Sim.DiffProc-package    Simulation of Diffusion Processes.
BMN                     Creating Brownian Motion Model (by the Normal
                        Distribution)
BMRW                    Creating Brownian Motion Model (by a Random
                        Walk)
BMNF                    Creating Flow of Brownian Motion (by the Normal
                        Distribution)
BMRWF                   Creating Flow of Brownian Motion (by a Random
                        Walk)
BMN2D                   Simulation Two-Dimensional Brownian Motion (by the Normal
                        Distribution)
BMRW2D                  Simulation Two-Dimensional Brownian Motion (by a Random
                        Walk)
BMN3D                   Simulation Three-Dimensional Brownian Motion (by the Normal
                        Distribution)
BMRW3D                  Simulation Three-Dimensional Brownian Motion (by a Random
                        Walk)						
ABM                     Creating Arithmetic Brownian Motion Model
ABMF                    Creating Flow of The Arithmetic Brownian Motion
                        Model
GBM                     Creating Geometric Brownian Motion (GBM) Models
GBMF                    Creating Flow of Geometric Brownian Motion
                        Models
BB                      Creating Brownian Bridge Model
BBF                     Creating Flow of Brownian Bridge Model
BMP                     Brownian Motion Property (trajectories brownian
                        between function (+/-)2*sqrt(C*t))
BMIrt                   Brownian Motion Property (Invariance by
                        reversal of time)
BMcov                   Empirical Covariance for Brownian Motion
BMinf                   Brownian Motion Property
BMscal                  Brownian Motion Property (Invariance by
                        scaling)
WNG                     Creating White Noise Gaussian						
SRW                     Creating Random Walk
Stgamma                 Creating Stochastic Process The Gamma
                        Distribution
Stst                    Creating Stochastic Process The Student
                        Distribution
Telegproc               Realization a Telegraphic Process
Asys                    Evolution a Telegraphic Process in Time						
BMIto1                  Properties of the stochastic integral and Ito
                        Process [1]
BMIto2                  Properties of the stochastic integral and Ito
                        Process [2]
BMItoC                  Properties of the stochastic integral and Ito
                        Process [3]
BMItoP                  Properties of the stochastic integral and Ito
                        Process [4]
BMItoT                  Properties of the stochastic integral and Ito
                        Process [5]
BMStra                  Stratonovitch Integral [1]
BMStraC                 Stratonovitch Integral [2]
BMStraP                 Stratonovitch Integral [3]
BMStraT                 Stratonovitch Integral [4]
Besselp                 Creating Bessel process (by Milstein Scheme)
CEV                     Creating Constant Elasticity of Variance (CEV)
                        Models (by Milstein Scheme)
CIR                     Creating Cox-Ingersoll-Ross (CIR) Square Root
                        Diffusion Models (by Milstein Scheme)
CIRhy                   Creating The modified CIR and hyperbolic
                        Process (by Milstein Scheme)
CKLS                    Creating The Chan-Karolyi-Longstaff-Sanders
                        (CKLS) family of models (by Milstein Scheme)
DWP                     Creating Double-Well Potential Model (by
                        Milstein Scheme)
OU                      Creating Ornstein-Uhlenbeck Process
OUF                     Creating Flow of Ornstein-Uhlenbeck Process						
HWV                     Creating Hull-White/Vasicek (HWV) Gaussian
                        Diffusion Models
HWVF                    Creating Flow of Hull-White/Vasicek (HWV)
                        Gaussian Diffusion Models
ROU                     Creating Radial Ornstein-Uhlenbeck Process (by
                        Milstein Scheme)
Hyproc                  Creating The Hyperbolic Process (by Milstein
                        Scheme)
Hyprocg                 Creating The General Hyperbolic Diffusion (by
                        Milstein Scheme)
INFSR                   Creating Ahn and Gao model or Inverse of Feller
                        Square Root Models (by Milstein Scheme)
JDP                     Creating The Jacobi Diffusion Process (by
                        Milstein Scheme)
PDP                     Creating Pearson Diffusions Process (by
                        Milstein Scheme)
MartExp                 Creating The Exponential Martingales Process
PEABM                   Parametric Estimation of Arithmetic Brownian
                        Motion(Exact likelihood inference)
PEBS                    Parametric Estimation of Model Black-Scholes
                        (Exact likelihood inference)
PEOU                    Parametric Estimation of Ornstein-Uhlenbeck
                        Model (Exact likelihood inference)
PEOUG                   Parametric Estimation of Hull-White/Vasicek
                        (HWV) Gaussian Diffusion Models(Exact
                        likelihood inference)
PEOUexp                 Parametric Estimation of Ornstein-Uhlenbeck
                        Model (Explicit Estimators)
diffBridge              Creating Diffusion Bridge Models (by Euler
                        Scheme)						
PredCorr                Predictor-Corrector Method For One-Dimensional
                        SDE
PredCorr2D              Predictor-Corrector Method For Two-Dimensional
                        SDE
snssde                  Numerical Solution of One-Dimensional SDE
snssde2D                Numerical Solution of Two-Dimensional SDE
RadialP_1               Radial Process Model(S = 1,Sigma) Or Attractive
                        Model
RadialP_2               Radial Process Model(S >= 2,Sigma) Or
                        Attractive Model
RadialP2D_1PC           Two-Dimensional Attractive Model in Polar
                        Coordinates Model(S = 1,Sigma)
RadialP2D_2PC           Two-Dimensional Attractive Model in Polar
                        Coordinates Model(S >= 2,Sigma)
RadialP2D_1             Two-Dimensional Attractive Model Model(S =
                        1,Sigma)
RadialP2D_2             Two-Dimensional Attractive Model Model(S >=
                        2,Sigma)
RadialP3D_1             Three-Dimensional Attractive Model Model(S =
                        1,Sigma)
RadialP3D_2             Three-Dimensional Attractive Model Model(S >=
                        2,Sigma)
tho_M1                  Simulation The First Passage Time FPT For
                        Attractive Model(S = 1,Sigma)
tho_M2                  Simulation The First Passage Time FPT For
                        Attractive Model(S >= 2,Sigma)
TowDiffAtra2D           Two-Dimensional Attractive Model for
                        Two-Diffusion Processes V(1) and V(2)
TowDiffAtra3D           Three-Dimensional Attractive Model for
                        Two-Diffusion Processes V(1) and V(2)						
tho_02diff              Simulation The First Passage Time FPT For
                        Attractive Model for Two-Diffusion Processes
                        V(1) and V(2)						
AnaSimFPT               Simulation The First Passage Time FPT For A
                        Simulated Diffusion Process
AnaSimX                 Simulation M-Samples of Random Variable X(v[t])
                        For A Simulated Diffusion Process
fctrep_Meth             Calculating the Empirical Distribution of
                        Random Variable X						
Kern_meth               Kernel Density of Random Variable X
hist_meth               Histograms of Random Variable X
fctgeneral              Adjustment the Empirical Distribution of Random
                        Variable X
Kern_general            Adjustment the Density of Random Variable by
                        Kernel Methods
hist_general            Adjustment the Density of Random Variable X by
                        Histograms Methods
Ajdbeta                 Adjustment By Beta Distribution
Ajdchisq                Adjustment By Chi-Squared Distribution
Ajdexp                  Adjustment By Exponential Distribution
Ajdf                    Adjustment By F Distribution
Ajdgamma                Adjustment By Gamma Distribution
Ajdlognorm              Adjustment By Log Normal Distribution
Ajdnorm                 Adjustment By Normal Distribution
Ajdt                    Adjustment By Student t Distribution
Ajdweibull              Adjustment By Weibull Distribution
test_ks_dbeta           Kolmogorov-Smirnov Tests (Beta Distribution)
test_ks_dchisq          Kolmogorov-Smirnov Tests (Chi-Squared
                        Distribution)
test_ks_dexp            Kolmogorov-Smirnov Tests (Exponential
                        Distribution)
test_ks_df              Kolmogorov-Smirnov Tests (F Distribution)
test_ks_dgamma          Kolmogorov-Smirnov Tests (Gamma Distribution)
test_ks_dlognorm        Kolmogorov-Smirnov Tests (Log Normal
                        Distribution)
test_ks_dnorm           Kolmogorov-Smirnov Tests (Normal Distribution)
test_ks_dt              Kolmogorov-Smirnov Tests (Student t
                        Distribution)
test_ks_dweibull        Kolmogorov-Smirnov Tests (Weibull Distribution)
DATA1                   Observation of Ornstein-Uhlenbeck Process
DATA2                   Observation of Geometric Brownian Motion Model
DATA3                   Observation of Arithmetic Brownian Motion
showData                Display a Data Frame in a Tk Text Widget

## file.show(system.file("NEWS", package="Sim.DiffProc"))
## to look at Sim.DiffProc\\Imgexamples\\......................... 
## University of Science and Technology Houari Boumediene ( USTHB )
## Faculty of Mathematics, Department of Probabilities and Statistics
## 2011 Algeria.
##


