Sim.DiffProc-package(Sim.DiffProc)
Sim.DiffProc-package()所属R语言包:Sim.DiffProc
Simulation of Diffusion Processes.
扩散过程的模拟。
译者:生物统计家园网 机器人LoveR
描述----------Description----------
The package Sim.DiffProc is an object created in the R language for simulation and modeling of stochastic differential equations (SDEs), and statistical analysis of diffusion processes solution of SDEs. This package contains many objects (code/function), for example a numerical methods to find the solutions to SDEs (one, two and three dimensional), which simulates a flows trajectories, with good accuracy. Many theoretical problems on the SDEs have become the object of practical research, as statistical analysis and simulation of solution of SDEs, 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 modeling and simulate of dispersion in shallow water using the attractive center (Boukhetala K, 1996), and the stochastic calculus are applied to the random oscillators problem in physics. 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 and ideas using R as a statistical environment.
该的包Sim.DiffProc是在R语言进行仿真和建模的随机微分方程(SDES),和统计分析的扩散过程解决方案的SDES中创建的对象。此套件包含许多对象(代码/函数),例如数值方法找到解决方案SDES(一,二,三维),它模拟了一个流动的轨迹,具有良好的精度。的SDES已成为许多理论问题的实践研究对象,进行统计分析和模拟解决方案的SDES,使许多搜索者在不同的域使用这些方程建模和分析实际问题,在财务和精算建模和其他领域的应用程序,例如建模和模拟,分散在浅水中使用的吸引中心(Boukhetala K,1996年)和随机微积分应用于物理学中的随机振荡器问题。我们希望,该套餐赠送的主题的最新调查可能帮助医生,研究生和博士研究生,研究人员在该领域可能要实施新的方法和思路,使用R的统计环境。
Details
详细信息----------Details----------
(作者)----------Author(s)----------
Boukhetala Kamal <kboukhetala@usthb.dz>, Guidoum Arsalane <starsalane@gmail.com>.
Maintainer: Arsalane Guidoum <starsalane@gmail.com>
参考文献----------References----------
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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