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3 projects in result set.
MvMix  Simulate large scale multivariate distributions, utilizing Gaussian Copula. Incorporate both commonly used marginals and userdefined marignals with efficient correlation matching algorithms and Monte Carlo approximation for complicated mixture case  
Tags: copulas, Monte Carlo, Spatial Statistics, Mixture, Multivariate  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20141206 20:40 
SMfSB  R code associated with the second and third editions of the book Stochastic Modelling for Systems Biology, by Darren J Wilkinson, published by Chapman & Hall/CRC Press.  
Tags: Monte Carlo, SSA, cellular, differential equations, diffusion, stochastic differential equations, stochastic modeling, stochastic processes, system dynamics, textbook  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20110218 14:08 
Yuima Project  The project for simulation and inference of multidimensional stochastic differential equations.  
Tags: finance, stochastic processes, stochastic differential equation, estimation, time series, model selection, change point, Bayesian, Finance, MCMC, Monte Carlo, Statistics, change detection, changepoint, dynamic systems, inference, likelihood, option, option pricing, simulation, simulations, statistical inference, statistics, stochastic, stochastic differential equations  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20090928 11:24 