sde (2.0.15)

1 user

Simulation and Inference for Stochastic Differential Equations.

Companion package to the book Simulation and Inference for Stochastic Differential Equations With R Examples, ISBN 978-0-387-75838-1, Springer, NY.

Maintainer: S. M. Iacus
Author(s): Stefano Maria Iacus

License: GPL (>= 2)

Uses: fda, MASS, zoo
Reverse depends: ftsa, mixedsde
Reverse suggests: bssm

Released almost 4 years ago.

10 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


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

Related packages: Sim.DiffProc, pomp, CADFtest, data.table, 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 sde on google, google scholar, r-help, r-devel.

Visit sde on R Graphical Manual.