Skip to content

Sim.DiffProc

5.0

Simulation of Diffusion Processes

5packages depend
9.8Kdownloads / year
24.9%test coverage
13/13checks pass

Overview

About
Maintained by Arsalane Chouaib GuidoumFirst published 2011-01-0432 releasesCRAN page ↗GitHub ↗

It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of stochastic differential systems in both forms Ito and Stratonovich. Statistical analysis with parallel Monte Carlo and moment equations methods of SDEs doi:10.18637/jss.v096.i02. 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) ISBN:1-56252-342-2.

Install

Health

CRAN checks
13OK
Slowest check: 6.3 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.03
24.9%
Coverage · measured lines
100%
Documentation · exports
3
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 590 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
86%
References docs
78%

Downloads

9.8K
CRAN downloads in the past year
Rank #4,345 · ~27/day · ~814/mo
Daily download trend is not available in this view yet.
46930 days
1.9K90 days
9.8K1 year
Compare downloads with other packages →
Also on525 r2u17 autocran77 c2d4u

Repository

Repository
14Stars
5Forks
1Open issues
0Open PRs
7Releases
215Commits
1Contributors
stochastic-differential-equationstochastic-calculusmonte-carlo-simulationparallel-computingmoment-equationstransition-densitydynamic-systemr
License GPL-2.0 · 215 commits · Last activity 2024-03-05 · 0% stars, 30d

Stars over time

2023-12-05 · 132026-07-07 · 14

Repository practices

Upstream repositoryBeta

6 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/acguidoum/sim.diffproc on 2026-08-16.

Continuous integration (3)
GitHub ActionsTravis CIAppVeyor
Lint, format, editor (1)
RStudio project
Coverage (1)
Codecov
Governance and community (1)
Issue templates
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.0.0
Imports (3)
DerivMASSparallel
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
5direct
2indirect

Code & Tests

People & History

People (2)
Maintainer (1)
Maintainer, Author · added in 2.6
Authors (2)
Maintainer, Author · added in 2.6
Author · added in 2.5
Listed in earlier versions (4)
no longer listed · 1.0 to 2.0
no longer listed · 1.0 to 2.0
no longer listed · 2.1 to 2.14.2
no longer listed · 2.5
Package Timeline

32 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 5.0Latest
    2025-12-13 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 4.9
    2024-03-06 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 4.8
    2020-11-08 · diff ↗
  • 4.7
    2020-09-22 · diff ↗
  • 4.6
    2020-05-04 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 4.5
    2020-03-29 · diff ↗
  • 4.4
    2019-05-27 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 4.3
    2018-11-28 · diff ↗
Show 34 earlier events
  • 4.2
    2018-10-18 · diff ↗
  • 4.1
    2018-09-11 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 4.0
    2017-11-28 · diff ↗
  • 3.8
    2017-09-16 · diff ↗
  • R
    R 3.4.0 released · 2017-04-21
  • 3.7
    2017-03-25 · diff ↗
  • 3.6
    2016-11-13 · diff ↗
  • 3.5
    2016-11-11 · diff ↗
  • 3.4
    2016-10-08 · diff ↗
  • 3.3
    2016-09-22 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • 3.2
    2016-02-09 · diff ↗
  • 3.1
    2015-12-31 · diff ↗
  • 3.0
    2015-10-30 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 2.9
    2014-09-10 · diff ↗
  • 2.8
    2014-08-19 · diff ↗
  • 2.7
    2014-07-13 · diff ↗
  • 2.6
    2014-05-04 · diff ↗
  • R
    R 3.1.0 released · 2014-04-10
  • R
    R 3.0.0 released · 2013-04-03
  • 2.5
    2012-06-09 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • 2.14.2
    2012-02-13 · diff ↗
  • 2.2
    2012-02-13 · diff ↗
  • 2.14.1
    2011-11-18 · diff ↗
  • 2.1
    2011-11-18 · diff ↗
  • R
    R 2.14.0 released · 2011-10-31
  • R
    R 2.13.0 released · 2011-04-13
  • 2.0
    2011-02-13 · diff ↗
  • 2.12.2
    2011-02-09 · diff ↗
  • 1.0
    2011-01-04
  • R
    R 2.12.0 released · 2010-10-15

Package metadata

First published
2011-01-04
Total releases
32 / 15 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 4.0.0
Bundled data
11 KB / 1 file
Download size
1.0 MB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("Sim.DiffProc")
Guidoum, A. C., & Boukhetala, K. (2025). Sim.DiffProc: Simulation of Diffusion Processes (Version 5.0) [Computer software]. https://doi.org/10.32614/CRAN.package.Sim.DiffProc

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for Sim.DiffProc version 5.0 [Data set]. HJJB, LLC. Data release v2026-08-17. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy