Sim.DiffProc

Package: Sim.DiffProc
Type: Package
Title: Simulation of Diffusion Processes
Version: 3.2
Date: 2016-02-09
Author: Arsalane Chouaib Guidoum, Kamal Boukhetala
Maintainer: Arsalane Chouaib Guidoum <acguidoum@usthb.dz>
Encoding: UTF-8
Depends: R (>= 2.15.1)
Imports: scatterplot3d, rgl
Description: Provides the functions for simulation and modeling of stochastic differential equations (SDE's) the type Ito and Stratonovich. This package contains many objects, the numerical methods to find the solutions to SDE's (1, 2 and 3-dim), with a possibility for simulates a flows trajectories,with good accuracy. Many theoretical problems on the SDE's have become the object of practical research, as statistical analysis and simulation of solution of SDE's, enabled many searchers in different domains to use these equations to modeling and to analyse practical problems, in financial and actuarial modeling and other areas of application, for example modelling and simulate of dispersion in shallow water using the attractive center (Boukhetala K, 1996). We hope that the package presented here and the updated survey on the subject might be of help for practitioners, postgraduate and PhD students, and researchers in the field who might want to implement new methods.
License: GPL (>= 3) | file LICENCE
Classification/MSC: 37H10, 37M10, 60H05, 60H10, 60H35, 60J60, 68N15
NeedsCompilation: yes
Packaged: 2016-02-09 01:53:19 UTC; A.C
Repository: CRAN
Date/Publication: 2016-02-09 09:46:41

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'Sim.DiffProc' ...
** package 'Sim.DiffProc' successfully unpacked and MD5 sums checked
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c Sim.DiffProc.c -o Sim.DiffProc.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c init.c -o init.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o Sim.DiffProc.so Sim.DiffProc.o init.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/Sim.DiffProc/libs
** R
** data
** demo
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'Sim.DiffProc'
    finding HTML links ... done
    ABM                                     html  
Rd warning: /tmp/Rtmp92t5F0/R.INSTALL2db4987283c/Sim.DiffProc/man/ABM.Rd:79: missing file link 'BBridge'
Rd warning: /tmp/Rtmp92t5F0/R.INSTALL2db4987283c/Sim.DiffProc/man/ABM.Rd:79: missing file link 'GBM'
    HWV                                     html  
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    Sim.DiffProc-package                    html  
    bconfint                                html  
    bridgesde1d                             html  
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    fitsde                                  html  
    fptsde1d                                html  
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    plot2d                                  html  
    rsde1d                                  html  
    rsde2d                                  html  
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    snssde1d                                html  
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    st.int                                  html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (Sim.DiffProc)
Making 'packages.html' ... done