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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.

Versions across snapshots

VersionRepositoryFileSize
2.5 rolling source/ R- fptdApprox_2.5.tar.gz 48.9 KiB
2.5 rolling linux/jammy R-4.5 fptdApprox_2.5.tar.gz 287.2 KiB
2.5 latest source/ R- fptdApprox_2.5.tar.gz 48.9 KiB
2.5 latest linux/jammy R-4.5 fptdApprox_2.5.tar.gz 287.2 KiB
2.5 2026-04-23 source/ R- fptdApprox_2.5.tar.gz 48.9 KiB
2.5 2026-04-09 windows/windows R-4.5 fptdApprox_2.5.zip 291.2 KiB
2.5 2025-04-20 source/ R- fptdApprox_2.5.tar.gz 48.9 KiB