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.


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install.packages("sde")

2.0.15 by Stefano Maria Iacus, 3 years ago


Browse source code at https://github.com/cran/sde


Authors: Stefano Maria Iacus


Documentation:   PDF Manual  


Task views: Differential Equations, Empirical Finance, Time Series Analysis


GPL (>= 2) license


Depends on MASS, stats4, fda, zoo


Imported by DrBats, MsdeParEst, cartools, fChange, nsROC, yuimaGUI.

Depended on by ftsa, mixedsde.

Suggested by bssm.


See at CRAN