fptdApprox: Approximation of First-Passage-Time Densities for Diffusion Processes

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Efficient approximation of first-passage-time densities for diffusion processes based on the First-Passage-Time Location (FPTL) function.

Author
Patricia Romn-Romn, Juan J. Serrano-Prez and Francisco Torres-Ruiz.
Date of publication
2015-08-25 09:09:42
Maintainer
Juan J. Serrano-Prez <jjserra@ugr.es>
License
GPL-2
Version
2.1

View on CRAN

Man pages

diffproc
Diffusion Processes
fptdApprox-package
Approximation of First-Passage-Time Densities for Diffusion...
FPTL
First-Passage-Time Location Function
growth.intervals
Studying the Growth of a Vector
Integration.Steps
Subintervals and Integration Steps To Approximate...
plot.fpt.density
Plotting Method for fpt.density Objects
plot.fptl
Plotting Method for fptl Objects
report
Writing a Report of an Object
report.fpt.density
Writing a Report of a fpt.density Object
report.summary.fptl
Writing a Report of a summary.fptl Object
summary.fptl
Locating a Conditioned First-Passage-Time Variable

Files in this package

fptdApprox
fptdApprox/NAMESPACE
fptdApprox/demo
fptdApprox/demo/NewGompertz.r
fptdApprox/demo/LogNormal.r
fptdApprox/demo/00Index
fptdApprox/demo/Wiener.r
fptdApprox/demo/OrnsteinUhlenbeck.r
fptdApprox/R
fptdApprox/R/FPTL.R
fptdApprox/R/is.summary.fptl.R
fptdApprox/R/plot.fpt.density.R
fptdApprox/R/report.R
fptdApprox/R/as.diffproc.R
fptdApprox/R/diffproc.R
fptdApprox/R/plot.fptl.R
fptdApprox/R/is.fptl.R
fptdApprox/R/Approx.cfpt.density.R
fptdApprox/R/print.summary.fptl.R
fptdApprox/R/summary.fptl.R
fptdApprox/R/report.summary.fptl.R
fptdApprox/R/growth.intervals.R
fptdApprox/R/Integration.Steps.R
fptdApprox/R/is.diffproc.R
fptdApprox/R/print.fptl.R
fptdApprox/R/is.fpt.density.R
fptdApprox/R/print.fpt.density.R
fptdApprox/R/report.fpt.density.R
fptdApprox/R/print.diffproc.R
fptdApprox/R/Approx.fpt.density.R
fptdApprox/MD5
fptdApprox/DESCRIPTION
fptdApprox/man
fptdApprox/man/FPTL.Rd
fptdApprox/man/print.fpt.density.rd
fptdApprox/man/plot.fptl.Rd
fptdApprox/man/report.summary.fptl.Rd
fptdApprox/man/Approx.cfpt.density.rd
fptdApprox/man/summary.fptl.Rd
fptdApprox/man/diffproc.Rd
fptdApprox/man/Integration.Steps.Rd
fptdApprox/man/plot.fpt.density.Rd
fptdApprox/man/Approx.fpt.density.rd
fptdApprox/man/is.fpt.density.rd
fptdApprox/man/fptdApprox-package.Rd
fptdApprox/man/report.fpt.density.Rd
fptdApprox/man/growth.intervals.Rd
fptdApprox/man/report.Rd