This function creates a plot of the First-Passage-Time Location (FPTL) function for a first-passage-time problem, displaying the information of interest contained in an object of class “fptl” and a corresponding object of class “summary.fptl”.
Approx.cfpt.density computes values of the approximate first-passage-time (f.p.t.) density, for a conditioned problem, from an object of class “summary.fptl” that contains the information provided by First-Passage-Time Location (FPTL) function.
Integration.Steps
(Package: fptdApprox) :
Subintervals and Integration Steps To Approximate First-Passage-Time Densities
According to the First-Passage-Time Location (FPTL) function and the arguments in the function call, this function calculates suitable subintervals and integration steps in order to approximate the first-passage-time (f.p.t.) density.
This function creates a plot of the approximate density function for the conditioned or unconditioned f.p.t. problem at hand. Optionally, it displays the information provided by the First-Passage-Time Location (FPTL) function for a conditioned problem. Moreover, for an unconditioned problem creates an additional plot with all the approximate f.p.t. densities conditioned to each value x0 selected from the initial ditribution.