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.
RWiener R package
=================
The RWiener package is an extension for R, which provides wiener
process distribution functions, namely the Wiener first passage time
density, CDF, quantile and random functions.
Using the package
-----------------
::
dwiener(q, alpha,tau,beta,delta, resp="upper")
pwiener(q, alpha,tau,beta,delta, resp="upper")
qwiener(p, alpha,tau,beta,delta, resp="upper")
rwiener(n, alpha,tau,beta,delta)
*arguments*:
- q being a quantile
- p being the CDF value between 0 and 1
- n being an integer value > 0
- resp determining if it's for the "upper" or "lower" (i.e. error) boundary
- alpha being the boundary separation parameter
- tau being the non-decision time
- beta being the bias
- delta being the drift rate
Apart from these basic functions, the package provides more functions for
futher analyses, e.g. functions to compute the likelihood.
These functions are used in predefined estimation routines - the wdm()
function - to automatically create wdm model objects with estimated
parameter values. One can also use the functions in combination with R's
optim() function, to manually get parameter estimates for the model.
::
wdm(data, yvar=c("q", "resp"), alpha=NULL, tau=NULL, beta=NULL,
delta=NULL, xvar=NULL, start=NULL)
See the R man pages for more details!
Please note
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For an introduction and when citing this package:
Wabersich, D., & Vandekerckhove, J. (2014). The RWiener Package: an R
Package providing distribution functions for the wiener diffusion model.
The R Journal, 6(1), 49-56.
License
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http://www.r-project.org/Licenses/GPL-2