Exponential waiting-time surface — morie_exponential

Density lambda e^(-lambda t), interval probability e^(-lambda t) lambda dt, moments (tau, 2 tau^2, tau^2) and the survival crossing time log(ratio)/(r_fast - r_slow). Mirrors morie.fn ...4e23-4e30, 4e83/4e85.

Usage

morie_exponential_dist(lam, t = 0, dt = 0, rate_slow = NULL, ratio = NULL)

Arguments

lam: rate lambda > 0.
t: time >= 0.
dt: interval width (default 0: skip).
rate_slow, ratio: optional crossing-time inputs.

Value

list: density, interval_probability, mean, second_moment, variance, crossing_time (if rate_slow given).

References

Morin (2016), eqs. (4.23)-(4.30), (4.83)-(4.86).

Examples

morie_exponential_dist(2.0, t = 0.5)$density
#> [1] 0.7357589