sde: Simulation and Inference for Stochastic Differential Equations

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

Package details

AuthorStefano Maria Iacus
MaintainerStefano Maria Iacus <siacus@iq.harvard.edu>
LicenseGPL (>= 2)
Version2.0.18
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sde")

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sde documentation built on Aug. 9, 2022, 9:05 a.m.