Man pages for LIHNPSD
Poisson Subordinated Distribution

calcqqCalculate quantile-to-quantile object from PSD and histogram
densityThe probability density function of PSD with location...
dji_logrLog-return of DJIA
dot_NSimple MPFR constructor
generatepdfInternal utility to generate (raw) PDF
gold_logrLog-return of spot gold
LihnBetaPolyThe beta polynomial
LihnFunctionAnalyticAnalytic form of Lihn function
LihnFunctionKthThe k-th term in the sum of Lihn function
LihnFunctionSumThe summation form of Lihn function
LihnFunctionValidateValidation of Lihn function implementations
LIHNPSD-packagePoisson Subordinated Distribution
LIHNPSD_plotcdfInternal utility to plot cdf chart
LIHNPSD_plotlogpdfInternal utility to plot log-pdf chart
LIHNPSD_plotpdfInternal utility to plot pdf chart
LIHNPSD_plotqqInternal utility to plot qq chart
LIHNPSD_plot_std4grStandard utility to plot a 4-chart graph on a given data set...
LIHNPSD_prepare_dataPrepare the data set object from log-return series
LIHNPSD_standardfit_fnInternal utility to perform nonlinear fit using spg
LIHNPSD_standardfit_testInternal utility to test the stability of...
LIHNPSD_theoretical_resultPrepare the theoretical result on a given data set and PSD...
LIHNPSD_UnitTestPerform major unit tests on the package
LihnTildeFunctionThe tilde Lihn function
MergeTailHistogramUtility function to merge tails in the histogram
MergeTailHistogramOneSideInternal utility function to merge the left tail in the...
mu1_analyticCalculate the analytic form of the first moment (mean) of PSD...
mu2_analyticCalculate the analytic form of the second moment of PSD...
mu3_analyticCalculate the analytic form of the third moment of PSD...
mu4_analyticCalculate the analytic form of the fourth moment of PSD...
mu_n_coreCalculate the analytic core part of N-th moment of PSD...
poisson_sumUtility to calculate the Poisson sum
poisson_sum_kthInternal utility to calculate the k-th item of the Poisson...
prepareInternal utility to construct a PSD S3 object
psdkernelCalculate the ratio of the actual volatility vs the unit...
psdkurtosisCalculate the kurtosis based on Poisson sum of moments
psdmagnitudeA simplistic algorithm of estimating magnitude of shock
psdskewnessCalculate the skewness based on Poisson sum of moments
psdunittestPerform unit tests on the specified PSD S3 object
psdvarianceCalculate the variance based on Poisson sum of moments
r10y_logrLog-return of R10Y
rawcdfCalculate the raw CDF
rawcdfinvCalculate Inverse of CDF using Newton's method
rawdensityThe probability density function of PSD without location...
rawdensity0The raw PDF at x=0
rawdensity_kthThe k-th item of the raw PDF
rawdensityslopeCalculate the slope of the PDF (dP/dx)
rawmeanUtility to construct a PSD S3 object with calculated mean
rawmu1Calculate the Poisson sum of the first moment (mean) of PSD...
rawmu2Calculate the Poisson sum of the second moment of PSD without...
rawmu3Calculate the Poisson sum of the third moment of PSD without...
rawmu4Calculate the Poisson sum of the fourth moment of PSD without...
rawsnInternal utility for SN related function
SPSDSimple PSD constructor
standardfitStandard utility to perform nonlinear PSD fit
szd_logrLog-return of SZD/USD
tailindexCalculate the tail index
tailindex_plotGenerate the plot of tail index for the specified PSD
TimeSeriesLogReturnConvert price series to log-return series
vix_logrLog-return of VIX
LIHNPSD documentation built on May 29, 2017, 11:25 p.m.