Skip to content

sde

Simulation and Inference for Stochastic Differential Equations

v2.0.21 · Dec 22, 2025 · GPL (>= 2)

Description

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).

Downloads

4.6K

Last 30 days

1832nd

15K

Last 90 days

55.5K

Last year

Trend: -14% (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 (8)

depends

suggests

Dependency Network

Dependencies Reverse dependencies MASS stats4 fda zoo ftsa mixedsde DrBats FTSgof nsROC wwntests yuimaGUI bssm sde

Version History

new 2.0.21 Mar 10, 2026
updated 2.0.20 ← 2.0.18 diff Dec 21, 2025
updated 2.0.21 ← 2.0.20 diff Dec 21, 2025
updated 2.0.18 ← 2.0.15 diff Aug 8, 2022
updated 2.0.15 ← 2.0.14 diff Apr 12, 2016
updated 2.0.14 ← 2.0.13 diff Aug 20, 2015
updated 2.0.13 ← 2.0.10 diff Aug 24, 2014
updated 2.0.10 ← 2.0.9 diff Aug 5, 2009
updated 2.0.9 ← 2.0.8 diff Jul 30, 2009
updated 2.0.8 ← 2.0.7 diff Jul 23, 2009
updated 2.0.7 ← 2.0.6 diff Jun 24, 2009
updated 2.0.6 ← 2.0.5 diff Jun 18, 2009
updated 2.0.5 ← 2.0.4 diff Apr 14, 2009
updated 2.0.4 ← 2.0.3 diff Feb 17, 2009
updated 2.0.3 ← 2.0.1 diff Nov 1, 2008
updated 2.0.1 ← 2.0.0 diff Jul 27, 2008
updated 2.0.0 ← 1.9.33 diff Nov 25, 2007
updated 1.9.33 ← 1.9.32 diff Oct 16, 2007
updated 1.9.32 ← 1.9.31 diff Sep 29, 2007
updated 1.9.31 ← 1.9.28 diff Sep 20, 2007