Sim.DiffProc (3.8)

Simulation of Diffusion Processes.

http://cran.r-project.org/web/packages/Sim.DiffProc

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 It 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).

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
Reverse depends: Sim.DiffProcGUI

Released over 2 years ago.