About SDE Toolbox
A MATLAB package to simulate sample paths of the solution of a Itô or Stratonovich stochastic differential equation (SDE), compute statistics and estimate the parameters from data. A note of caution: SDE Toolbox is no...
A MATLAB package to simulate sample paths of the solution of a Itô or Stratonovich stochastic differential equation (SDE), compute statistics and estimate the parameters from data.
A note of caution: SDE Toolbox is no more developed but it's still downloadable. Its inferential capabilities can be considered surpassed (at best). Actually the parameter estimation methods were already far from the state-of-art when the project began in 2007 (!). The considered implemented parametric and non-parametric Monte Carlo likelihood methods were chosen for their ability to treat both one-dimensional and multivariate SDE systems, although the quality of the inferential results can't match those obtained using more advanced techniques. Nevertheless the toolbox capabilities to simulate numerical solutions of SDE systems are still valid and can serve as a useful starting point to those willing to simulate stochastic dynamical models easily.
Previous Versions
Here you can find the changelog of SDE Toolbox since it was posted on our website on 2015-04-27 03:00:00.
The latest version is 1.4.1 and it was updated on 2024-04-22 16:23:37. See below the changes in each version.
SDE Toolbox version 1.4.1
Updated At: 2007-12-05
SDE Toolbox version 1.4.1
Updated At: 2007-12-05
Changes: Several fixes and updates
Disclaimer
External Download
We do not host SDE Toolbox on our servers. We did not scan it for viruses, adware, spyware or other type of malware. This app is hosted by the software publisher and passed their terms and conditions to be listed there. We recommend caution when installing it.
The external download link for SDE Toolbox is provided to you by apps112.com without any warranties, representations or guarantees of any kind, so access it at your own risk.
If you have questions regarding this particular app contact the publisher directly. For questions about the functionalities of apps112.com contact us.
