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: 2.0.0
Depends: MASS, stats4
Date: 2007-11-21
Author: Stefano Maria Iacus
Maintainer: Stefano Maria Iacus <stefano.iacus at unimi.it>
License: GPL (≥ 2)
In views: Econometrics, Finance
CRAN checks: sde results

Downloads:

Package source: sde_2.0.0.tar.gz
MacOS X binary: sde_2.0.0.tgz
Windows binary: sde_2.0.0.zip
Reference manual: sde.pdf
Old sources: sde archive