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.

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}
}