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 |