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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

siacus

sde:Simulation and Inference for Stochastic Differential Equations

Companion package to the book Simulation and Inference for Stochastic Differential Equations With R Examples, ISBN 978-0-387-75838-1, Springer, NY. *

Maintained by Stefano Maria Iacus. Last updated 2 years ago.

7.08 score 178 scripts 15 dependents

avios97

DIMORA:Diffusion Models R Analysis

The implemented methods are: Standard Bass model, Generalized Bass model (with rectangular shock, exponential shock, and mixed shock. You can choose to add from 1 to 3 shocks), Guseo-Guidolin model and Variable Potential Market model, and UCRCD model. The Bass model consists of a simple differential equation that describes the process of how new products get adopted in a population, the Generalized Bass model is a generalization of the Bass model in which there is a "carrier" function x(t) that allows to change the speed of time sliding. In some real processes the reachable potential of the resource available in a temporal instant may appear to be not constant over time, because of this we use Variable Potential Market model, in which the Guseo-Guidolin has a particular specification for the market function. The UCRCD model (Unbalanced Competition and Regime Change Diachronic) is a diffusion model used to capture the dynamics of the competitive or collaborative transition.

Maintained by Savio Andrea. Last updated 1 years ago.

1 stars 1.66 score 46 scripts

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