Package: Sim.DiffProc
Type: Package
Version: 4.9
Date: 2024-03-06
Title: Simulation of Diffusion Processes
Authors@R: c(
    person("Arsalane Chouaib", "Guidoum",
    email = "acguidoum@univ-tam.dz",
	comment = c(ORCID = "0000-0003-3781-2160"),
    role = c("cre", "aut")),
    person("Kamal", "Boukhetala",
    role = "aut",email = "kboukhetala@usthb.dz"))
Author: Arsalane Chouaib Guidoum [cre, aut]
        (<https://orcid.org/0000-0003-3781-2160>), Kamal Boukhetala
        [aut]
Maintainer: Arsalane Chouaib Guidoum <acguidoum@univ-tam.dz>
Depends: R (>= 4.0.0)
Imports: Deriv (>= 3.8.0), MASS (>= 7.3-30), parallel
Suggests: deSolve (>= 1.11), knitr (>= 1.10), rgl (>= 0.93.991),
        rmarkdown (>= 0.8), scatterplot3d (>= 0.3-36), sm (>= 2.2-5.3)
BugReports: https://github.com/acguidoum/Sim.DiffProc/issues
URL: https://github.com/acguidoum/Sim.DiffProc
VignetteBuilder: knitr
Encoding: UTF-8
Description: It provides users with a wide range of tools to simulate,
        estimate, analyze, and visualize the dynamics of stochastic
        differential systems in both forms Ito and Stratonovich.
        Statistical analysis with parallel Monte Carlo and moment
        equations methods of SDEs <doi:10.18637/jss.v096.i02>. Enabled
        many searchers in different domains to use these equations to
        modeling practical problems in financial and actuarial modeling
        and other areas of application, e.g., modeling and simulate of
        first passage time problem in shallow water using the
        attractive center (Boukhetala K, 1996) ISBN:1-56252-342-2.
License: GPL (>= 2)
Classification/MSC: 37H10, 37M10, 60H05, 60H10, 60H35, 60J60, 65C05,
        68N15, 68Q10
Repository: https://acguidoum.r-universe.dev
Date/Publication: 2024-03-05 23:16:55 UTC
RemoteUrl: https://github.com/acguidoum/sim.diffproc
RemoteRef: HEAD
RemoteSha: 618c4cad187b91e962b1e146cc5c53f95a2afbd3
NeedsCompilation: yes
Packaged: 2026-05-29 19:38:45 UTC; root