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As the PDF function for the 7-parameter diffusion model with its partial derivatives was implemented in issue #2682 and discussed in PR #2822, I now also want to add the CDF and CCDF functions for the 7-parameter diffusion model with their partial derivatives. With these new functions, it is possible to model truncated or censored data.
Example
An example call would be wiener_full_lcdf(y, a, t0, w, v, sv, sw, st0);,
with double y = 2; double a = 2; double t0 = .2; double w = .6; double v = -.9; double sv = .2; double sw = .2; double st0 = .25;
The expected output for these parameters would be -1.55387294861195.
Current Version:
v4.7.0
The text was updated successfully, but these errors were encountered:
Description
As the PDF function for the 7-parameter diffusion model with its partial derivatives was implemented in issue #2682 and discussed in PR #2822, I now also want to add the CDF and CCDF functions for the 7-parameter diffusion model with their partial derivatives. With these new functions, it is possible to model truncated or censored data.
Example
An example call would be
wiener_full_lcdf(y, a, t0, w, v, sv, sw, st0);
,with
double y = 2;
double a = 2;
double t0 = .2;
double w = .6;
double v = -.9;
double sv = .2;
double sw = .2;
double st0 = .25;
The expected output for these parameters would be
-1.55387294861195
.Current Version:
v4.7.0
The text was updated successfully, but these errors were encountered: