RWiener (version 1.2-0)

wienerdist: Wiener process distribution functions

Description

dwiener computes the wiener first passage time density, using the method by Navarro and Fuss (2009). pwiener computes the CDF for the wiener first passage time density, using the method by Blurton et al. (2012). qwiener computes the quantile for a given CDF value. rwiener generates random quantiles from a wiener process distribution, based on the rejection based method by Tuerlinckx et al. (2001). For all functions, the standard deviation of the diffusion process is fixed to 1.

Usage

dwiener(q, alpha,tau,beta,delta, resp="upper", give_log=FALSE) pwiener(q, alpha,tau,beta,delta, resp="upper") qwiener(p, alpha,tau,beta,delta, resp="upper") rwiener(n, alpha,tau,beta,delta)

Arguments

q

vector of quantiles.

p

vector of probabilities.

n

number of observations.

alpha

boundary separation parameter.

tau

non-decision time parameter.

beta

bias parameter.

delta

drift rate parameter.

resp

respone: "upper", "lower", or "both"

give_log

function returns log, if this argument is TRUE

References

Blurton, S., Kesselmeier, M., and Gondan, M. (2012). Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models. Journal of Mathematical Psychology.

Navarro, D., and Fuss, I. (2009). Fast and accurate calculations for first-passage times in Wiener diffusion models. Journal of Mathematical Psychology, 53 (4), 222-230.

Tuerlinckx, F., Maris, E., Ratcliff, R., and De Boeck, P. (2001). A comparison of four methods for simulating the diffusion process. Behavior Research Methods, 33 (4), 443-456.

Examples

## calculate density for reactiontime 1.45 and some parameters
dwiener(1.45, 2,0.3,0.5,0)

## calculate CDF for reactiontime 1.45 and some parameters
pwiener(1.45, 2,0.3,0.5,0)

## calculate quantile for CDF value of 0.5 and some parameters
qwiener(0.5, 2,0.3,0.5,0)

## generate one random value
rwiener(1, 2,0.3,0.5,0)