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

D. Wabersich and J. Vandekerckhove 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

Wabersich, D., & Vandekerckhove, J. (2014). The RWiener package: an R package providing distribution functions for the Wiener diffusion model. The R Journal, 6, 49–56.

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BibTeX

@article{wabersich2014rwiener,
  title     = {The RWiener package: an R package providing distribution functions for the Wiener diffusion model},
  author    = {Wabersich, D. and Vandekerckhove, J.},
  journal   = {The R Journal},
  year      = {2014},
  volume    = {6},
  pages     = {49--56},
  doi       = {},
}