yuima: The YUIMA Project Package for SDEs

Simulation and Inference for SDEs and Other Stochastic Processes.

Version: 1.9.6
Depends: R (≥ 2.10.0), methods, zoo, stats4, utils, expm, cubature, mvtnorm
Imports: Rcpp (≥ 0.12.1), boot (≥ 1.3-2), glassoFast
LinkingTo: Rcpp, RcppArmadillo
Published: 2020-02-05
Author: YUIMA Project Team
yuima author details
Maintainer: Stefano M. Iacus <stefano.iacus at unimi.it>
License: GPL-2
Copyright: see file COPYRIGHTS
URL: http://www.yuima-project.com
NeedsCompilation: yes
Citation: yuima citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: yuima results

Downloads:

Reference manual: yuima.pdf
Package source: yuima_1.9.6.tar.gz
Windows binaries: r-devel: yuima_1.9.6.zip, r-release: yuima_1.9.6.zip, r-oldrel: yuima_1.9.6.zip
macOS binaries: r-release: yuima_1.9.6.tgz, r-oldrel: yuima_1.9.6.tgz
Old sources: yuima archive

Reverse dependencies:

Reverse imports: pcmabc, valuer, yuimaGUI

Linking:

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