CRAN/E | fptdApprox

fptdApprox

Approximation of First-Passage-Time Densities for Diffusion Processes

Installation

About

Efficient approximation of first-passage-time densities for diffusion processes based on the First-Passage-Time Location (FPTL) function.

Key Metrics

Version	2.4
Published	2022-08-21 287 days ago
Needs compilation?	no
License	GPL-2
CRAN checks	fptdApprox results

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Last 30 days	327 -11%
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Last 365 days	6.781 +17%

Maintainer

Maintainer

Juan J. Serrano-Pérez

jjserra@ugr.es

Authors

Patricia Román-Román
Juan J. Serrano-Pérez
Francisco Torres-Ruiz.

Material

Reference manual
Package source

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Old Sources

fptdApprox archive