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.

Package details

AuthorPatricia Romn-Romn, Juan J. Serrano-Prez and Francisco Torres-Ruiz.
MaintainerJuan J. Serrano-Prez <jjserra@ugr.es>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the fptdApprox package in your browser

Any scripts or data that you put into this service are public.

fptdApprox documentation built on Feb. 29, 2020, 1:07 a.m.