An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function (Q440723)
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scientific article; zbMATH DE number 6068285
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| English | An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function |
scientific article; zbMATH DE number 6068285 |
Statements
An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function (English)
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19 August 2012
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diffusion processes
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first-passage-time
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Volterra integral equations
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first-passage-time location function
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\texttt{R}
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\texttt{R package fptdApprox}
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0.8657823801040649
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0.8364933133125305
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0.7595734000205994
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0.7445948123931885
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