Simulation and Inference for SDEs and Other Stochastic Processes.

Documentation

Manual: yuima.pdf
Vignette: None available.

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

Author(s): YUIMA Project Team

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

install.packages("yuima")

Depends R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature, mvtnorm
Imports Rcpp(>=0.12.1)
Suggests
Enhances
Linking to Rcpp, RcppArmadillo
Reverse
depends
Reverse
imports
valuer, yuimaGUI
Reverse
suggests
ctsem
Reverse
enhances
Reverse
linking to

Package yuima
Materials
URL http://www.yuima-project.com
Task Views TimeSeries
Version 1.6.8
Published 2017-08-16
License GPL-2
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks yuima check results
Package source yuima_1.6.8.tar.gz