R Observatory: Metrics for sde version 2.0.21

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

sde

2.0.21Package record

Simulation and Inference for Stochastic Differential Equations

7packages dependsuggested by 2

58.6Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Stefano Maria IacusCRAN page ↗

Description: Provides functions for simulation and inference for stochastic differential equations (SDEs). It accompanies the book "Simulation and Inference for Stochastic Differential Equations: With R Examples" (Iacus, 2008, Springer; ISBN: 978-0-387-75838-1).

Install

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

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

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

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-sde

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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-sde

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-sde

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 3.4 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 2.0.21

READMENoVignettesYes · 1 · staticNEWSYes · 33% structuredCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 28
Examples that run: 74%17 run in a plain check · 6 never run
Exported functions with examples: 81%
Documented parameters: 90%
Return-value docs: 100%
Help pages citing references: 86%

Vignettes (1)

Errata corrige to 1st edition of the companion book PDF

How these are measured

Downloads

58.6K

CRAN downloads in the past year

Rank #1,683 · ~160/day · ~4.9K/mo

Releases R versions

Daily download trend is not available in this view yet.

4.9K30 days

12.9K90 days

58.6K1 year

Compare downloads with other packages →

Also on586 r2u5 autocran147 c2d4u

How downloads are counted

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Installing sde adds 38 packages (24 with compiled code, 33 MB of source tarballs). Heaviest: ggplot2 6.0 MB, fds 3.7 MB, mclust 2.7 MB.

Depends (4)

MASSstats4fda zoo

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

7direct

8indirect

Depends 2 · Imports 5

Suggested by 2

Depends, Imports or LinkingTo, most downloaded first

ftsa DrBats yuimaGUI mixedsde nsROC wwntests FTSgof

Suggests, most downloaded first

bssm rtForecastEval

How these are counted

Code & Tests

Datasets

People & History

People (1)

Stefano Maria Iacus

Author, Maintainer since 1.0 (2006)

Listed in earlier versions (1)

Iacus

no longer listed · 2.0.20 to 2.0.21

Releases (40)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
2.0.21Latest
record
2025-12-22 · current release · diff ↗
2.0.20
record
2025-12-22 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
2.0.18
record
2022-08-09 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
2.0.15
record
2016-04-13 · diff ↗
2.0.14
record
2015-08-21 · diff ↗

Show 51 earlier eventsHide 51 earlier events

R
R 3.2.0 released · 2015-04-16
2.0.13
record
2014-08-25 · diff ↗
R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03
R
R 2.15.0 released · 2012-03-30
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
R
R 2.12.0 released · 2010-10-15
R
R 2.11.0 released · 2010-04-22
R
R 2.10.0 released · 2009-10-26
2.0.10
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2009-08-06 · diff ↗
2.0.9
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2009-07-31 · diff ↗
2.0.8
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2009-07-24 · diff ↗
2.0.7
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2009-06-25 · diff ↗
2.0.6
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2009-06-19 · diff ↗
R
R 2.9.0 released · 2009-04-17
2.0.5
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2009-04-15 · diff ↗
2.0.4
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2009-02-18 · diff ↗
2.0.3
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2008-11-02 · diff ↗ ·
added 2 exports
MOdist, sdeDiv
R
R 2.8.0 released · 2008-10-20
2.0.1
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2008-07-28 · diff ↗
R
R 2.7.0 released · 2008-04-22
2.0.0
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2007-11-26 · diff ↗
1.9.33
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2007-10-17 · diff ↗
R
R 2.6.0 released · 2007-10-03
1.9.32
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2007-09-30 · diff ↗
1.9.31
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2007-09-21 · diff ↗
1.9.28
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2007-09-10 · diff ↗
1.9.27
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2007-09-07 · diff ↗
1.9.26
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2007-09-07 · diff ↗
1.9.24
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2007-07-29 · diff ↗
1.9.23
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2007-07-28 · diff ↗ ·
added 1 export
sdeAIC
1.9.21
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2007-07-20 · diff ↗
1.9.20
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2007-07-19 · diff ↗ ·
added 1 export
cpoint
1.9.18
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2007-07-18 · diff ↗ ·
added 3 exports
ksdrift, ksdiff, ksdens
1.9.16
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2007-07-07 · diff ↗ ·
added 1 export
DBridge
1.9.14
record
2007-05-29 · diff ↗ ·
added 1 export
gmm
1.9.13
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2007-05-20 · diff ↗
1.9.12
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2007-05-18 · diff ↗ ·
added 2 exports
dcSim, SIMloglik
1.9.11
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2007-05-18 · diff ↗ ·
added 2 exports
dcSim, SIMloglik
1.9.9
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2007-05-16 · diff ↗ ·
removed 2 exports
dcSim, SIMloglik
1.9.8
record
2007-05-15 · diff ↗ ·
added 5 exports
HPloglik, EULERloglik, simple.ef, simple.ef2, linear.mart.ef
R
R 2.5.0 released · 2007-04-24
1.9.5
record
2006-12-10 · diff ↗
1.9.4
record
2006-11-14 · diff ↗
1.8
record
2006-10-03 · diff ↗ ·
removed 5 exports
sde.sim.ea, rsBS, dsBS, psBS, qsBS

added 8 exports
dcEuler, dcElerian, dcKessler, dcOzaki, dcShoji, BM, GBM, BBridge
R
R 2.4.0 released · 2006-10-03
1.4
record
2006-09-29 · diff ↗ ·
added 24 exports
rcOU, dcOU, pcOU, qcOU, rsOU, dsOU, psOU, qsOU, rcBS, dcBS, pcBS, qcBS, rsBS, dsBS, psBS, qsBS, rcCIR, dcCIR, pcCIR, qcCIR, rsCIR, dsCIR, psCIR, qsCIR
1.1
record
2006-07-27 · diff ↗
1.0
record
2006-07-19
R
R 2.3.0 released · 2006-04-24

Package metadata

First published: 2006-07-19
Total releases: 40 / 20 yrs
License: GPL (>= 2) OSI
Bundled data: 29 KB / 2 files
Download size: 283 KB

Appears in task views

Differential Equations Empirical Finance Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("sde")

Format

Iacus, S. M. (2025). sde: Simulation and Inference for Stochastic Differential Equations (Version 2.0.21) [Computer software]. https://doi.org/10.32614/CRAN.package.sde

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 sde version 2.0.21 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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