rft: Random variable for Brownian hitting time

Description Usage Arguments

View source: R/pomega.r

Description

Generaes a random variable for 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
rft(n, k, spd, theta3, prop.mult = 1.5)

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.

ft

The hitting time


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