The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations

The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations

The YUIMA Project is an open source and collaborative effort aimed at developing the R package yuima for simulation and inference of stochastic differential equations. In the yuima package stochastic differential equations can be of very abstract type, multidimensional, driven by Wiener process or f...

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Bibliographic Details
Main Authors: Alexandre Brouste, Masaaki Fukasawa, Hideitsu Hino, Stefano Iacus, Kengo Kamatani, Yuta Koike, Hiroki Masuda, Ryosuke Nomura, Teppei Ogihara, Yasutaka Shimuzu, Masayuki Uchida, Nakahiro Yoshida
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2014-04-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2131

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http://www.jstatsoft.org/index.php/jss/article/view/2131

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