dft: PDF of Brownian hitting time
In david-borchers/LCE_paper: Latent Capture History estimation package
Description
Calculates the PDF of the time to hit 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
dft(ft, k, spd, theta3)
Arguments
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.
tt
The hitting time
david-borchers/LCE_paper documentation built on Nov. 15, 2020, 1:33 p.m.
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Description
Calculates the PDF of the time to hit 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 | dft(ft, k, spd, theta3)
|
Arguments
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. |
tt |
The hitting time |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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