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: 2.0.15
Depends: MASS, stats4, fda, zoo
Published: 2016-04-13
Author: Stefano Maria Iacus
Maintainer: Stefano Maria Iacus <stefano.iacus at unimi.it>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
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_2.0.15.tar.gz
Windows binaries: r-devel: sde_2.0.15.zip, r-devel-UCRT: sde_2.0.15.zip, r-release: sde_2.0.15.zip, r-oldrel: sde_2.0.15.zip
macOS binaries: r-release (arm64): sde_2.0.15.tgz, r-release (x86_64): sde_2.0.15.tgz, r-oldrel: sde_2.0.15.tgz
Old sources: sde archive

Reverse dependencies:

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

Linking:

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