Description: Provides functions for simulation and inference for stochastic differential equations (SDEs). It accompanies the book "Simulation and Inference for Stochastic Differential Equations: With R Examples" (Iacus, 2008, Springer; ISBN: 978-0-387-75838-1).
| Version: | 2.0.21 |
| Depends: | MASS, stats4, fda, zoo |
| Published: | 2025-12-22 |
| DOI: | 10.32614/CRAN.package.sde |
| Author: | Stefano Maria Iacus [aut, cre] |
| Maintainer: | Stefano Maria Iacus <smiacus at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| In views: | DifferentialEquations, Finance, TimeSeries |
| CRAN checks: | sde results |
| Reference manual: | sde.html , sde.pdf |
| Vignettes: |
Errata corrige to 1st edition of the companion book (source) |
| Package source: | sde_2.0.21.tar.gz |
| Windows binaries: | r-devel: sde_2.0.18.zip, r-release: sde_2.0.18.zip, r-oldrel: sde_2.0.18.zip |
| macOS binaries: | r-release (arm64): sde_2.0.21.tgz, r-oldrel (arm64): sde_2.0.21.tgz, r-release (x86_64): sde_2.0.21.tgz, r-oldrel (x86_64): sde_2.0.21.tgz |
| Old sources: | sde archive |
| Reverse depends: | ftsa, mixedsde |
| Reverse imports: | DrBats, FTSgof, nsROC, wwntests, yuimaGUI |
| Reverse suggests: | bssm |
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