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.


Reference manual

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1.3-3 by Dominik Wabersich, a year ago

Browse source code at

Authors: Dominik Wabersich [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports stats, graphics

Suggests MASS

Imported by DstarM.

Suggested by brms, fddm, rtdists.

See at CRAN