Sim.DiffProc

5.0

Simulation of Diffusion Processes

5packages depend

10.1Kdownloads / year

24.9%test coverage

13/13checks pass

Overview

About

Maintained by Arsalane Chouaib GuidoumFirst published 2011-01-0432 releasesCRAN page ↗GitHub ↗

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 of SDEs doi:10.18637/jss.v096.i02. Enabled many searchers in different domains to use these equations to modeling practical problems in financial and actuarial modeling and other areas of application, e.g., modeling and simulate of first passage time problem in shallow water using the attractive center (Boukhetala K, 1996) ISBN:1-56252-342-2.

Install

R (CRAN)pak (dev)Ubuntu (r2u)openSUSE (OBS)

install.packages("Sim.DiffProc", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("acguidoum/Sim.DiffProc")

Development version from acguidoum/Sim.DiffProc. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-sim.diffproc

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-Sim.DiffProc

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 6.5 min · r-devel-linux-x86_64-fedora-clang

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

10.1K

CRAN downloads in the past year

Rank #4,443 · ~28/day · ~839/mo

Sim.DiffProc Releases R versions

Daily download trend is not available in this view yet.

63630 days

2.1K90 days

10.1K1 year

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Also on503 r2u35 autocran77 c2d4u

Repository

GitHub ↗ acguidoum/sim.diffproc

14Stars

5Forks

1Open issues

0Open PRs

7Releases

215Commits

1Contributors

stochastic-differential-equationstochastic-calculusmonte-carlo-simulationparallel-computingmoment-equationstransition-densitydynamic-systemr

License GPL-2.0 · 215 commits · Last activity 2024-03-05 · 0% stars, 30d

Repository practices

Upstream repositoryBeta

6 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/acguidoum/sim.diffproc on 2026-07-19.

Continuous integration (3)

GitHub ActionsTravis CIAppVeyor

Lint, format, editor (1)

RStudio project

Coverage (1)

Codecov

Governance and community (1)

Issue templates

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0.0

Imports (3)

DerivMASSparallel

LinkingTo (0)

none

Suggests (6)

deSolve knitr rgl rmarkdown scatterplot3d sm

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

5direct

2indirect

baRulho simlandr futurize ohun warbleR

Code & Tests

People & History

People (2)

Maintainer (1)

Arsalane Chouaib Guidoum

Maintainer, Author · added in 2.6

Authors (2)

Arsalane Chouaib Guidoum

Maintainer, Author · added in 2.6

Kamal Boukhetala

Author · added in 2.5

Listed in earlier versions (4)

Mr. GUIDOUM Arsalane

no longer listed · 1.0 to 2.0

Prof. BOUKHETALA Kamal

no longer listed · 1.0 to 2.0

GUIDOUM Arsalane

no longer listed · 2.1 to 2.14.2

Arsalane Guidoum

no longer listed · 2.5

Package Timeline

32 releases. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
5.0Latest
2025-12-13 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
4.9
2024-03-06 · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
4.8
2020-11-08 · diff ↗
4.7
2020-09-22 · diff ↗
4.6
2020-05-04 · diff ↗
R
R 4.0.0 released · 2020-04-24
4.5
2020-03-29 · diff ↗
4.4
2019-05-27 · diff ↗
R
R 3.6.0 released · 2019-04-26
4.3
2018-11-28 · diff ↗

Show 34 earlier events

4.2
2018-10-18 · diff ↗
4.1
2018-09-11 · diff ↗
R
R 3.5.0 released · 2018-04-23
4.0
2017-11-28 · diff ↗
3.8
2017-09-16 · diff ↗
R
R 3.4.0 released · 2017-04-21
3.7
2017-03-25 · diff ↗
3.6
2016-11-13 · diff ↗
3.5
2016-11-11 · diff ↗
3.4
2016-10-08 · diff ↗
3.3
2016-09-22 · diff ↗
R
R 3.3.0 released · 2016-05-03
3.2
2016-02-09 · diff ↗
3.1
2015-12-31 · diff ↗
3.0
2015-10-30 · diff ↗
R
R 3.2.0 released · 2015-04-16
2.9
2014-09-10 · diff ↗
2.8
2014-08-19 · diff ↗
2.7
2014-07-13 · diff ↗
2.6
2014-05-04 · diff ↗
R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03
2.5
2012-06-09 · diff ↗
R
R 2.15.0 released · 2012-03-30
2.14.2
2012-02-13 · diff ↗
2.2
2012-02-13 · diff ↗
2.14.1
2011-11-18 · diff ↗
2.1
2011-11-18 · diff ↗
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
2.0
2011-02-13 · diff ↗
2.12.2
2011-02-09 · diff ↗
1.0
2011-01-04
R
R 2.12.0 released · 2010-10-15

Package metadata

First published: 2011-01-04
Total releases: 32 / 15 yrs
License: GPL (>= 2) OSI
Download size: 1.0 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Differential Equations Empirical Finance High-Performance and Parallel Computing with R Psychometric Models and Methods Time Series Analysis

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