A B C F G H I K L M O P Q R S T V
| Sim.DiffProc-package | Simulation of Diffusion Processes |
| ABM | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| ABM.default | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| AIC.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| BB | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| BB.default | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| bconfint | Kurtosis, Skewness, Moment and Confidence Bands |
| bconfint.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| bconfint.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| bconfint.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| bconfint.default | Kurtosis, Skewness, Moment and Confidence Bands |
| bconfint.fptsde1d | First Passage Time in 1-Dim SDE |
| bconfint.fptsde2d | First Passage Time in 2-Dim SDE |
| bconfint.fptsde3d | First Passage Time in 3-Dim SDE |
| bconfint.rsde1d | Random Number Generators for 1-Dim SDE |
| bconfint.rsde2d | Random Number Generators for 2-Dim SDE |
| bconfint.rsde3d | Random Number Generators for 3-Dim SDE |
| bconfint.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| bconfint.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| bconfint.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| bconfint.st.int | Stochastic Integrals |
| BIC.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| BM | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| BM.default | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| bridgesde1d.default | Simulation of 1-Dim Diffusion Bridge |
| bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| bridgesde2d.default | Simulation of 2-Dim Diffusion Bridge |
| bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| bridgesde3d.default | Simulation of 3-Dim Diffusion Bridge |
| coef.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| confint.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| fitsde.default | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| fptsde1d | First Passage Time in 1-Dim SDE |
| fptsde1d.default | First Passage Time in 1-Dim SDE |
| fptsde2d | First Passage Time in 2-Dim SDE |
| fptsde2d.default | First Passage Time in 2-Dim SDE |
| fptsde3d | First Passage Time in 3-Dim SDE |
| fptsde3d.default | First Passage Time in 3-Dim SDE |
| GBM | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| GBM.default | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| HWV | Hull-White/Vasicek, Ornstein-Uhlenbeck process |
| HWV.default | Hull-White/Vasicek, Ornstein-Uhlenbeck process |
| Irates | Monthly Interest Rates |
| kurtosis | Kurtosis, Skewness, Moment and Confidence Bands |
| kurtosis.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| kurtosis.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| kurtosis.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| kurtosis.default | Kurtosis, Skewness, Moment and Confidence Bands |
| kurtosis.fptsde1d | First Passage Time in 1-Dim SDE |
| kurtosis.fptsde2d | First Passage Time in 2-Dim SDE |
| kurtosis.fptsde3d | First Passage Time in 3-Dim SDE |
| kurtosis.rsde1d | Random Number Generators for 1-Dim SDE |
| kurtosis.rsde2d | Random Number Generators for 2-Dim SDE |
| kurtosis.rsde3d | Random Number Generators for 3-Dim SDE |
| kurtosis.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| kurtosis.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| kurtosis.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| kurtosis.st.int | Stochastic Integrals |
| lines.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| lines.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| lines.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| lines.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| lines.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| lines.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| lines.st.int | Stochastic Integrals |
| lines2d | Plotting for Class SDE |
| lines2d.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| lines2d.default | Plotting for Class SDE |
| lines2d.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| logLik.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| mean.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| mean.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| mean.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| mean.fptsde1d | First Passage Time in 1-Dim SDE |
| mean.fptsde2d | First Passage Time in 2-Dim SDE |
| mean.fptsde3d | First Passage Time in 3-Dim SDE |
| mean.rsde1d | Random Number Generators for 1-Dim SDE |
| mean.rsde2d | Random Number Generators for 2-Dim SDE |
| mean.rsde3d | Random Number Generators for 3-Dim SDE |
| mean.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| mean.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| mean.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| mean.st.int | Stochastic Integrals |
| median.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| median.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| median.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| median.fptsde1d | First Passage Time in 1-Dim SDE |
| median.fptsde2d | First Passage Time in 2-Dim SDE |
| median.fptsde3d | First Passage Time in 3-Dim SDE |
| median.rsde1d | Random Number Generators for 1-Dim SDE |
| median.rsde2d | Random Number Generators for 2-Dim SDE |
| median.rsde3d | Random Number Generators for 3-Dim SDE |
| median.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| median.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| median.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| median.st.int | Stochastic Integrals |
| moment | Kurtosis, Skewness, Moment and Confidence Bands |
| moment.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| moment.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| moment.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| moment.default | Kurtosis, Skewness, Moment and Confidence Bands |
| moment.fptsde1d | First Passage Time in 1-Dim SDE |
| moment.fptsde2d | First Passage Time in 2-Dim SDE |
| moment.fptsde3d | First Passage Time in 3-Dim SDE |
| moment.rsde1d | Random Number Generators for 1-Dim SDE |
| moment.rsde2d | Random Number Generators for 2-Dim SDE |
| moment.rsde3d | Random Number Generators for 3-Dim SDE |
| moment.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| moment.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| moment.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| moment.st.int | Stochastic Integrals |
| OU | Hull-White/Vasicek, Ornstein-Uhlenbeck process |
| OU.default | Hull-White/Vasicek, Ornstein-Uhlenbeck process |
| plot.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| plot.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| plot.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| plot.fptsde1d | First Passage Time in 1-Dim SDE |
| plot.fptsde2d | First Passage Time in 2-Dim SDE |
| plot.fptsde3d | First Passage Time in 3-Dim SDE |
| plot.rsde1d | Random Number Generators for 1-Dim SDE |
| plot.rsde2d | Random Number Generators for 2-Dim SDE |
| plot.rsde3d | Random Number Generators for 3-Dim SDE |
| plot.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| plot.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| plot.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| plot.st.int | Stochastic Integrals |
| plot2d | Plotting for Class SDE |
| plot2d.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| plot2d.default | Plotting for Class SDE |
| plot2d.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| plot3D | Plotting for Class SDE |
| plot3D.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| plot3D.default | Plotting for Class SDE |
| plot3D.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| points.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| points.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| points.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| points.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| points.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| points.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| points.st.int | Stochastic Integrals |
| points2d | Plotting for Class SDE |
| points2d.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| points2d.default | Plotting for Class SDE |
| points2d.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| print.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| print.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| print.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| print.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| print.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| print.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| print.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| print.st.int | Stochastic Integrals |
| quantile.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| quantile.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| quantile.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| quantile.fptsde1d | First Passage Time in 1-Dim SDE |
| quantile.fptsde2d | First Passage Time in 2-Dim SDE |
| quantile.fptsde3d | First Passage Time in 3-Dim SDE |
| quantile.rsde1d | Random Number Generators for 1-Dim SDE |
| quantile.rsde2d | Random Number Generators for 2-Dim SDE |
| quantile.rsde3d | Random Number Generators for 3-Dim SDE |
| quantile.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| quantile.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| quantile.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| quantile.st.int | Stochastic Integrals |
| rsde1d | Random Number Generators for 1-Dim SDE |
| rsde1d.default | Random Number Generators for 1-Dim SDE |
| rsde2d | Random Number Generators for 2-Dim SDE |
| rsde2d.default | Random Number Generators for 2-Dim SDE |
| rsde3d | Random Number Generators for 3-Dim SDE |
| rsde3d.default | Random Number Generators for 3-Dim SDE |
| Sim.DiffProc | Simulation of Diffusion Processes |
| skewness | Kurtosis, Skewness, Moment and Confidence Bands |
| skewness.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| skewness.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| skewness.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| skewness.default | Kurtosis, Skewness, Moment and Confidence Bands |
| skewness.fptsde1d | First Passage Time in 1-Dim SDE |
| skewness.fptsde2d | First Passage Time in 2-Dim SDE |
| skewness.fptsde3d | First Passage Time in 3-Dim SDE |
| skewness.rsde1d | Random Number Generators for 1-Dim SDE |
| skewness.rsde2d | Random Number Generators for 2-Dim SDE |
| skewness.rsde3d | Random Number Generators for 3-Dim SDE |
| skewness.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| skewness.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| skewness.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| skewness.st.int | Stochastic Integrals |
| snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| snssde1d.default | Simulation of 1-Dim Stochastic Differential Equation |
| snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| snssde2d.default | Simulation of 2-Dim Stochastic Differential Equation |
| snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| snssde3d.default | Simulation of 3-Dim Stochastic Differential Equation |
| st.int | Stochastic Integrals |
| st.int.default | Stochastic Integrals |
| summary.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| summary.fptsde1d | First Passage Time in 1-Dim SDE |
| summary.fptsde2d | First Passage Time in 2-Dim SDE |
| summary.fptsde3d | First Passage Time in 3-Dim SDE |
| summary.rsde1d | Random Number Generators for 1-Dim SDE |
| summary.rsde2d | Random Number Generators for 2-Dim SDE |
| summary.rsde3d | Random Number Generators for 3-Dim SDE |
| summary.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| summary.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| summary.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| summary.st.int | Stochastic Integrals |
| time.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| time.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| time.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| time.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| time.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| time.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| time.st.int | Stochastic Integrals |
| vcov.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |