FMStable: Finite Moment Stable Distributions

This package implements some basic procedures for dealing with log maximally skew stable distributions, which are also called finite moment log stable distributions.

Author
Geoff Robinson
Date of publication
2012-09-06 06:40:04
Maintainer
Geoff Robinson <Geoff.Robinson@CSIRO.au>
License
GPL-3
Version
0.1-2

View on CRAN

Man pages

Estable
Extremal or Maximally Skew Stable Distributions
FMstable
Finite Moment Log Stable Distributions
Gstable
General Stable Distributions
impliedVolatility
Computations Regarding Value of Options for Log Normal...
moments
Convolutions of Finite Moment Log Stable Distributions and...
optionValues
Values of Options over Finite Moment Log Stable Distributions
stableParameters
Setting up Parameters to Describe both Extremal Stable...

Files in this package

FMStable
FMStable/MD5
FMStable/src
FMStable/src/FMStable.c
FMStable/R
FMStable/R/functions.R
FMStable/NAMESPACE
FMStable/man
FMStable/man/stableParameters.Rd
FMStable/man/optionValues.Rd
FMStable/man/moments.Rd
FMStable/man/impliedVolatility.Rd
FMStable/man/Gstable.Rd
FMStable/man/FMstable.Rd
FMStable/man/Estable.Rd
FMStable/inst
FMStable/inst/doc
FMStable/inst/doc/paper5.pdf
FMStable/DESCRIPTION