dfd: PDF of Brownian hitting distance

Description Usage Arguments

View source: R/pomega.r

Description

Calculates the PDF of the distance a particle has moved when it hits a barrier, for a particle moving with 1D Brownian motion with movement rate paramter exp(theta3) and drift speed spd towards the barrier, when the barrier is initially at a distance k*spd away.

Usage

1
dfd(fd, k, spd, theta3)

Arguments

fd

The hitting time

k

The hitting time if the particle did not move.

spd

The speed at which the barrier drifts.

theta3

The log of the Brownian motion rate parameter.


david-borchers/LCE_paper documentation built on Nov. 15, 2020, 1:33 p.m.