Nakahiro Yoshida: 1 book
Simulation and Inference for Stochastic Processes with YUIMA
A Comprehensive R Framework for SDEs and Other Stochastic Processes
Language: English
Release Date: June 1, 2018
The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes. The package performs...
