Software

The following links give program codes concerning some algorithms presented in published, accepted or submitted papers.

• Y. Komori (2015), Stuitable algorithm associated with a parameterization for the three-parameter lognormal distribution, Communications in Statistics - Simulation and Computation, 44 (1), 239-246.
  
  
• Y. Komori and K. Burrage (2013), Strong first order S-ROCK methods for stochastic differential equations, Journal of Computational and Applied Mathematics, 242, 261-274.
  
  
• Y. Komori and K. Burrage (2012), Weak second order S-ROCK methods for Stratonovich stochastic differential equations, Journal of Computational and Applied Mathematics, 236 (11), 2895-2908.
  
  
• Y. Komori and K. Burrage (2011), Supplement: efficient weak second-order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations, Journal of Computational and Applied Mathematics, 235 (17), 5326-5329.
  
  
• Y. Komori and H. Hirose (2004), Easy estimation by a new parameterization for the three-parameter lognormal distribution, Journal of Statistical Computation and Simulation, 74 (1), 63-74.
  
  

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Last updated: 2015/11/17