Companion package to the book Simulation and Inference for Stochastic Differential Equations With R Examples, ISBN 978-0-387-75838-1, Springer, NY.

Maintainer: Stefano Maria Iacus <stefano.iacus at unimi.it>

Author(s): Stefano Maria Iacus

Install package and any missing dependencies by running this line in your R console:

install.packages("sde")

Depends MASS, stats4, fda, zoo
Imports
Suggests
Enhances
Linking to
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depends
ftsa, mixedsde
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imports
DrBats, fChange, nsROC, yuimaGUI
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suggests
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enhances
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linking to

Package sde
Materials
URL
Task Views DifferentialEquations , Finance , TimeSeries
Version 2.0.15
Published 2016-04-13
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks sde check results
Package source sde_2.0.15.tar.gz