Package jdistlib

Class Wiener

java.lang.Object

jdistlib.Wiener

public final class Wiener
extends Object

Four-parameter Wiener first-passage (drift-diffusion) density used by Stan. The density is the upper-response component and therefore integrates to the corresponding boundary-choice probability rather than to one.

Method Summary

Modifier and Type	Method	Description
static double	boundaryProbability(double boundary, double bias, double drift)	Boundary-choice probability, equal to the integral of density(double, double, double, double, double, boolean).
static double	cumulative(double y, double boundary, double nondecision, double bias, double drift)	Defective CDF matching the upper-boundary density component.
static double	density(double y, double boundary, double nondecision, double bias, double drift, boolean giveLog)
static double	random(double boundary, double nondecision, double bias, double drift, RandomEngine random)	Draws a first-passage time conditional on the modeled upper response.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

density

public static double density(double y,
 double boundary,
 double nondecision,
 double bias,
 double drift,
 boolean giveLog)

boundaryProbability

public static double boundaryProbability(double boundary,
 double bias,
 double drift)

Boundary-choice probability, equal to the integral of density(double, double, double, double, double, boolean).

cumulative

public static double cumulative(double y,
 double boundary,
 double nondecision,
 double bias,
 double drift)

Defective CDF matching the upper-boundary density component.

random

public static double random(double boundary,
 double nondecision,
 double bias,
 double drift,
 RandomEngine random)

Draws a first-passage time conditional on the modeled upper response. Inversion is deliberately numerical: it uses the same stable two-series density as likelihood evaluation, avoiding time-discretization bias.