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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[issues need fixing before 2025-12-22]

Documentation:

Reference manual:sde.html ,sde.pdf
Vignettes:Errata corrige to 1st edition of the companion book (source)

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 formhttps://CRAN.R-project.org/package=sdeto link to this page.


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