The YUIMA Project is an open source academic project aimed at developing a complete environment for estimation and simulation of Stochastic Differential Equations and other Stochastic Processes via the R package called yuima and its Graphical User Interface yuimaGUI


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Team Members' Citations in Scientific Papers


Presentations at International Conferences

The YUIMA Software

The YUIMA Software performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. It also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.

  • R Package
  • Super flexible (coding required)
  • Suitable for programmers, researchers
  • Shiny App
  • No coding required
  • Suitable for beginners, students

The YUIMA Team

The YUIMA Team is mainly composed by mathematicians and statisticians who actively publish in the field of inference and simulation for Stochastic Differential Equations.

The YUIMA News

Simulation and Inference for Stochastic Processes with YUIMA

Contains both theory and code with step-by-step examples and figures. Uses YUIMA package to implement the latest techniques available in the literature of inference for stochastic processes. Shows how to create the description of very abstract models in…

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The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations

Abstract. The YUIMA Project is an open source and collaborative effort aimed at developing the R package yuima for simulation and inference of stochastic differential equations. In the yuima package stochastic differential equations can be of very…

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How to set real data in a yuima object

Q: I've had trouble setting up CARMA objects with real data. After defining a carma model carma.model, I call setYuima(data=setData(mydata), model=carma.model), and get the error message "Error in if (dim([email protected])[2] == 1){ : is of length…

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The Project has been funded up to 2010 by the Japan Science Technology (JST) Basic Research Programs PRESTO, Grants-in-Aid for Scientific Research No. 19340021. Presently, the YUIMA Project is supported by the Japan Science and Technology Agency CREST.