Stochastic Process Simulation Engine

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Documentation for package ‘StochSimR’ version 1.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

compare_methods	Compare Simulation Methods
ctmc_generator	Validate an Infinitesimal Generator Matrix
ctmc_stationary	Compute the Stationary Distribution of a CTMC
is_stoch_path	Test if an Object is a stoch_path
mc_estimate	Monte Carlo Estimator with Diagnostics
mc_rare_event	Rare-Event Simulation
new_stoch_path	Create a stoch_path Object
path_summary	Path Summary Statistics
plot_acf_paths	Plot Autocorrelation of Path Increments
plot_distribution	Plot Terminal Value Distribution
plot_paths	Plot Sample Paths
queue_stats	Exact Steady-State Statistics for Markovian Queues
sim_birth_death	Simulate a Birth-Death Process
sim_brownian	Simulate Brownian Motion
sim_ctmc	Simulate a Continuous-Time Markov Chain
sim_gbm	Simulate Geometric Brownian Motion
sim_hawkes	Simulate a Hawkes (Self-Exciting) Process
sim_jump_diffusion	Simulate a Jump-Diffusion Process (Merton Model)
sim_levy	Simulate a Levy Process
sim_markov	Simulate a Discrete-Time Markov Chain
sim_ou	Simulate an Ornstein-Uhlenbeck Process
sim_parallel	Parallel Simulation of Stochastic Processes
sim_poisson	Simulate a Poisson Process
sim_queue	Simulate a Markovian Queuing Process
sim_yule	Simulate a Yule (Pure-Birth) Process
vr_antithetic	Antithetic Variates Estimator
vr_control_variate	Control Variate Estimator
vr_importance	Importance Sampling Estimator
vr_stratified	Stratified Sampling Estimator