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Yuima package

Yuima package

Name: Yuima package

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Language: English

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yuima: The YUIMA Project Package for SDEs. Simulation and Inference for SDEs and Other Stochastic Processes. Version: Depends: R (≥ ). 3 days ago Package 'yuima'. May 21, Type Package. Title The YUIMA Project Package for SDEs. Version Depends R(>= ), methods, zoo. 8 Mar the R package yuima for simulation and inference of stochastic differential the yuima package stochastic differential equations can be of very.

The yuimaGUI package provides a user-friendly interface for the yuima package, including additional tools related to Quantitative Finance. You can freely. Simulation and Inference for SDEs and Other Stochastic Processes. 12 Nov - 1 min - Uploaded by Emanuele Guidotti Approach Quantitative Finance through yuimaGUI: a user-friendly interface for the yuima R.

The “yuima” package: and R framework for simulation and inference of SDEs. Stefano M. Iacus (University of Milan & R Core Team) on behalf of Yuima Core. Package details. Author, YUIMA Project Team. Date of publication, UTC. Maintainer, Stefano M. Iacus. License. setYuima: Creates a "yuima" object by combining "model", "data", In yuima: The YUIMA Project Package for SDEs. Description Usage Arguments Details Value. Estimates the drift of a fractional Ornstein-Uhlenbeck and, if necessary, also the Hurst and diffusion parameters. The yuima package: an R framework for simulation and inference of stochastic differential equations. Stefano Maria Iacus. Department of Economics, Business.

The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential. The YUIMA Project is an open source and collaborative effort aimed at developing the R package yuima for simulation and inference of stochastic differential. R package named yuima for simulation and inference of stochastic In the yuima package stochastic differential equations can be of very abstract type. 23 May - 13 min Applied Finance with RFrom the inaugural conference in , the annual R/ Finance conference.

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