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: 2.5
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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