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:	2.2
Published:	2020-02-28
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

Documentation:

Reference manual:

fptdApprox.pdf

Downloads:

Package source:	fptdApprox_2.2.tar.gz
Windows binaries:	r-devel: fptdApprox_2.2.zip, r-release: fptdApprox_2.2.zip, r-oldrel: fptdApprox_2.2.zip
macOS binaries:	r-release (arm64): fptdApprox_2.2.tgz, r-oldrel (arm64): fptdApprox_2.2.tgz, r-release (x86_64): fptdApprox_2.2.tgz, r-oldrel (x86_64): fptdApprox_2.2.tgz
Old sources:	fptdApprox archive

Reverse dependencies:

Reverse suggests:

DiffusionRgqd

Linking:

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