The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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_2.0.21.zip, r-release: sde_2.0.21.zip, r-oldrel: sde_2.0.21.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 |
Please use the canonical form https://CRAN.R-project.org/package=sde to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.