Man pages for LIHNPSD
Poisson Subordinated Distribution
| calcqq | Calculate quantile-to-quantile object from PSD and histogram |
| density | The probability density function of PSD with location... |
| dji_logr | Log-return of DJIA |
| dot_N | Simple MPFR constructor |
| generatepdf | Internal utility to generate (raw) PDF |
| gold_logr | Log-return of spot gold |
| LihnBetaPoly | The beta polynomial |
| LihnFunctionAnalytic | Analytic form of Lihn function |
| LihnFunctionKth | The k-th term in the sum of Lihn function |
| LihnFunctionSum | The summation form of Lihn function |
| LihnFunctionValidate | Validation of Lihn function implementations |
| LIHNPSD-package | Poisson Subordinated Distribution |
| LIHNPSD_plotcdf | Internal utility to plot cdf chart |
| LIHNPSD_plotlogpdf | Internal utility to plot log-pdf chart |
| LIHNPSD_plotpdf | Internal utility to plot pdf chart |
| LIHNPSD_plotqq | Internal utility to plot qq chart |
| LIHNPSD_plot_std4gr | Standard utility to plot a 4-chart graph on a given data set... |
| LIHNPSD_prepare_data | Prepare the data set object from log-return series |
| LIHNPSD_standardfit_fn | Internal utility to perform nonlinear fit using spg |
| LIHNPSD_standardfit_test | Internal utility to test the stability of... |
| LIHNPSD_theoretical_result | Prepare the theoretical result on a given data set and PSD... |
| LIHNPSD_UnitTest | Perform major unit tests on the package |
| LihnTildeFunction | The tilde Lihn function |
| MergeTailHistogram | Utility function to merge tails in the histogram |
| MergeTailHistogramOneSide | Internal utility function to merge the left tail in the... |
| mu1_analytic | Calculate the analytic form of the first moment (mean) of PSD... |
| mu2_analytic | Calculate the analytic form of the second moment of PSD... |
| mu3_analytic | Calculate the analytic form of the third moment of PSD... |
| mu4_analytic | Calculate the analytic form of the fourth moment of PSD... |
| mu_n_core | Calculate the analytic core part of N-th moment of PSD... |
| poisson_sum | Utility to calculate the Poisson sum |
| poisson_sum_kth | Internal utility to calculate the k-th item of the Poisson... |
| prepare | Internal utility to construct a PSD S3 object |
| psdkernel | Calculate the ratio of the actual volatility vs the unit... |
| psdkurtosis | Calculate the kurtosis based on Poisson sum of moments |
| psdmagnitude | A simplistic algorithm of estimating magnitude of shock |
| psdskewness | Calculate the skewness based on Poisson sum of moments |
| psdunittest | Perform unit tests on the specified PSD S3 object |
| psdvariance | Calculate the variance based on Poisson sum of moments |
| r10y_logr | Log-return of R10Y |
| rawcdf | Calculate the raw CDF |
| rawcdfinv | Calculate Inverse of CDF using Newton's method |
| rawdensity | The probability density function of PSD without location... |
| rawdensity0 | The raw PDF at x=0 |
| rawdensity_kth | The k-th item of the raw PDF |
| rawdensityslope | Calculate the slope of the PDF (dP/dx) |
| rawmean | Utility to construct a PSD S3 object with calculated mean |
| rawmu1 | Calculate the Poisson sum of the first moment (mean) of PSD... |
| rawmu2 | Calculate the Poisson sum of the second moment of PSD without... |
| rawmu3 | Calculate the Poisson sum of the third moment of PSD without... |
| rawmu4 | Calculate the Poisson sum of the fourth moment of PSD without... |
| rawsn | Internal utility for SN related function |
| SPSD | Simple PSD constructor |
| standardfit | Standard utility to perform nonlinear PSD fit |
| szd_logr | Log-return of SZD/USD |
| tailindex | Calculate the tail index |
| tailindex_plot | Generate the plot of tail index for the specified PSD |
| TimeSeriesLogReturn | Convert price series to log-return series |
| vix_logr | Log-return of VIX |
