Wiener Process Distribution Functions

Provides Wiener process distribution functions, namely the Wiener first passage time density, CDF, quantile and random functions. Additionally supplies a modelling function (wdm) and further methods for the resulting object.


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Reference manual

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install.packages("RWiener")

1.3-1 by Dominik Wabersich, 2 years ago


https://github.com/yeagle/RWiener


Browse source code at https://github.com/cran/RWiener


Authors: Dominik Wabersich [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats, graphics

Suggests MASS


Imported by DstarM.

Suggested by brms, rtdists.


See at CRAN