This repository contains the assignments of course Stochastic Processes and Applications (MTH371) of IIIT Delhi, taught by Dr. Monika Arora in the Monsoon Semester 2021.
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Updated
Jun 12, 2022 - R
This repository contains the assignments of course Stochastic Processes and Applications (MTH371) of IIIT Delhi, taught by Dr. Monika Arora in the Monsoon Semester 2021.
Stochastic epidemiological branching simulation
Code written as a part of MTH371 Stochastic Processes and its Applications taught my Dr. Monika Arora at IIIT Delhi in Monsoon 2018
tibble friendly, cleverly impure functions to simulate stochastic processes
A stokhazesthai (stochastic) process, also called a random process, is one in which outcomes are uncertain (MAT 455, ISU).
R package to work with Markov Chain Steady-State probability vector.
A measure of the variability of linear trends in a time-series observation, as a function of windowing length
R code for finding realizations (samples) of Stochastic Processes
R scripts for implementing different stochastic methods
Monte-Carlo Simulations and Analysis of Stochastic Differential Equations
Employed Monte Carlo simulation to model beetle population dynamics within a closed ecosystem experiencing seasonal changes driven by fluctuations in food availability and habitat.
An R package for the stochastic simulation of processes with any marginal distribution and correlation structure
Tools for Stochastic Simulation using diffusion models (R).
Fast R implementation of Gillespie's Stochastic Simulation Algorithm
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
π π π π π Multisignal GMWM estimation and model selection for IMU
R package for statistical inference using partially observed Markov processes
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