# GaDiFPT: First Passage Time Simulation for Gaussian Diffusion Processes

In this package we consider Gaussian Diffusion processes and smooth thresholds. After evaluating the mean of the process to check the subthreshold regimen hypothesis, the FPT density function is reconstructed via the numerical quadrature of the integral equation in (Buonocore 1987); first passage times are also generated by the method in (Buonocore 2014) and results are compared. The timestep of the simulations can iteratively be refined. User should provide the functional form for the drift and the infinitesimal variance in the script 'userfunc.R' and for the threshold in the script 'userthresh.R'. All the parameters required by the implementation are to be set in the script 'userparam.R'. Example scripts for common drifts and thresholds are given.

- Author
- A. Buonocore, M.F. Carfora
- Date of publication
- 2015-02-17 19:43:09
- Maintainer
- Maria Francesca Carfora <f.carfora@iac.cnr.it>
- License
- GPL-2
- Version
- 1.0

## Man pages

- builtfunc
- Functions characterizing the Gaussian Diffusion process X(t)...
- diffusion
- Diffusion processes
- examples
- Example scripts and user provided functions for the Gaussian...
- FPTdensity_byint
- Evaluation of the FPT density and distribution functions
- FPTsimul
- Simulation of FPT by the Hazard Rate Method
- GaDiFPT-package
- First Passage Time Simulation for Gauss Diffusion Processes
- inputlist
- User provided parameters
- plot.FPTdensity
- Plotting Method for FPTdensity objects
- res_summary
- User provided parameters
- vectorsetup
- Setup of the mean and covariance vectors for the Gaussian...

## Files in this package

GaDiFPT |

GaDiFPT/NAMESPACE |

GaDiFPT/demo |

GaDiFPT/demo/Logistic.R |

GaDiFPT/demo/OrnUhlCurrent.R |

GaDiFPT/demo/WienerDrift.R |

GaDiFPT/demo/Wiener1.R |

GaDiFPT/demo/Wiener.R |

GaDiFPT/demo/00Index |

GaDiFPT/demo/OrnUhl.R |

GaDiFPT/R |

GaDiFPT/R/vectorsetup.R |

GaDiFPT/R/res_summary.R |

GaDiFPT/R/builtfunc.R |

GaDiFPT/R/print.diffusion.R |

GaDiFPT/R/is.diffusion.R |

GaDiFPT/R/plot.FPTdensity.R |

GaDiFPT/R/FPTsimul.R |

GaDiFPT/R/histplot.R |

GaDiFPT/R/print.inputlist.R |

GaDiFPT/R/FPTdensity_byint.R |

GaDiFPT/R/diffusion.R |

GaDiFPT/R/inputlist.R |

GaDiFPT/MD5 |

GaDiFPT/DESCRIPTION |

GaDiFPT/man |

GaDiFPT/man/inputlist.Rd |

GaDiFPT/man/builtfunc.Rd |

GaDiFPT/man/FPTdensity_byint.Rd |

GaDiFPT/man/FPTsimul.Rd |

GaDiFPT/man/vectorsetup.Rd |

GaDiFPT/man/res_summary.Rd |

GaDiFPT/man/diffusion.Rd |

GaDiFPT/man/plot.FPTdensity.Rd |

GaDiFPT/man/examples.Rd |

GaDiFPT/man/GaDiFPT-package.Rd |