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fptdApprox (version 2.5)
Approximation of First-Passage-Time Densities for Diffusion Processes
Description
Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function.
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Version
2.5
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Install
install.packages('fptdApprox')
Monthly Downloads
256
Version
2.5
License
GPL-2
Maintainer
Juan Serrano-P�rez
Last Published
October 29th, 2023
Functions in fptdApprox (2.5)
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is.fpt.density
Testing for objects of class “fpt.density”
Integration.Steps
Subintervals and Integration Steps To Approximate First-Passage-Time Densities
growth.intervals
Studying the Growth of a Vector
Approx.cfpt.density
Approximating First-Passage-Time Densities for Conditioned Problems
FPTL
First-Passage-Time Location Function
plot.fpt.density
Plotting Method for fpt.density Objects
Approx.fpt.density
Approximating First-Passage-Time Densities
report.fpt.density
Writing a Report of a fpt.density Object
print.fpt.density
Printing First-Passage-Time Densities
report.summary.fptl
Writing a Report of a summary.fptl Object
summary.fptl
Locating a Conditioned First-Passage-Time Variable
report
Writing a Report of an Object
fptdApprox-package
Approximation of First-Passage-Time Densities for Diffusion Processes
plot.fptl
Plotting Method for fptl Objects
diffproc
Diffusion Processes