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The SDE package

The SDE package: Project Home – R-Forge

Project description

Simulation and Inference for one dimensional SDE's

Project Information

Development Status : 6 - Mature
Intended Audience : Developers
Intended Audience : End Users/Desktop
License : OSI Approved : GNU General Public License (GPL)
Natural Language : English
Operating System : OS Independent
Programming Language : R
Topic : Finance : Time Series
Topic : Numerical Analysis : Prob. Methods, Simulation and Stochastic Differential Equations
Topic : Time Series

Registered: 2009-07-01 07:06
Activity Ranking: 0
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Vienna University of Economics and Business

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