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: 2.0.10
Depends: MASS, stats4, fda, zoo
Published: 2009-08-06
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, Econometrics, Finance, TimeSeries
CRAN checks: sde results

Downloads:

Reference manual: sde.pdf
Vignettes: Errata corrige to 1st edition of the companion book
Package source: sde_2.0.10.tar.gz
MacOS X binary: sde_2.0.10.tgz
Windows binary: sde_2.0.10.zip
Old sources: sde archive