-This package uses importance sampling to estimate the probability of rare first-passage time events, or FPT for short. First-passage time problems can appear for many random processes, including pricing options for finance or the mean time for nuclear collisions, to name just a few. The FPT is the time taken to cross a threshold during a random process [@Redner2001qk]. Although the statistics of FPTs can often be calculated analytically, the probability of very rare events requires numerical simulations. This can be computationally very expensive, as millions of simulations are required just to produce a few of the events of interest. Therefore, importance sampling is used. This is done by introducing a bias to oversample the events of interest, then recording the relative probability (weight) of this path occurring without the bias, so the probability of the original process is recovered [@Mazonka1998].
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