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gamlss-dev
gamlss.dist:Distributions for Generalized Additive Models for Location Scale and Shape
A set of distributions which can be used for modelling the response variables in Generalized Additive Models for Location Scale and Shape, Rigby and Stasinopoulos (2005), <doi:10.1111/j.1467-9876.2005.00510.x>. The distributions can be continuous, discrete or mixed distributions. Extra distributions can be created, by transforming, any continuous distribution defined on the real line, to a distribution defined on ranges 0 to infinity or 0 to 1, by using a 'log' or a 'logit' transformation respectively.
Maintained by Mikis Stasinopoulos. Last updated 1 months ago.
4 stars 10.51 score 346 scripts 71 dependents
acguidoum
Sim.DiffProc:Simulation of Diffusion Processes
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.
Maintained by Arsalane Chouaib Guidoum. Last updated 1 years ago.
dynamic-systemmoment-equationsmonte-carlo-simulationparallel-computingstochastic-calculusstochastic-differential-equationtransition-density
13 stars 7.60 score 86 scripts 4 dependents