The RWiener Package: an R Package Providing Distribution Functions for the Wiener Diffusion Model
The RWiener Package: an R Package Providing Distribution Functions for the Wiener Diffusion Model
We present the RWiener package that provides R functions for the Wiener diffusion model.The core of the package are the four distribution functions dwiener, pwiener, qwiener and rwiener, which use up-to-date methods, implemented in C, and provide fast and accurate computation of the density, distribution, and quantile function, as well …