DiffusionRgqd (version 0.1.3)

fpt.sim.times: Simulated First Passage Times for a Time-Inhomogeneous Non-Linear Diffusion

Description

A dataset of 500000 simulated first passage times of a diffusion:

SDEsim5.png starting in X_1 = 8 traversing a fixed barrier at B = 8.

Usage

data("SDEsim6")

Format

Examples

data("SDEsim6")
hist(fpt.sim.times, freq = FALSE, col = 'gray85', border = 'white',
  main = 'First Passage Time Density', ylab = 'Density', xlab = 'Time',
  breaks = 100)