FMStable: Finite Moment Stable Distributions
Version 0.1-2

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

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AuthorGeoff Robinson
Date of publication2012-09-06 06:40:04
MaintainerGeoff Robinson <Geoff.Robinson@CSIRO.au>
LicenseGPL-3
Version0.1-2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("FMStable")

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...

Functions

BSOptionValue Man page Source code
Estable Man page
FMstable Man page
Gstable Man page
ImpliedVol Man page Source code
bigAsInf Source code
callFMstable Man page Source code
dEstable Man page Source code
dFMstable Man page Source code
fitGivenQuantile Man page Source code
iidcombine Man page Source code
lnorm.param Man page Source code
matchQuartiles Man page Source code
moments Man page Source code
optionsFMstable Man page Source code
pEstable Man page Source code
pFMstable Man page Source code
pFMstable.alpha0 Man page Source code
print.stableParameters Man page Source code
putFMstable Man page Source code
qEstable Man page Source code
qFMstable Man page Source code
setMomentsFMstable Man page Source code Source code
setParam Man page Source code
stable Man page
stableParameters Man page
standardStableQuantile Source code
tailsEstable Man page Source code
tailsFMstable Man page Source code
tailsGstable Man page Source code

Files

MD5
src
src/FMStable.c
R
R/functions.R
NAMESPACE
man
man/stableParameters.Rd
man/optionValues.Rd
man/moments.Rd
man/impliedVolatility.Rd
man/Gstable.Rd
man/FMstable.Rd
man/Estable.Rd
inst
inst/doc
inst/doc/paper5.pdf
DESCRIPTION
FMStable documentation built on May 29, 2017, 7:20 p.m.