Sim.DiffProc News

CHANGES IN Sim.DiffProc VERSION 5.0

• Release date: 2025-12-14.

• Minor bug fixes: R (>= 4.0.0).

CHANGES IN Sim.DiffProc VERSION 4.9

• Release date: 2024-03-06.

• Minor bug fixes: R (>= 4.0.0).

CHANGES IN Sim.DiffProc VERSION 4.8

• Release date: 2020-11-08.

• Minor bug fixes: R (>= 3.6.0).

CHANGES IN Sim.DiffProc VERSION 4.7

• Release date: 2020-09-22.

• Minor bug fixes: R (>= 3.6.0).

CHANGES IN Sim.DiffProc VERSION 4.6

• Release date: 2020-05-05.

• Add a new argument "corr" for MEM.sde(), snssdekd() and bridgesdekd() functions, where k=2,3. That is to say; the correlation structure of Wiener processes is represented by the correlation matrix.

• Manual update.

CHANGES IN Sim.DiffProc VERSION 4.5

• Release date: 2020-03-29.

• Minor bug fixes: R (>= 3.5.0).

CHANGES IN Sim.DiffProc VERSION 4.4

• Release date: 2019-05-27.

• Minor bug fixes: R (>= 3.5.0).

CHANGES IN Sim.DiffProc VERSION 4.3

• Release date: 2018-11-28.

• Manual update.

• Minor bug fixes: R (>= 3.5.0).

CHANGES IN Sim.DiffProc VERSION 4.2

• Release date: 2018-10-17.

• Manual update.

• Minor bug fixes: R (>= 3.5.0).

CHANGES IN Sim.DiffProc VERSION 4.1

• Release date: 2018-09-10.

• Addition a new function TEX.sde(): converting Sim.DiffProc objects to LaTeX.

• Many help-file improvements.

• Manual update.

CHANGES IN Sim.DiffProc VERSION 4.0

• Release date: 2017-11-28.

• Manual update.

• Minor bug fixes: R (>= 3.4.0).

CHANGES IN Sim.DiffProc VERSION 3.8

• Release date: 2017-09-16.

• Addition a new function MCM.sde(): Parallel Monte-Carlo of a statistic applied to SDE's.

• Addition a new function MEM.sde(): Moment equations Methods for SDE's.

• Modified functions: fptsde1d(), fptsde2d() and fptsde3d(), for simulation and approximation the density of first-passage-time.

• Modified summary() function for bridgesde1d(), bridgesde2d() and bridgesde3d() classes.

• Many help-file improvements.

• Manual update.

• Minor bug fixes: R (>= 3.4.0).

CHANGES IN Sim.DiffProc VERSION 3.7

• Release date: 2017-03-25.

• Addition a new argument in dsde3d(), for approximation transition density in 3-dim.

• Minor bug fixes: R (>= 3.3.3).

CHANGES IN Sim.DiffProc VERSION 3.6

• Release date: 2016-11-13.

• Minor bug fixes: R (>= 3.3.3).

CHANGES IN Sim.DiffProc VERSION 3.5

• Release date: 2016-11-10.

• Addition a new functions dsdekd(), where k=1,2 and 3-dim, for approximation the transition density.

• Addition a new functions dfptsdekd(), where k=1,2 and 3-dim, for approximation the density of first-passage-time.

• Addition a new functions fptsdekd(), where k=1,2 and 3-dim, for random generation of first-passage-time.

• Other minor bug fixes: R (>= 3.3.1).

CHANGES IN Sim.DiffProc VERSION 3.4

• Release date: 2016-10-08.

• Modified functions rsdekd(), where k=1,2 and 3-dim.

• Modified functions fptsdekd(), where k=1,2 and 3-dim.

• Other minor bug fixes: R (>= 3.3.1).

CHANGES IN Sim.DiffProc VERSION 3.3

• Release date: 2016-09-21.

• Modified summary() function for snssdekd(), where k=1,2 and 3-dim classes.

• Fixed some bugs in "Sim.DiffProc.c"

• Other minor bug fixes: R (>= 3.3.0).

CHANGES IN Sim.DiffProc VERSION 3.2

• Release date: 2016-02-09.

• Other minor bug fixes: R (>= 3.2.3).

CHANGES IN Sim.DiffProc VERSION 3.1

• Release date: 2015-12-31.

• Other minor bug fixes: R (>= 3.2.3).

CHANGES IN Sim.DiffProc VERSION 3.0

• Release date: 2015-10-30.

• Other minor bug fixes: R (>= 3.2.1).

CHANGES IN Sim.DiffProc VERSION 2.9

• Release date: 2014-09-10.

• Addition a new argument in bridgesdekd() class, where k=1,2 and 3-dim, possibility of simulating flow paths.

• Other minor bug fixes: R (>= 3.0.0).

CHANGES IN Sim.DiffProc VERSION 2.8

• Release date: 2014-08-18.

• Numerical methods are reprogrammed with C language 'Quick execution time'.

• Addition a new argument in snssde2d() and snssde3d(), possibility of simulating flow paths.

• Addition a new argument in fptsdekd(), where k=1,2 and 3-dim, first-passage-time with time-dependent boundary.

• Possibility of displays for fptsde2d(), fptsde3d(), rsde2d() and rsde3d() functions.

• Many help-file improvements.

• Manual update.

• Other minor bug fixes: R (>= 3.0.0).

CHANGES IN Sim.DiffProc VERSION 2.7

• Release date: 2014-07-13.

• Other minor bug fixes: R (>= 3.0.0).

CHANGES IN Sim.DiffProc VERSION 2.6

• Release date: 2014-05-04.

• Addition a new type of SDE "Stratonovich" in snssdekd(), where k=1,2 and 3-dim functions.

• Addition a new numerice methods "Runge-Kutta Order 1 and 2" add in snssdekd(), where k=1,2 and 3-dim functions.

• Addition a new function st.int().

• Addition a new function fitsde().

• Addition a new function fptsdekd(), where k=1,2 and 3-dim.

• Addition a new function rsdekd(), where k=1,2 and 3-dim.

• Manual update.

• Many help-file improvements.

• Other minor bug fixes: R (>= 2.15.1).

CHANGES IN Sim.DiffProc VERSION 2.5

• Release date: 2012-06-09.

• Other minor bug fixes: R (>= 2.15.1).

CHANGES IN Sim.DiffProc VERSION 2.2

• Release date: 2012-02-13.

• Rename the default in "read.xlsx", createSheet and removeSheet to sheetName="Sheet1" from "Sheet 1". This makes it consistent with Excel 2007 and 2010 names of an empty workbook.

CHANGES IN Sim.DiffProc VERSION 2.1

• Release date: 2011-11-18.

• A new function Appdcon() approximated the evolution conditional law of diffusion process by Euler method, Kessler s'methods and Shoji-Ozaki methods.

CHANGES IN Sim.DiffProc VERSION 2.0

• Release date: 2011-02-13.

• Other minor bug fixes: R (>= 2.15.1).

CHANGES IN Sim.DiffProc VERSION 1.0

• Release date: 2011-01-04.

• Version 1.0 released.