Package: GaDiFPT
Type: Package
Title: First Passage Time Simulation for Gaussian Diffusion Processes
Version: 1.0
Date: 2015-01-16
Author: A. Buonocore, M.F. Carfora 
Maintainer: Maria Francesca Carfora <f.carfora@iac.cnr.it>
Description: In this package we consider Gaussian Diffusion processes and smooth thresholds. After evaluating the mean of the process to check the subthreshold regimen hypothesis, the FPT density function is reconstructed via the numerical quadrature of the integral equation in (Buonocore 1987); first passage times are also generated by the method in (Buonocore 2014) and results are compared. The timestep of the simulations can iteratively be refined. User should provide the functional form for the drift and the infinitesimal variance in the script 'userfunc.R' and for the threshold in the script 'userthresh.R'. All the parameters required by the implementation are to be set in the script 'userparam.R'. Example scripts for common drifts and thresholds are given. 
License: GPL-2
Packaged: 2015-02-17 09:52:29 UTC; carfora
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-02-17 19:43:09
Built: R 3.1.2; ; 2015-02-18 13:27:54 UTC; unix
