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 |
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