RWiener: wienerdist – R documentation

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wienerdist

Wiener process distribution functions

Description

dwiener computes the wiener first passage time density. pwiener computes the CDF for the wiener first passage time density. qwiener computes the quantile for a given CDF value. rwiener generates random quantiles from a wiener process distribution, based on the rejection based method. For all functions, the standard deviation of the diffusion process is fixed to 1.

Usage

dwiener(q, alpha,tau,beta,delta, resp="upper", give_log=FALSE)
  pwiener(q, alpha,tau,beta,delta, resp="upper")
  qwiener(p, alpha,tau,beta,delta, resp="upper")
  rwiener(n, alpha,tau,beta,delta)

Arguments

`q`	vector of quantiles.
`p`	vector of probabilities.
`n`	number of observations.
`alpha`	boundary separation parameter.
`tau`	non-decision time parameter.
`beta`	bias parameter.
`delta`	drift rate parameter.
`resp`	respone: "upper", "lower", or "both"
`give_log`	function returns log, if this argument is TRUE

References

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.

Examples

## calculate density for reactiontime 1.45, upper bound and some parameters
dwiener(1.45, 2,0.3,0.5,0)

## calculate CDF for reactiontime 1.45, upper bound and some parameters
pwiener(1.45, 2,0.3,0.5,0)

## calculate quantile for CDF value of 0.5, upper bound and some parameters
qwiener(0.5, 2,0.3,0.5,0)

## generate one random value
rwiener(1, 2,0.3,0.5,0)

RWiener

Wiener Process Distribution Functions

v1.3-3

GPL (>= 2)

Authors

Dominik Wabersich [aut, cre]

Initial release

2020-05-04