mara
June 20, 2018, 10:49am
2
You've linked to the journal itself, I believe (which I think is paywalled anyhow), but there is at least one R package, Sim.DiffProc , for simulating diffusion processes in R.
It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of stochastic differential systems in both forms Ito and Stratonovich. Statistical analysis with parallel Monte Carlo and moment equations methods...
There's also a paper introducing the package you can find here:https://www.researchgate.net/profile/Arsalane_Chouaib_Guidoum/publication/254419180_SimDiffProc_A_Package_for_Simulation_of_Diffusion_Processes_in_R/links/543a979f0cf2d6698be2ee60/SimDiffProc-A-Package-for-Simulation-of-Diffusion-Processes-in-R.pdf
n.b. RStudio is just the IDE for running R, the language, for disambiguation see the FAQ below
Aside: goals for this thread I'm hoping this will help people disambiguate R from RStudio, and also help with getting questions in the right category. This is a bit of a mashup of the times I've tried to explain this in individual threads, so please feel free to add to this topic for further clarification/point out corrections, etc.#rstudio-ide category or using the rstudio tag, it's helpful to ask yourself:
Does this work in the regular R GUI, but not when you're in RStudio?
If you're using RStudio , you're using R — RStudio is just an IDE (Integrated Development Environment) in which you are using the R language. (On of my favourite fi…
1 Like
