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 <dominik.wabersich@gmail.com>
LicenseGPL (>= 2)
Version1.3-3
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 5, 2020, 1:05 a.m.