Package: Sim.DiffProc
Type: Package
Title: Simulation of Diffusion Processes
Version: 2.2
Date: 2012-02-13
Author: BOUKHETALA Kamal <kboukhetala@usthb.dz>, GUIDOUM Arsalane
        <starsalane@gmail.com>
Maintainer: BOUKHETALA Kamal <kboukhetala@usthb.dz>
Depends: R (>= 2.12.0), tcltk, tcltk2, stats4, rgl (>= 0.92.798) ,xlsx
        (>= 0.4.0)
Description: Simulation of diffusion processes and numerical solution
        of stochastic differential equations. Analysis of discrete-time
        approximations for stochastic differential equations (SDE)
        driven by Wiener processes,in financial and actuarial modeling
        and other areas of application for example modelling and
        simulation of dispersion in shallow water using the attractive
        center (K.BOUKHETALA, 1996). Approximated the evolution of
        conditional law a diffusion process with three methods Euler,
        Kessler and Shoji-Ozaki.  Simulation and statistical analysis
        of the first passage time (FPT) and M-samples of the random
        variable X(v) given by a simulated diffusion process.
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: 2012-02-13 12:50:03 UTC; Arsalane
Date/Publication: 2012-02-13 14:51:25
Built: R 2.13.2; ; 2012-02-25 02:16:19 UTC; windows
