This package contains several functions for an efficient approximation of first-passage-time densities for diffusion processes based on the First-Passage-Time Location (FPTL) function.
| Version: | 1.1 |
| Published: | 2011-10-05 |
| Author: | Patricia Román-Román, Juan J. Serrano-Pérez and Francisco Torres-Ruiz. |
| Maintainer: | Juan J. Serrano-Pérez <jjserra at ugr.es> |
| License: | GPL-2 |
| CRAN checks: | fptdApprox results |
| Package source: | fptdApprox_1.1.tar.gz |
| MacOS X binary: | fptdApprox_1.1.tgz |
| Windows binary: | fptdApprox_1.1.zip |
| Reference manual: | fptdApprox.pdf |
| Old sources: | fptdApprox archive |