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 |

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