffProc/inst/doc/fptsde.html
Sim.DiffProc/inst/doc/sde.html
Sim.DiffProc/inst/doc/Sim.DiffProc.html
Sim.DiffProc/inst/doc/fitsde.Rmd
Sim.DiffProc/tests
Sim.DiffProc/tests/bridgesde.R
Sim.DiffProc/tests/sde.R
Sim.DiffProc/tests/fptsde.R
Sim.DiffProc/tests/rsde.R
Sim.DiffProc/tests/fitsde.R
Sim.DiffProc/src
Sim.DiffProc/src/locale.h
Sim.DiffProc/src/Sim.DiffProc.c
Sim.DiffProc/src/init.c
Sim.DiffProc/src/Sim.DiffProc.h
Sim.DiffProc/NAMESPACE
Sim.DiffProc/demo
Sim.DiffProc/demo/Sim.DiffProc.R
Sim.DiffProc/demo/00Index
Sim.DiffProc/NEWS
Sim.DiffProc/data
Sim.DiffProc/data/Irates.rda
Sim.DiffProc/R
Sim.DiffProc/R/bridgesde.R Sim.DiffProc/R/utils.R Sim.DiffProc/R/OU.R Sim.DiffProc/R/PredCorr.R Sim.DiffProc/R/BB.R Sim.DiffProc/R/ABM.R Sim.DiffProc/R/st.int.R
Sim.DiffProc/R/dsde.r
Sim.DiffProc/R/rftpsde.R Sim.DiffProc/R/GBM.R Sim.DiffProc/R/rsde.R Sim.DiffProc/R/Euler.R Sim.DiffProc/R/STS.R Sim.DiffProc/R/HWV.R Sim.DiffProc/R/fitsde.R
Sim.DiffProc/R/zzz.r
Sim.DiffProc/R/RK.R Sim.DiffProc/R/BM.R Sim.DiffProc/R/snssde.R Sim.DiffProc/R/SMilstein.R Sim.DiffProc/R/Milstein.R Sim.DiffProc/R/Heun.R
Sim.DiffProc/vignettes
Sim.DiffProc/vignettes/fptsde.Rmd
Sim.DiffProc/vignettes/sde.Rmd
Sim.DiffProc/vignettes/Sim.DiffProc.Rmd
Sim.DiffProc/vignettes/fitsde.Rmd
Sim.DiffProc/MD5
Sim.DiffProc/build
Sim.DiffProc/build/vignette.rds
Sim.DiffProc/DESCRIPTION
Sim.DiffProc/man
Sim.DiffProc/man/rsde3d.Rd Sim.DiffProc/man/bconfint.Rd Sim.DiffProc/man/Irates.Rd Sim.DiffProc/man/ABM.Rd Sim.DiffProc/man/bridgesde3d.Rd Sim.DiffProc/man/rfptsde2d.Rd Sim.DiffProc/man/bridgesde2d.Rd Sim.DiffProc/man/snssde1d.Rd Sim.DiffProc/man/HWV.Rd Sim.DiffProc/man/snssde3d.Rd Sim.DiffProc/man/rsde1d.Rd Sim.DiffProc/man/snssde2d.Rd Sim.DiffProc/man/rsde2d.Rd Sim.DiffProc/man/st.int.Rd Sim.DiffProc/man/fitsde.Rd Sim.DiffProc/man/Sim.DiffProc-package.Rd Sim.DiffProc/man/plot2d.Rd Sim.DiffProc/man/rfptsde1d.Rd Sim.DiffProc/man/rfptsde3d.Rd Sim.DiffProc/man/bridgesde1d.Rd

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