fptdApprox: Approximation of first-passage-time densities for diffusion processes

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: 2.0
Published: 2013-12-27
Author: Patricia Román-Román, Juan J. Serrano-Pérez and Francisco Torres-Ruiz.
Maintainer: Juan J. Serrano-Pérez <jjserra at ugr.es>
License: GPL-2
NeedsCompilation: no
CRAN checks: fptdApprox results

Downloads:

Reference manual: fptdApprox.pdf
Package source: fptdApprox_2.0.tar.gz
Windows binaries: r-devel: fptdApprox_2.0.zip, r-release: fptdApprox_2.0.zip, r-oldrel: fptdApprox_2.0.zip
OS X Snow Leopard binaries: r-release: fptdApprox_2.0.tgz, r-oldrel: fptdApprox_2.0.tgz
OS X Mavericks binaries: r-release: fptdApprox_2.0.tgz
Old sources: fptdApprox archive