README.md
In Uffe-H-Thygesen/SDEtools: Utilities for Stochastic Differential Equations
SDEtools
SDEtools provides functions for analyzing models based on stochastic differential equations (SDE's). These analysis include simulation of sample paths, solving the Kolmogorov equations that govern transition probabilities, state estimation, and optimal control.
Installation
You can install the development version of SDEtools from GitHub with:
# install.packages("devtools")
devtools::install_github("Uffe-H-Thygesen/SDEtools")
Uffe-H-Thygesen/SDEtools documentation built on Jan. 15, 2025, 6:41 p.m.
R Package Documentation
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SDEtools
SDEtools provides functions for analyzing models based on stochastic differential equations (SDE's). These analysis include simulation of sample paths, solving the Kolmogorov equations that govern transition probabilities, state estimation, and optimal control.
Installation
You can install the development version of SDEtools from GitHub with:
# install.packages("devtools")
devtools::install_github("Uffe-H-Thygesen/SDEtools")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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