The RWiener package: an R package providing distribution functions for the Wiener diffusion model
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.
Citation
(2014). The RWiener package: an R package providing distribution functions for the Wiener diffusion model. The R Journal, 6, 49–56.
Bibtex
@article{wabersich_vandekerckhove:2014:distribution, title = {{T}he {R}{W}iener package: an {R} package providing distribution functions for the {W}iener diffusion model}, author = {Wabersich, Dominik and Vandekerckhove, Joachim}, year = {2014}, journal = {The R Journal}, volume = {6}, pages = {49--56} }