yuima: The YUIMA Project Package for SDEs

Simulation and Inference for SDEs and Other Stochastic Processes.

Version: 1.15.0
Depends: R (≥ 2.10.0), methods, zoo, stats4, utils, expm, cubature, mvtnorm
Imports: Rcpp (≥ 0.12.1), boot (≥ 1.3-2), glassoFast, wavethresh, coda, calculus (≥ 0.2.0)
LinkingTo: Rcpp, RcppArmadillo
Published: 2022-01-12
Author: YUIMA Project Team
yuima author details
Maintainer: Stefano M. Iacus <stefano.iacus at unimi.it>
License: GPL-2
Copyright: see file COPYRIGHTS
URL: https://yuimaproject.com
NeedsCompilation: yes
Citation: yuima citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: yuima results

Documentation:

Reference manual: yuima.pdf

Downloads:

Package source: yuima_1.15.0.tar.gz
Windows binaries: r-devel: yuima_1.15.0.zip, r-devel-UCRT: yuima_1.15.0.zip, r-release: yuima_1.15.0.zip, r-oldrel: yuima_1.15.0.zip
macOS binaries: r-release (arm64): yuima_1.15.0.tgz, r-release (x86_64): yuima_1.15.0.tgz, r-oldrel: yuima_1.15.0.tgz
Old sources: yuima archive

Reverse dependencies:

Reverse imports: pcmabc, yuimaGUI

Linking:

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