The RWiener package: An R package providing distribution functions for the Wiener diffusion model

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Authors Dominik Wabersich, Joachim Vandekerckhove
Journal/Conference Name The R Journal
Paper Category
Paper Abstract We present the RWiener package that provides R functions for theWiener 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.
Date of publication 2014
Code Programming Language R
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