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: 2.4
Published: 2022-08-21
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_2.4.tar.gz
Windows binaries: r-devel: fptdApprox_2.4.zip, r-release: fptdApprox_2.4.zip, r-oldrel: fptdApprox_2.4.zip
macOS binaries: r-release (arm64): fptdApprox_2.4.tgz, r-oldrel (arm64): fptdApprox_2.4.tgz, r-release (x86_64): fptdApprox_2.4.tgz, r-oldrel (x86_64): fptdApprox_2.4.tgz
Old sources: fptdApprox archive


Please use the canonical form https://CRAN.R-project.org/package=fptdApprox to link to this page.