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Topic > Numerical Analysis > Prob\. Methods, Simulation and Stochastic Differential Equations

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7 projects in result set.

0. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.

Development Status : 3 - Alpha [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Time Series Modelling [Filter]
Topic : Finance [Filter]
Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]

Activity Percentile: 0.00

Registered: 2009-09-28 11:24

1. Sparse Multivariate Diffusions - Inference for discretely observed high dimensional diffusions given by SDEs with a sparse drift based on penalized loss function estimation and subsampling methods.

Development Status : 3 - Alpha [Filter]
Intended Audience : Developers [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Programming Language : R [Filter]
Topic : Machine Learning : Model Selection and Validation [Filter]
Topic : Machine Learning : Regularized and Shrinkage Methods [Filter]
Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]

Activity Percentile: 0.00

Registered: 2010-07-05 09:50

2. High Performance Cluster Models - Package implements a queueing model for workload of a High Performance Cluster based on modified Kiefer-Wolfowitz recursion. Supported by RFBR (pr. 14-07-31007, 13-07-98801), President RF (MK-1641.2017.1).
Development Status : 3 - Alpha [Filter] Environment : Console (Text Based) [Filter] License : OSI Approved : GNU Lesser General Public License (LGPL) [Filter] Natural Language : Russian [Filter] Programming Language : R [Filter] Topic : High Performance Computing [Filter] Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]	Activity Percentile: 0.00 Registered: 2014-07-30 17:06

3. smoothtest - This package implements a whole series of smooth tests that serve as goodness of fit tests for univariate data against a whole range of distributions. The tests can be performed both parametric and data driven.

Development Status : 4 - Beta [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Bioinformatics : Statistics [Filter]
Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
Topic : Other/Nonlisted Topic [Filter]

Activity Percentile: 0.00

Registered: 2011-11-29 13:02

4. The SDE package - Simulation and Inference for one dimensional SDE's

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

Activity Percentile: 0.00

Registered: 2009-07-01 07:06

5. First Passage Times - Simulation and inference for diffusion processes in the presence of thresholds.

Development Status : 1 - Planning [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
Intended Audience : Other Audience [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]

Activity Percentile: 0.00

Registered: 2012-05-22 09:20

6. ctsem: Continuous time SEM - ctsem allows continuous time structural equation modelling of panel and time series data. ctsem uses stochastic differential equations to estimate continuous dynamic processes from indicators and covariates with any timing of measurement occasions.

Development Status : 5 - Production/Stable [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Multivariate Statistics : Latent Variable Approaches [Filter]
Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2015-04-01 20:28