Approximation of First-Passage-Time Densities for Diffusion Processes

[Up] [Top]

Documentation for package ‘fptdApprox’ version 2.2

Help Pages

fptdApprox-package Approximation of First-Passage-Time Densities for Diffusion Processes
Approx.cfpt.density Approximating First-Passage-Time Densities for Conditioned Problems
Approx.fpt.density Approximating First-Passage-Time Densities
as.diffproc Diffusion Processes
diffproc Diffusion Processes
fptdApprox Approximation of First-Passage-Time Densities for Diffusion Processes
FPTL First-Passage-Time Location Function
growth.intervals Studying the Growth of a Vector
Integration.Steps Subintervals and Integration Steps To Approximate First-Passage-Time Densities
is.diffproc Diffusion Processes
is.fpt.density Testing for objects of class "fpt.density"
is.fptl First-Passage-Time Location Function
is.summary.fptl Locating a Conditioned First-Passage-Time Variable
plot.fpt.density Plotting Method for fpt.density Objects
plot.fptl Plotting Method for fptl Objects
print.diffproc Diffusion Processes
print.fpt.density Printing First-Passage-Time Densities
print.fptl First-Passage-Time Location Function
print.summary.fptl Locating a Conditioned First-Passage-Time Variable
report Writing a Report of an Object
report.fpt.density Writing a Report of a fpt.density Object
report.summary.fptl Writing a Report of a summary.fptl Object
summary.fptl Locating a Conditioned First-Passage-Time Variable