Sim.DiffProc (4.6)

28 users

Simulation of Diffusion Processes.

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 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) ISBN:1-56252-342-2.

Maintainer: Arsalane Chouaib Guidoum
Author(s): Arsalane Chouaib Guidoum [cre, aut], Kamal Boukhetala [aut]

License: GPL (>= 2)

Uses: Deriv, MASS, rgl, scatterplot3d, sm, deSolve, knitr, rmarkdown
Reverse depends: Sim.DiffProcGUI

Released 22 days ago.

24 previous versions



  4.4/5 (36 votes)


  4.4/5 (36 votes)

Log in to vote.


No one has written a review of Sim.DiffProc yet. Want to be the first? Write one now.

Related packages: data.table, sde, pomp, CADFtest, dlm, dse, dyn, dynlm, fame, fGarch, fNonlinear, fracdiff, fractal, strucchange, timsac, tseries, TSdbi, tsDyn, tseriesChaos, tsfa(20 best matches, based on common tags.)

Search for Sim.DiffProc on google, google scholar, r-help, r-devel.

Visit Sim.DiffProc on R Graphical Manual.