YUIMA package in R is for simulation and statistical inference for stochastic processes.

-This package is available at CRAN: https://cran.rproject.org/web/packages/yuima/index.html.

-Its homepage is opened: https://yuima-project.com.

I am a senior developer of this package, and implemented the function "qmleLevy" which conducts Gaussian quasi-likelihood estimation for Lévy driven stochastic differential equation models.

I also implemented the random number generator of some infinitely divisible distributions which are essential in simulating Lévy process and related stochastic differential equations.

The latter one is equipped in the function "rng".

I here leave two version of specifications of "qmleLevy" for users (they will be changed).