Package: Sim.DiffProc
Type: Package
Title: Simulation of Diffusion Processes
Version: 2.5
Date: 2012-06-05
Authors@R: c(person("Arsalane", "Guidoum", role = c("aut", "cre"),
email = "starsalane@gmail.com"),
person("Kamal","Boukhetala",role="aut", email
="kboukhetala@usthb.dz"))
Author: Kamal Boukhetala, Arsalane Guidoum
Maintainer: Arsalane Guidoum <starsalane@gmail.com>
Depends: R (>= 2.14.1), tcltk, stats4, rgl
Description: The package Sim.DiffProc is an object created in the R
language for simulation and modeling of stochastic differential
equations (SDEs), and statistical analysis of diffusion
processes solution of SDEs. This package contains many objects
(code/function), for example a numerical methods to find the
solutions to SDEs (one, two and three dimensional), which
simulates a flows trajectories, with good accuracy. Many
theoretical problems on the SDEs have become the object of
practical research, as statistical analysis and simulation of
solution of SDEs, enabled many searchers in different domains
to use these equations to modeling and to analyse practical
problems, in financial and actuarial modeling and other areas
of application, for example modelling and simulate of
dispersion in shallow water using the attractive center
(Boukhetala K, 1996),and the stochastic calculus are applied to
the random oscillators problem in physics.  We hope that the
package presented here and the updated survey on the subject
might be of help for practitioners, postgraduate and PhD
students, and researchers in the field who might want to
implement new methods and ideas using R as a statistical
environment.
License: GPL (>= 2)
Classification/ACM: F.0, G.3
URL: http://www.r-project.org ,
http://www.inside-r.org/packages/cran/Sim.DiffProc
Repository: CRAN
LazyLoad: yes
Packaged: 2012-06-05 11:33:39 UTC; Arsalane
Date/Publication: 2012-06-09 10:00:07

Author: Arsalane Chouaib Guidoum, Kamal Boukhetala
Maintainer: Arsalane Chouaib Guidoum <acguidoum@usthb.dz>
Description: The package "Sim.DiffProc" is an object created in R environment for simulation and modeling of stochastic differential equations (SDEs) the type Ito and Stratonovich. This package contains many objects, the numerical methods to find the solutions to SDEs (1, 2 and 3-dim), with a possibility for simulates a flows trajectories,with good accuracy. Many theoretical problems on the SDEs have become the object of practical research, as statistical analysis and simulation of solution of SDEs, enabled many searchers in different domains to use these equations to modeling and to analyse practical problems, in financial and actuarial modeling and other areas of application, for example modelling and simulate of dispersion in shallow water using the attractive center (Boukhetala K, 1996).  We hope that the package presented here and the updated survey on the subject might be of help for practitioners, postgraduate and PhD students, and researchers in the field who might want to implement new methods.