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fptdApprox: Approximation of First-Passage-Time Densities for Diffusion Processes
Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function.
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Package details |
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| Author | Patricia Roman-Roman, Juan J. Serrano-Perez and Francisco Torres-Ruiz. |
| Maintainer | Juan J. Serrano-Perez <jjserra@ugr.es> |
| License | GPL-2 |
| Version | 2.5 |
| Package repository | View on CRAN |
| Installation |
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