Man pages for sde
Simulation and Inference for Stochastic Differential Equations

BMBrownian motion, Brownian bridge, and geometric Brownian...
cpointVolatility change-point estimator for diffusion processes
DBridgeSimulation of diffusion bridge
dcElerianApproximated conditional law of a diffusion process by...
dcEulerApproximated conditional law of a diffusion process
dcKesslerApproximated conditional law of a diffusion process by...
dcOzakiApproximated conditional law of a diffusion process by...
dcShojiApproximated conditional law of a diffusion process by the...
dcSimPedersen's simulated transition density
DWJWeekly closings of the Dow-Jones industrial average
EULERloglikEuler approximation of the likelihood
gmmGeneralized method of moments estimator
HPloglikAit-Sahalia Hermite polynomial expansion approximation of the...
ksmoothNonparametric invariant density, drift, and diffusion...
linear.mart.efLinear martingale estimating function
MOdistMarkov Operator distance for clustering diffusion processes.
quotesDaily closings of 20 financial time series from 2006-01-03 to...
rcBSBlack-Scholes-Merton or geometric Brownian motion process...
rcCIRConditional law of the Cox-Ingersoll-Ross process
rcOUOrnstein-Uhlenbeck or Vasicek process conditional law
rsCIRCox-Ingersoll-Ross process stationary law
rsOUOrnstein-Uhlenbeck or Vasicek process stationary law
sdeAICAkaike's information criterion for diffusion processes
sdeDivPhi-Divergences test for diffusion processes
sde.simSimulation of stochastic differential equation
SIMloglikPedersen's approximation of the likelihood
simple.efSimple estimating functions of types I and II
simple.ef2Simple estimating function based on the infinitesimal...
sde documentation built on May 31, 2017, 3:58 a.m.