Skip to content

Sim.DiffProc

Simulation of Diffusion Processes

v5.0 · Dec 13, 2025 · GPL (>= 2)

Description

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.

Downloads

682

Last 30 days

5474th

2K

Last 90 days

10.4K

Last year

Trend: -6.7% (30d vs prior 30d)

CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (4)

imports

suggests

Dependency Network

Dependencies Reverse dependencies Deriv MASS baRulho simlandr ohun warbleR Sim.DiffProc

Version History

new 5.0 Mar 10, 2026
updated 5.0 ← 4.9 diff Dec 12, 2025
updated 4.9 ← 4.8 diff Mar 5, 2024
updated 4.8 ← 4.7 diff Nov 7, 2020
updated 4.7 ← 4.6 diff Sep 21, 2020
updated 4.6 ← 4.5 diff May 3, 2020
updated 4.5 ← 4.4 diff Mar 28, 2020
updated 4.4 ← 4.3 diff May 26, 2019
updated 4.3 ← 4.2 diff Nov 27, 2018
updated 4.2 ← 4.1 diff Oct 17, 2018
updated 4.1 ← 4.0 diff Sep 10, 2018
updated 4.0 ← 3.8 diff Nov 27, 2017
updated 3.8 ← 3.7 diff Sep 15, 2017
updated 3.7 ← 3.6 diff Mar 24, 2017
updated 3.6 ← 3.5 diff Nov 12, 2016
updated 3.5 ← 3.4 diff Nov 10, 2016
updated 3.4 ← 3.3 diff Oct 7, 2016
updated 3.3 ← 3.2 diff Sep 21, 2016
updated 3.2 ← 3.1 diff Feb 8, 2016
updated 3.1 ← 3.0 diff Dec 30, 2015