R-Code of simulations in https://arxiv.org/abs/1710.03519 is shared. We simulate a solution of a linear, second-order, parabolic SPDE with one space dimension and Dirichlet boundary conditions via an infinite-dimensional SDE factor decomposition. Method of moment type parameter estimators for the (integrated) squared volatility and the curvature parameter are computed. A least squares estimator is implemented using the R-function nls.