https://ayush291202.r-universe.devRecent package updates in ayush291202R-universehttps://github.com/ayush291202.pnghttps://ayush291202.r-universe.devWed, 01 Apr 2026 18:22:51 GMTayushkundu25@iitk.ac.in (Ayush Kundu)A modular simulation engine for stochastic processes. Provides exact and approximate simulation methods for Poisson processes, Brownian motion, discrete-time Markov chains, Levy processes (gamma, normal inverse Gaussian, variance-gamma, alpha-stable), Merton jump-diffusion models, Hawkes self-exciting processes, geometric Brownian motion, and Ornstein-Uhlenbeck mean-reverting diffusions. Includes variance reduction techniques (antithetic variates, control variates, importance sampling, stratified sampling), parallel simulation via the 'future' framework, rare-event simulation (cross-entropy and multilevel splitting), path visualization, and summary statistics. Methods are based on Glasserman (2003) <doi:10.1007/978-0-387-21617-1> and Asmussen & Glynn (2007) <doi:10.1007/978-0-387-69033-9>.https://github.com/r-universe/ayush291202/actions/runs/26809294925Wed, 01 Apr 2026 18:22:51 GMTStochSimR1.0.0successhttps://ayush291202.r-universe.devhttps://github.com/ayush291202/stochsimrintroduction.Rmdintroduction.htmlIntroduction to StochSimR2026-04-01 18:22:512026-04-01 18:22:51