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.
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For attribution, please cite this work as
Wabersich & Vandekerckhove, "The R Journal: The RWiener Package: an R Package Providing Distribution Functions for the Wiener Diffusion Model", The R Journal, 2014
BibTeX citation
@article{RJ-2014-005,
author = {Wabersich, Dominik and Vandekerckhove, Joachim},
title = {The R Journal: The RWiener Package: an R Package Providing Distribution Functions for the Wiener Diffusion Model},
journal = {The R Journal},
year = {2014},
note = {https://doi.org/10.32614/RJ-2014-005},
doi = {10.32614/RJ-2014-005},
volume = {6},
issue = {1},
issn = {2073-4859},
pages = {49-56}
}