Approximation of First-Passage-Time Densities for Diffusion Processes

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Documentation for package ‘fptdApprox’ version 2.5

• DESCRIPTION file.
• Code demos. Use demo() to run them.

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