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: 2.0.18
Depends: MASS, stats4, fda, zoo
Published: 2022-08-09
DOI: 10.32614/CRAN.package.sde
Author: Stefano Maria Iacus
Maintainer: Stefano Maria Iacus <siacus at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
In views: DifferentialEquations, Finance, TimeSeries
CRAN checks: sde results


Reference manual: sde.pdf
Vignettes: Errata corrige to 1st edition of the companion book


Package source: sde_2.0.18.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sde_2.0.18.tgz, r-oldrel (arm64): sde_2.0.18.tgz, r-release (x86_64): sde_2.0.18.tgz, r-oldrel (x86_64): sde_2.0.18.tgz
Old sources: sde archive

Reverse dependencies:

Reverse depends: ftsa, mixedsde
Reverse imports: DrBats, nsROC, wwntests, yuimaGUI
Reverse suggests: bssm


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