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

Package details

AuthorRemy Drouilhet [auth], Bernard Ycart [ctb, cre]
MaintainerR\'emy Drouilhet <[email protected]>
LicenseGPL
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("rcqls/wedgeParallel")
rcqls/wedgeParallel documentation built on May 24, 2017, 9:42 p.m.