An R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). 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 <doi:10.18637/jss.v096.i02>.
r
parallel-computing
monte-carlo-simulation
stochastic-calculus
stochastic-differential-equation
moment-equations
transition-density
dynamic-system
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Updated
Mar 5, 2024 - R