rossklin/SimpleSDESampler: Simple SDE Sampler

Samples paths from Ito form SDEs

Getting started

Package details

AuthorRoss Linscott
MaintainerRoss Linscott <rossklin@gmail.com>
LicenseBSD (nlopt and boost seperate)
Version1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("rossklin/SimpleSDESampler")
rossklin/SimpleSDESampler documentation built on May 27, 2019, 11:37 p.m.