A package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations. It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of these systems in both forms Itô and Stratonovich. Statistical analysis with Parallel Monte-Carlo and moment equations methods of SDE's. 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).
| Version: | 4.0 |
| Depends: | R (≥ 2.15.1) |
| Imports: | Deriv (≥ 3.8.0), MASS, parallel, rgl (≥ 0.66), scatterplot3d (≥ 0.3-36) |
| Suggests: | deSolve (≥ 1.11), knitr, sm (≥ 2.2-5.3) |
| Published: | 2017-11-28 |
| Author: | Arsalane Chouaib Guidoum [cre, aut], Kamal Boukhetala [aut] |
| Maintainer: | Arsalane Chouaib Guidoum <acguidoum at usthb.dz> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Classification/MSC: | 37H10, 37M10, 60H05, 60H10, 60H35, 60J60, 65C05, 68N15, 68Q10 |
| Citation: | Sim.DiffProc citation info |
| Materials: | NEWS |
| In views: | DifferentialEquations, Finance, HighPerformanceComputing, TimeSeries |
| CRAN checks: | Sim.DiffProc results |
| Reference manual: | Sim.DiffProc.pdf |
| Vignettes: |
The Sim.DiffProc Package Constructs and Analysis of Bridges Stochastic Differential Equations Parametric Estimation of 1-D Stochastic Differential Equation Monte-Carlo Simulation and Kernel Density Estimation of First passage time Parallel Monte-Carlo and Moment Equations for SDEs Monte-Carlo Simulation and Analysis of Stochastic Differential Equations |
| Package source: | Sim.DiffProc_4.0.tar.gz |
| Windows binaries: | r-devel: Sim.DiffProc_4.0.zip, r-release: Sim.DiffProc_4.0.zip, r-oldrel: Sim.DiffProc_4.0.zip |
| OS X El Capitan binaries: | r-release: Sim.DiffProc_4.0.tgz |
| OS X Mavericks binaries: | r-oldrel: Sim.DiffProc_4.0.tgz |
| Old sources: | Sim.DiffProc archive |
Please use the canonical form https://CRAN.R-project.org/package=Sim.DiffProc to link to this page.