R Observatory: Metrics for StochSimR version 1.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

StochSimR

1.1.0

Stochastic Process Simulation Engine

0packages depend

756downloads / year

71.9%test coverage

13/13checks pass

Overview

About

Maintained by Ayush KunduFirst published 2026-06-011 releasesCRAN page ↗GitHub ↗

A modular simulation engine for a wide range of stochastic processes. Provides exact and approximate simulation methods for Poisson processes (homogeneous and inhomogeneous), Brownian motion (standard, drifted, and bridge), discrete- and continuous-time Markov chains, birth-death processes, the Yule pure-birth process, infinitesimal generator matrix utilities, Markovian queuing systems (M/M/1, M/M/c, M/M/c/K) with exact steady-state statistics, Levy processes (gamma, normal inverse Gaussian, variance-gamma, alpha-stable), Merton jump-diffusion models, Hawkes self-exciting processes, geometric Brownian motion, and Ornstein-Uhlenbeck mean-reverting diffusions. Includes variance reduction techniques (antithetic variates, control variates, importance sampling, stratified sampling), parallel simulation via the 'future' framework, rare-event simulation (cross-entropy and multilevel splitting), path visualisation, and summary statistics. Methods are based on Glasserman (2003) doi:10.1007/978-0-387-21617-1, Asmussen & Glynn (2007) doi:10.1007/978-0-387-69033-9, Norris (1997) doi:10.1017/CBO9780511810633, and Kleinrock (1975, ISBN:0471491101).

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("StochSimR", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("Ayush291202/StochSimR")

Development version from Ayush291202/StochSimR. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-stochsimr

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-StochSimR

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-StochSimR

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 3.9 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.19

71.9%

Coverage · measured lines

100%

Documentation · exports

6

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
OK2026-06-02
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 121 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 97%
Documented parameters: 100%
Return-value docs: 100%
References docs: 47%

Downloads

756

CRAN downloads in the past year

Rank #13,625 · ~2/day · ~63/mo

Releases R versions

Daily download trend is not available in this view yet.

15730 days

75690 days

7561 year

Compare downloads with other packages →

Also on16 r2u

Repository

GitHub ↗ ayush291202/stochsimr

0Stars

0Forks

0Open issues

0Open PRs

0Releases

Last activity 2026-04-01

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/ayush291202/stochsimr on 2026-08-09.

CRAN release process (1)

cran-comments.md

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (6)

ggplot2 rlangstatsparallelfuture future.apply

LinkingTo (0)

none

Suggests (3)

testthat knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Ayush Kundu

Author, Maintainer

Authors (1)

Ayush Kundu

Author, Maintainer

Package Timeline

1 release. R releases are shown for context.

1.1.0Latest
2026-06-01 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-06-01
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("StochSimR")

Format

Kundu, A. (2026). StochSimR: Stochastic Process Simulation Engine (Version 1.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.StochSimR

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.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for StochSimR version 1.1.0 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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