StochSimR: Stochastic Process Simulation Engine

A modular simulation engine for a wide range of stochastic processes. Provides exact and approximate simulation methods for Poisson processes (homogeneous and inhomogeneous), Brownian motion (standard, drifted, and bridge), discrete- and continuous-time Markov chains, birth-death processes, the Yule pure-birth process, infinitesimal generator matrix utilities, Markovian queuing systems (M/M/1, M/M/c, M/M/c/K) with exact steady-state statistics, Levy processes (gamma, normal inverse Gaussian, variance-gamma, alpha-stable), Merton jump-diffusion models, Hawkes self-exciting processes, geometric Brownian motion, and Ornstein-Uhlenbeck mean-reverting diffusions. Includes variance reduction techniques (antithetic variates, control variates, importance sampling, stratified sampling), parallel simulation via the 'future' framework, rare-event simulation (cross-entropy and multilevel splitting), path visualisation, and summary statistics. Methods are based on Glasserman (2003) <doi:10.1007/978-0-387-21617-1>, Asmussen & Glynn (2007) <doi:10.1007/978-0-387-69033-9>, Norris (1997) <doi:10.1017/CBO9780511810633>, and Kleinrock (1975, ISBN:0471491101).

Version:	1.1.0
Depends:	R (≥ 3.5.0)
Imports:	ggplot2 (≥ 3.4.0), rlang (≥ 1.0.0), stats, parallel, future (≥ 1.25.0), future.apply (≥ 1.10.0)
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-06-01
DOI:	10.32614/CRAN.package.StochSimR (may not be active yet)
Author:	Ayush Kundu [aut, cre]
Maintainer:	Ayush Kundu <ayushkundu25 at iitk.ac.in>
BugReports:	https://github.com/Ayush291202/StochSimR/issues
License:	MIT + file LICENSE
URL:	https://github.com/Ayush291202/StochSimR
NeedsCompilation:	no
Materials:	README
CRAN checks:	StochSimR results

Documentation:

Reference manual:	StochSimR.html , StochSimR.pdf
Vignettes:	Introduction to StochSimR (source, R code)

Downloads:

Package source:	StochSimR_1.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): StochSimR_1.1.0.tgz, r-oldrel (arm64): StochSimR_1.1.0.tgz, r-release (x86_64): StochSimR_1.1.0.tgz, r-oldrel (x86_64): StochSimR_1.1.0.tgz

Linking:

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