The RWiener Package: an R Package Providing Distribution Functions for the Wiener Diffusion Model

Authors

Dominik Wabersich, UniversityofCalifornia, Irvine
Joachim Vandekerckhove, UniversityofCalifornia, Irvine

Date of this Version

6-2014

Document Type

Article

Citation

The R Journal (June 2014) 6(1); Editor: Deepayan Sarkar

Comments

Copyright 2014, The R Foundation. Open access material. License: CC BY 3.0 Unported

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, weprovide extended likelihood-based functions that can be used for parameter estimation and model selection. The package can be obtained via CRAN.