fptdApprox: Approximation of First-Passage-Time Densities for Diffusion Processes

Efficient approximation of first-passage-time densities for diffusion processes based on the First-Passage-Time Location (FPTL) function.

Version: 2.1
Published: 2015-08-25
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_2.1.tar.gz
Windows binaries: r-devel: fptdApprox_2.1.zip, r-release: fptdApprox_2.1.zip, r-oldrel: fptdApprox_2.1.zip
OS X Mavericks binaries: r-release: fptdApprox_2.1.tgz, r-oldrel: fptdApprox_2.1.tgz
Old sources: fptdApprox archive

Reverse dependencies:

Reverse suggests: DiffusionRgqd


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