RWiener: Wiener Process Distribution Functions

Provides Wiener process distribution functions, namely the Wiener first passage time density, CDF, quantile and random functions. Additionally supplies a modelling function (wdm) and further methods for the resulting object.

Getting started

Package details

AuthorDominik Wabersich [aut, cre]
MaintainerDominik Wabersich <[email protected]>
LicenseGPL (>= 2)
Version1.3-1
URL https://github.com/yeagle/RWiener
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RWiener")

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RWiener documentation built on May 2, 2019, 9:40 a.m.