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fptdApprox  

Approximation of First-Passage-Time Densities for Diffusion Processes
View on CRAN: Click here


Download and install fptdApprox package within the R console
Install from CRAN:
install.packages("fptdApprox")

Install from Github:
library("remotes")
install_github("cran/fptdApprox")

Install by package version:
library("remotes")
install_version("fptdApprox", "2.5")



Attach the package and use:
library("fptdApprox")
Maintained by
Juan J. Serrano-Perez
[Scholar Profile | Author Map]
First Published: 2010-04-09
Latest Update: 2022-08-21
Description:
Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function.
How to cite:
Juan J. Serrano-Perez (2010). fptdApprox: Approximation of First-Passage-Time Densities for Diffusion Processes. R package version 2.5, https://cran.r-project.org/web/packages/fptdApprox. Accessed 09 May. 2025.
Previous versions and publish date:
1.0 (2010-04-09 19:51), 1.1 (2011-10-05 13:31), 1.2 (2012-11-30 08:23), 2.0 (2013-12-27 13:28), 2.1 (2015-08-25 09:09), 2.2 (2020-02-28 19:50), 2.3 (2022-07-07 08:10), 2.4 (2022-08-21 21:00)
Other packages that cited fptdApprox R package
View fptdApprox citation profile
Other R packages that fptdApprox depends, imports, suggests or enhances
Complete documentation for fptdApprox
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