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 <email@example.com>|
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...