fptdApprox (1.2)

Approximation of first-passage-time densities for diffusion processes..

http://cran.r-project.org/web/packages/fptdApprox

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.

Maintainer: Juan J. Serrano-Pérez
Author(s): Patricia Román-Román, Juan J. Serrano-Pérez and Francisco Torres-Ruiz.

License: GPL-2

Uses: Does not use any package
Reverse suggests: DiffusionRgqd

Released about 7 years ago.