R: Stochastic Process Simulation Engine

# Stochastic Process Simulation Engine

## Documentation for package ‘StochSimR’ version 1.1.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

compare_methods | Compare Simulation Methods
ctmc_generator | Validate an Infinitesimal Generator Matrix
ctmc_stationary | Compute the Stationary Distribution of a CTMC
is_stoch_path | Test if an Object is a stoch_path
mc_estimate | Monte Carlo Estimator with Diagnostics
mc_rare_event | Rare-Event Simulation
new_stoch_path | Create a stoch_path Object
path_summary | Path Summary Statistics
plot_acf_paths | Plot Autocorrelation of Path Increments
plot_distribution | Plot Terminal Value Distribution
plot_paths | Plot Sample Paths
queue_stats | Exact Steady-State Statistics for Markovian Queues
sim_birth_death | Simulate a Birth-Death Process
sim_brownian | Simulate Brownian Motion
sim_ctmc | Simulate a Continuous-Time Markov Chain
sim_gbm | Simulate Geometric Brownian Motion
sim_hawkes | Simulate a Hawkes (Self-Exciting) Process
sim_jump_diffusion | Simulate a Jump-Diffusion Process (Merton Model)
sim_levy | Simulate a Levy Process
sim_markov | Simulate a Discrete-Time Markov Chain
sim_ou | Simulate an Ornstein-Uhlenbeck Process
sim_parallel | Parallel Simulation of Stochastic Processes
sim_poisson | Simulate a Poisson Process
sim_queue | Simulate a Markovian Queuing Process
sim_yule | Simulate a Yule (Pure-Birth) Process
vr_antithetic | Antithetic Variates Estimator
vr_control_variate | Control Variate Estimator
vr_importance | Importance Sampling Estimator
vr_stratified | Stratified Sampling Estimator