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 |
| 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 |