First Passage Time Simulation for Gaussian Diffusion Processes

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Documentation for package ‘GaDiFPT’ version 1.0

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

Help Pages

GaDiFPT-package	First Passage Time Simulation for Gauss Diffusion Processes
a	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
a1	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
a2	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
b	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
builtfunc	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
cc	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
deltat	User provided parameters
diffusion	Diffusion processes
examples	Example scripts and user provided functions for the Gaussian Diffusion Process
fdt	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
FPTdensity_byint	Evaluation of the FPT density and distribution functions
FPTsimul	Simulation of FPT by the Hazard Rate Method
GaDiFPT	First Passage Time Simulation for Gauss Diffusion Processes
histplot	Simulation of FPT by the Hazard Rate Method
inputlist	User provided parameters
is.diffusion	Diffusion processes
Logistic	Example scripts and user provided functions for the Gaussian Diffusion Process
M	User provided parameters
mdt	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
mp	Setup of the mean and covariance vectors for the Gaussian Diffusion process
OrnUhl	Example scripts and user provided functions for the Gaussian Diffusion Process
OrnUhlCurrent	Example scripts and user provided functions for the Gaussian Diffusion Process
plot.FPTdensity	Plotting Method for FPTdensity objects
print.diffusion	Diffusion processes
print.inputlist	User provided parameters
psi	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
quadflag	User provided parameters
res_summary	User provided parameters
RStudioflag	User provided parameters
S	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
Sp	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
t0	User provided parameters
Tfin	User provided parameters
up	Setup of the mean and covariance vectors for the Gaussian Diffusion process
vdt	Functions characterizing the Gaussian Diffusion process X(t) and the considered threshold
vectorsetup	Setup of the mean and covariance vectors for the Gaussian Diffusion process
vp	Setup of the mean and covariance vectors for the Gaussian Diffusion process
Wiener	Example scripts and user provided functions for the Gaussian Diffusion Process
Wiener1	Example scripts and user provided functions for the Gaussian Diffusion Process
WienerDrift	Example scripts and user provided functions for the Gaussian Diffusion Process
x0	User provided parameters