The RWiener Package: an R Package Providing Distribution Functions for the Wiener Diffusion Model
Dominik Wabersich and Joachim Vandekerckhove
, The R Journal (2014) 6:1, pages 49-56.
Abstract 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 as a random number generator for the Wiener diffusion model. We used the typical Wiener diffusion model with four parameters: boundary separation, non-decision time, initial bias and drift rate parameter. Beyond the distribution functions, we provide extended likelihood-based functions that can be used for parameter estimation and model selection. The package can be obtained via CRAN.
Received: 2013-08-23; online 2014-04-19@article{RJ-2014-005, author = {Dominik Wabersich and Joachim Vandekerckhove}, title = {{The RWiener Package: an R Package Providing Distribution Functions for the Wiener Diffusion Model}}, year = {2014}, journal = {{The R Journal}}, doi = {10.32614/RJ-2014-005}, url = {https://doi.org/10.32614/RJ-2014-005}, pages = {49--56}, volume = {6}, number = {1} }