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Companion package to the book Simulation and Inference for Stochastic Differential Equations With R Examples, ISBN 978-0-387-75838-1, Springer, NY.
Version: | 2.0.18 |
Depends: | MASS, stats4, fda, zoo |
Published: | 2022-08-09 |
DOI: | 10.32614/CRAN.package.sde |
Author: | Stefano Maria Iacus |
Maintainer: | Stefano Maria Iacus <siacus at iq.harvard.edu> |
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.pdf |
Vignettes: |
Errata corrige to 1st edition of the companion book |
Package source: | sde_2.0.18.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_2.0.18.tgz, r-oldrel (arm64): sde_2.0.18.tgz, r-release (x86_64): sde_2.0.18.tgz, r-oldrel (x86_64): sde_2.0.18.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.