Title: The efficient computation of the cumulative distribution and probability density functions in the diffusion model
Authors: Tuerlinckx, Francis # ×
Issue Date: Nov-2004
Publisher: Psychonomic soc inc
Series Title: Behavior research methods instruments & computers vol:36 issue:4 pages:702-716
Abstract: An algorithm is described to efficiently compute the cumulative distribution and probability density functions of the diffusion process (Ratcliff, 1978) with trial-to-trial variability in mean drift rate, starting point, and residual reaction time. Some, but not all, of the integrals appearing in the model's equations have closed-form solutions, and thus we can avoid computationally expensive numerical approximations. Depending on the number of quadrature nodes used for the remaining numerical integrations, the final algorithm is at least 10 times faster than a classical algorithm using only numerical integration, and the accuracy is slightly higher. Next, we discuss some special cases with an alternative distribution for the residual reaction time or with fewer than three parameters exhibiting trial-to-trial variability.
ISSN: 0743-3808
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Quantitative Psychology and Individual Differences
× corresponding author
# (joint) last author

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