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A B C D F G H I K L M O P Q R S T V
| Sim.DiffProc-package | Simulation of Diffusion Processes |
| ABM | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| ABM.default | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| AIC.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| BB | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| BB.default | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| bconfint | Kurtosis, Skewness, Moment and Confidence Bands |
| bconfint.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| bconfint.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| bconfint.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| bconfint.default | Kurtosis, Skewness, Moment and Confidence Bands |
| bconfint.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| bconfint.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| bconfint.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| bconfint.st.int | Stochastic Integrals |
| BIC.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| BM | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| BM.default | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| bridgesde1d.default | Simulation of 1-Dim Diffusion Bridge |
| bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| bridgesde2d.default | Simulation of 2-Dim Diffusion Bridge |
| bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| bridgesde3d.default | Simulation of 3-Dim Diffusion Bridge |
| coef.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| confint.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| dfptsde1d | Density and random generation for first passage time in 1-Dim SDE |
| dfptsde1d.default | Density and random generation for first passage time in 1-Dim SDE |
| dfptsde2d | Density and random generation for first passage time in 2-Dim SDE's |
| dfptsde2d.default | Density and random generation for first passage time in 2-Dim SDE's |
| dfptsde3d | Density and random generation for first passage time in 3-Dim SDE's |
| dfptsde3d.default | Density and random generation for first passage time in 3-Dim SDE's |
| dsde1d | Density and random generation for conditional law of 1-Dim SDE |
| dsde1d.default | Density and random generation for conditional law of 1-Dim SDE |
| dsde2d | Density and random generation for conditional law of 2-Dim SDE's |
| dsde2d.default | Density and random generation for conditional law of 2-Dim SDE's |
| dsde3d | Density and random generation for conditional law of 3-Dim SDE's |
| dsde3d.default | Density and random generation for conditional law of 3-Dim SDE's |
| fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| fitsde.default | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| GBM | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| GBM.default | Brownian motion, Brownian bridge, geometric Brownian motion, and arithmetic Brownian motion simulators |
| HWV | Hull-White/Vasicek, Ornstein-Uhlenbeck process |
| HWV.default | Hull-White/Vasicek, Ornstein-Uhlenbeck process |
| Irates | Monthly Interest Rates |
| kurtosis | Kurtosis, Skewness, Moment and Confidence Bands |
| kurtosis.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| kurtosis.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| kurtosis.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| kurtosis.default | Kurtosis, Skewness, Moment and Confidence Bands |
| kurtosis.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| kurtosis.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| kurtosis.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| kurtosis.st.int | Stochastic Integrals |
| lines.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| lines.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| lines.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| lines.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| lines.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| lines.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| lines.st.int | Stochastic Integrals |
| lines2d | Plotting for Class SDE |
| lines2d.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| lines2d.default | Plotting for Class SDE |
| lines2d.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| logLik.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| mean.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| mean.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| mean.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| mean.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| mean.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| mean.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| mean.st.int | Stochastic Integrals |
| median.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| median.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| median.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| median.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| median.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| median.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| median.st.int | Stochastic Integrals |
| moment | Kurtosis, Skewness, Moment and Confidence Bands |
| moment.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| moment.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| moment.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| moment.default | Kurtosis, Skewness, Moment and Confidence Bands |
| moment.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| moment.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| moment.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| moment.st.int | Stochastic Integrals |
| OU | Hull-White/Vasicek, Ornstein-Uhlenbeck process |
| OU.default | Hull-White/Vasicek, Ornstein-Uhlenbeck process |
| plot.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| plot.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| plot.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| plot.dfptsde1d | Density and random generation for first passage time in 1-Dim SDE |
| plot.dfptsde2d | Density and random generation for first passage time in 2-Dim SDE's |
| plot.dfptsde3d | Density and random generation for first passage time in 3-Dim SDE's |
| plot.dsde1d | Density and random generation for conditional law of 1-Dim SDE |
| plot.dsde2d | Density and random generation for conditional law of 2-Dim SDE's |
| plot.dsde3d | Density and random generation for conditional law of 3-Dim SDE's |
| plot.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| plot.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| plot.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| plot.st.int | Stochastic Integrals |
| plot2d | Plotting for Class SDE |
| plot2d.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| plot2d.default | Plotting for Class SDE |
| plot2d.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| plot3D | Plotting for Class SDE |
| plot3D.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| plot3D.default | Plotting for Class SDE |
| plot3D.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| points.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| points.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| points.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| points.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| points.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| points.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| points.st.int | Stochastic Integrals |
| points2d | Plotting for Class SDE |
| points2d.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| points2d.default | Plotting for Class SDE |
| points2d.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| print.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| print.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| print.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| print.dfptsde1d | Density and random generation for first passage time in 1-Dim SDE |
| print.dfptsde2d | Density and random generation for first passage time in 2-Dim SDE's |
| print.dfptsde3d | Density and random generation for first passage time in 3-Dim SDE's |
| print.dsde1d | Density and random generation for conditional law of 1-Dim SDE |
| print.dsde2d | Density and random generation for conditional law of 2-Dim SDE's |
| print.dsde3d | Density and random generation for conditional law of 3-Dim SDE's |
| print.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| print.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| print.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| print.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| print.st.int | Stochastic Integrals |
| quantile.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| quantile.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| quantile.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| quantile.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| quantile.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| quantile.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| quantile.st.int | Stochastic Integrals |
| rfptsde1d | Density and random generation for first passage time in 1-Dim SDE |
| rfptsde1d.default | Density and random generation for first passage time in 1-Dim SDE |
| rfptsde2d | Density and random generation for first passage time in 2-Dim SDE's |
| rfptsde2d.default | Density and random generation for first passage time in 2-Dim SDE's |
| rfptsde3d | Density and random generation for first passage time in 3-Dim SDE's |
| rfptsde3d.default | Density and random generation for first passage time in 3-Dim SDE's |
| rsde1d | Density and random generation for conditional law of 1-Dim SDE |
| rsde1d.default | Density and random generation for conditional law of 1-Dim SDE |
| rsde2d | Density and random generation for conditional law of 2-Dim SDE's |
| rsde2d.default | Density and random generation for conditional law of 2-Dim SDE's |
| rsde3d | Density and random generation for conditional law of 3-Dim SDE's |
| rsde3d.default | Density and random generation for conditional law of 3-Dim SDE's |
| Sim.DiffProc | Simulation of Diffusion Processes |
| skewness | Kurtosis, Skewness, Moment and Confidence Bands |
| skewness.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| skewness.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| skewness.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| skewness.default | Kurtosis, Skewness, Moment and Confidence Bands |
| skewness.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| skewness.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| skewness.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| skewness.st.int | Stochastic Integrals |
| snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| snssde1d.default | Simulation of 1-Dim Stochastic Differential Equation |
| snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| snssde2d.default | Simulation of 2-Dim Stochastic Differential Equation |
| snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| snssde3d.default | Simulation of 3-Dim Stochastic Differential Equation |
| st.int | Stochastic Integrals |
| st.int.default | Stochastic Integrals |
| summary.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |
| summary.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| summary.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| summary.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| summary.st.int | Stochastic Integrals |
| time.bridgesde1d | Simulation of 1-Dim Diffusion Bridge |
| time.bridgesde2d | Simulation of 2-Dim Diffusion Bridge |
| time.bridgesde3d | Simulation of 3-Dim Diffusion Bridge |
| time.snssde1d | Simulation of 1-Dim Stochastic Differential Equation |
| time.snssde2d | Simulation of 2-Dim Stochastic Differential Equation |
| time.snssde3d | Simulation of 3-Dim Stochastic Differential Equation |
| time.st.int | Stochastic Integrals |
| vcov.fitsde | Maximum Pseudo-Likelihood Estimation of 1-Dim SDE |