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>
LicenseGPL-2
Version2.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fptdApprox")

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