rcqls/wedge: Computing wedge probabilities using R and Rcpp
Computes the probability for a standard Brownian motion to stay in a wedge of the plane limited by two straight lines, given by their slopes and intercepts.
Getting started
Browse package contents
Package details |
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| Maintainer | Remy Drouilhet <remy.drouilhet@imag.fr> |
| License | GPL |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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