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It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of stochastic differential systems in both forms Ito and Stratonovich. Statistical analysis with parallel Monte Carlo and moment equations methods of SDEs <doi:10.18637/jss.v096.i02>. Enabled many searchers in different domains to use these equations to modeling practical problems in financial and actuarial modeling and other areas of application, e.g., modeling and simulate of first passage time problem in shallow water using the attractive center (Boukhetala K, 1996) ISBN:1-56252-342-2.
Version: | 4.9 |
Depends: | R (≥ 4.0.0) |
Imports: | Deriv (≥ 3.8.0), MASS (≥ 7.3-30), parallel |
Suggests: | deSolve (≥ 1.11), knitr (≥ 1.10), rgl (≥ 0.93.991), rmarkdown (≥ 0.8), scatterplot3d (≥ 0.3-36), sm (≥ 2.2-5.3) |
Published: | 2024-03-06 |
DOI: | 10.32614/CRAN.package.Sim.DiffProc |
Author: | Arsalane Chouaib Guidoum
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Maintainer: | Arsalane Chouaib Guidoum <acguidoum at univ-tam.dz> |
BugReports: | https://github.com/acguidoum/Sim.DiffProc/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/acguidoum/Sim.DiffProc |
NeedsCompilation: | yes |
Classification/MSC: | 37H10, 37M10, 60H05, 60H10, 60H35, 60J60, 65C05, 68N15, 68Q10 |
Citation: | Sim.DiffProc citation info |
Materials: | README NEWS |
In views: | DifferentialEquations, Finance, HighPerformanceComputing, Psychometrics, TimeSeries |
CRAN checks: | Sim.DiffProc results |
Package source: | Sim.DiffProc_4.9.tar.gz |
Windows binaries: | r-devel: Sim.DiffProc_4.9.zip, r-release: Sim.DiffProc_4.9.zip, r-oldrel: Sim.DiffProc_4.9.zip |
macOS binaries: | r-release (arm64): Sim.DiffProc_4.9.tgz, r-oldrel (arm64): Sim.DiffProc_4.9.tgz, r-release (x86_64): Sim.DiffProc_4.9.tgz, r-oldrel (x86_64): Sim.DiffProc_4.9.tgz |
Old sources: | Sim.DiffProc archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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