YUIMA

Description

The YUIMA Project is an open source academic project that develops a complete environment for estimating and simulating stochastic differential equations and other Stochastic Processes via the R package called yuima and its Graphical User Interface yuimaGUI.

Project pages

• The project webpage
• R-Forge webpage

Resources

• Help file
• Paper The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations. Journal of Statistical Software (2014), 57(4), 1-51, 10.18637/jss.v057.i04
• Book Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes (2018), Statistics and Computing, Probability and Statistics in Computer Science, Probability Theory, Springer Cham, 978-3-319-55569-0