Package: esgtoolkit 1.1.2

T. Moudiki

esgtoolkit: Toolkit for Monte Carlo Simulations

A toolkit for Monte Carlo Simulations in Finance, Economics, Insurance, Physics. Multiple simulation models can be created by combining building blocks provided in the package.

Authors:T. Moudiki [aut, cre]

esgtoolkit_1.1.2.tar.gz
esgtoolkit_1.1.2.zip(r-4.5)esgtoolkit_1.1.2.zip(r-4.4)esgtoolkit_1.1.2.zip(r-4.3)
esgtoolkit_1.1.2.tgz(r-4.4-arm64)esgtoolkit_1.1.2.tgz(r-4.4-x86_64)esgtoolkit_1.1.2.tgz(r-4.3-arm64)esgtoolkit_1.1.2.tgz(r-4.3-x86_64)
esgtoolkit_1.1.2.tar.gz(r-4.5-noble)esgtoolkit_1.1.2.tar.gz(r-4.4-noble)
esgtoolkit_1.1.2.tgz(r-4.4-emscripten)esgtoolkit_1.1.2.tgz(r-4.3-emscripten)
esgtoolkit.pdf |esgtoolkit.html
esgtoolkit/json (API)
NEWS

# Install 'esgtoolkit' in R:
install.packages('esgtoolkit', repos = c('https://techtonique.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/techtonique/esgtoolkit/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

diffusion-modeldiffusion-modelsmonte-carlo-methodsmonte-carlo-simulationmontecarlo-simulationscenario-analysisscenario-creatorscenario-generationsimulationstochastic-differential-equationsstochastic-processesstochastic-simulation

16 exports 9 stars 1.51 score 39 dependencies

Last updated 2 months agofrom:9f43549b4e

Exports:calculatereturnsdebug_printesgcortestesgdiscountfactoresgfwdratesesgmartingaletestesgmccvesgmcpricesesgplotbandsesgplotshocksesgplottsforwardratessimdiffsimshocksycextraycinter

Dependencies:ADGofTestclicolorspacefansifarverggplot2gluegridExtragtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellmvtnormnlmepillarpkgconfigplyrR6randtoolboxRColorBrewerRcppreshape2rlangrngWELLscalesstringistringrtibbleutf8vctrsVineCopulaviridisLitewithr