Nothing
"glan" <- function(t,za,zb,drft){
h <- 0.05
stdv <- sqrt(diff(c(0,t))) # These are subroutine "sd"
sdproc <- sqrt(t) # These are subroutine "sd"
yb <- zb*sdproc-drft*t
ya <- za*sdproc-drft*t
nints <- ceiling((yb-ya)/(h*stdv))
qneg1 <- pnorm(za[1],mean=drft*t[1]/stdv[1])
qpos1 <- 1-pnorm(zb[1],mean=drft*t[1]/stdv[1])
cp <- matrix(0,length(t),2)
cp[1,] <- c(qpos1,qneg1)
if (length(t) >= 2){
grid <- seq(ya[1],yb[1],length=nints[1]+1) # These are "first"
last <- dnorm(grid,mean=0,sd=stdv[1]) # These are "first"
for (i in 2:length(t)){
cpr <- cprob(last,nints,ya,yb,i,stdv[i])
cp[i,] <- c(cpr[[1]],cpr[[2]])
if (i < length(t)){
hlast <- (yb[i-1]-ya[i-1])/nints[i-1] # These are "other"
x <- seq(ya[i],yb[i],length=nints[i]+1) # These are "other"
last <- fcab(last,nints[i-1],ya[i-1],hlast,x,stdv[i]) # These are "other"
}
}
}
pr <- sum(cp)
ans <- list(pr=pr,qpos=cp[,1],qneg=cp[,2])
return(ans)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.