rcqls/wedgeParallel: Computing wedge probabilities efficiently using RcppParallel
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 |
|
|---|---|
| Author | Remy Drouilhet [auth], Bernard Ycart [ctb, cre] |
| Maintainer | R\'emy 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:
|
