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

View on CRAN

Functions

ABM Man page
ABM.default Man page
AIC.fitsde Man page
BB Man page
BB.default Man page
bconfint Man page
bconfint.bridgesde1d Man page
bconfint.bridgesde2d Man page
bconfint.bridgesde3d Man page
bconfint.default Man page
bconfint.snssde1d Man page
bconfint.snssde2d Man page
bconfint.snssde3d Man page
bconfint.st.int Man page
BIC.fitsde Man page
BM Man page
BM.default Man page
bridgesde1d Man page
bridgesde1d.default Man page
bridgesde2d Man page
bridgesde2d.default Man page
bridgesde3d Man page
bridgesde3d.default Man page
coef.fitsde Man page
confint.fitsde Man page
dfptsde1d Man page
dfptsde1d.default Man page
dfptsde2d Man page
dfptsde2d.default Man page
dfptsde3d Man page
dfptsde3d.default Man page
dsde1d Man page
dsde1d.default Man page
dsde2d Man page
dsde2d.default Man page
dsde3d Man page
dsde3d.default Man page
fitsde Man page
fitsde.default Man page
GBM Man page
GBM.default Man page
HWV Man page
HWV.default Man page
Irates Man page
kurtosis Man page
kurtosis.bridgesde1d Man page
kurtosis.bridgesde2d Man page
kurtosis.bridgesde3d Man page
kurtosis.default Man page
kurtosis.snssde1d Man page
kurtosis.snssde2d Man page
kurtosis.snssde3d Man page
kurtosis.st.int Man page
lines2d Man page
lines2d.bridgesde2d Man page
lines2d.default Man page
lines2d.snssde2d Man page
lines.bridgesde1d Man page
lines.bridgesde2d Man page
lines.bridgesde3d Man page
lines.snssde1d Man page
lines.snssde2d Man page
lines.snssde3d Man page
lines.st.int Man page
logLik.fitsde Man page
mean.bridgesde1d Man page
mean.bridgesde2d Man page
mean.bridgesde3d Man page
mean.snssde1d Man page
mean.snssde2d Man page
mean.snssde3d Man page
mean.st.int Man page
median.bridgesde1d Man page
median.bridgesde2d Man page
median.bridgesde3d Man page
median.snssde1d Man page
median.snssde2d Man page
median.snssde3d Man page
median.st.int Man page
moment Man page
moment.bridgesde1d Man page
moment.bridgesde2d Man page
moment.bridgesde3d Man page
moment.default Man page
moment.snssde1d Man page
moment.snssde2d Man page
moment.snssde3d Man page
moment.st.int Man page
OU Man page
OU.default Man page
plot2d Man page
plot2d.bridgesde2d Man page
plot2d.default Man page
plot2d.snssde2d Man page
plot3D Man page
plot3D.bridgesde3d Man page
plot3D.default Man page
plot3D.snssde3d Man page
plot.bridgesde1d Man page
plot.bridgesde2d Man page
plot.bridgesde3d Man page
plot.dfptsde1d Man page
plot.dfptsde2d Man page
plot.dfptsde3d Man page
plot.dsde1d Man page
plot.dsde2d Man page
plot.dsde3d Man page
plot.snssde1d Man page
plot.snssde2d Man page
plot.snssde3d Man page
plot.st.int Man page
points2d Man page
points2d.bridgesde2d Man page
points2d.default Man page
points2d.snssde2d Man page
points.bridgesde1d Man page
points.bridgesde2d Man page
points.bridgesde3d Man page
points.snssde1d Man page
points.snssde2d Man page
points.snssde3d Man page
points.st.int Man page
print.bridgesde1d Man page
print.bridgesde2d Man page
print.bridgesde3d Man page
print.dfptsde1d Man page
print.dfptsde2d Man page
print.dfptsde3d Man page
print.dsde1d Man page
print.dsde2d Man page
print.dsde3d Man page
print.fitsde Man page
print.snssde1d Man page
print.snssde2d Man page
print.snssde3d Man page
print.st.int Man page
quantile.bridgesde1d Man page
quantile.bridgesde2d Man page
quantile.bridgesde3d Man page
quantile.snssde1d Man page
quantile.snssde2d Man page
quantile.snssde3d Man page
quantile.st.int Man page
rfptsde1d Man page
rfptsde1d.default Man page
rfptsde2d Man page
rfptsde2d.default Man page
rfptsde3d Man page
rfptsde3d.default Man page
rsde1d Man page
rsde1d.default Man page
rsde2d Man page
rsde2d.default Man page
rsde3d Man page
rsde3d.default Man page
Sim.DiffProc Man page
Sim.DiffProc-package Man page
skewness Man page
skewness.bridgesde1d Man page
skewness.bridgesde2d Man page
skewness.bridgesde3d Man page
skewness.default Man page
skewness.snssde1d Man page
skewness.snssde2d Man page
skewness.snssde3d Man page
skewness.st.int Man page
snssde1d Man page
snssde1d.default Man page
snssde2d Man page
snssde2d.default Man page
snssde3d Man page
snssde3d.default Man page
st.int Man page
st.int.default Man page
summary.fitsde Man page
summary.snssde1d Man page
summary.snssde2d Man page
summary.snssde3d Man page
summary.st.int Man page
time.bridgesde1d Man page
time.bridgesde2d Man page
time.bridgesde3d Man page
time.snssde1d Man page
time.snssde2d Man page
time.snssde3d Man page
time.st.int Man page
vcov.fitsde Man page

Files

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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All documentation is copyright its authors; we didn't write any of that.