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sde: 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.

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

Documentation:

Reference manual: sde.pdf
Vignettes: Errata corrige to 1st edition of the companion book

Downloads:

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 dependencies:

Reverse depends: ftsa, mixedsde
Reverse imports: DrBats, FTSgof, nsROC, wwntests, yuimaGUI
Reverse suggests: bssm

Linking:

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.