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