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Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function.
| Version: | 2.5 |
| Published: | 2023-10-29 |
| DOI: | 10.32614/CRAN.package.fptdApprox |
| Author: | Patricia Roman-Roman, Juan J. Serrano-Perez and Francisco Torres-Ruiz. |
| Maintainer: | Juan J. Serrano-Perez <jjserra at ugr.es> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | fptdApprox results |
| Reference manual: | fptdApprox.pdf |
| Package source: | fptdApprox_2.5.tar.gz |
| Windows binaries: | r-devel: fptdApprox_2.5.zip, r-release: fptdApprox_2.5.zip, r-oldrel: fptdApprox_2.5.zip |
| macOS binaries: | r-release (arm64): fptdApprox_2.5.tgz, r-oldrel (arm64): fptdApprox_2.5.tgz, r-release (x86_64): fptdApprox_2.5.tgz, r-oldrel (x86_64): fptdApprox_2.5.tgz |
| Old sources: | fptdApprox archive |
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