Package: Sim.DiffProc
Type: Package
Version: 4.0
Date: 2017-11-28
Title: Simulation of Diffusion Processes
Authors@R: c(
    person("Arsalane Chouaib", "Guidoum",
    email = "acguidoum@usthb.dz",
    role = c("cre", "aut")),
    person("Kamal", "Boukhetala",
    role = "aut",email = "kboukhetala@usthb.dz"))
Author: Arsalane Chouaib Guidoum [cre, aut],
  Kamal Boukhetala [aut]
Maintainer: Arsalane Chouaib Guidoum <acguidoum@usthb.dz>
Depends: R (>= 2.15.1)
Imports: Deriv (>= 3.8.0), MASS, parallel, rgl (>= 0.66), scatterplot3d
        (>= 0.3-36)
Suggests: deSolve (>= 1.11), knitr, sm (>= 2.2-5.3)
VignetteBuilder: knitr
Encoding: UTF-8
Description: A package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations. It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of these systems in both forms Itô and Stratonovich. Statistical analysis with Parallel Monte-Carlo and moment equations methods of SDE's. Enabled many searchers in different domains to use these equations to modeling practical problems in financial and actuarial modeling and other areas of application, e.g., modeling and simulate of first passage time problem in shallow water using the attractive center (Boukhetala K, 1996). 
License: GPL (>= 2)
Classification/MSC: 37H10, 37M10, 60H05, 60H10, 60H35, 60J60, 65C05,
        68N15, 68Q10
NeedsCompilation: yes
Packaged: 2017-11-27 23:45:41 UTC; A.C
Repository: CRAN
Date/Publication: 2017-11-28 10:18:43 UTC
Built: R 3.3.3; x86_64-w64-mingw32; 2018-04-22 17:16:12 UTC; windows
Archs: i386, x64
