SPSD: Simple PSD constructor
In LIHNPSD: Poisson Subordinated Distribution

Construct an S3 object for PSD in double-precision or MPFR

1	SPSD(sigma, alpha, gamma, beta=0, mpfr=0)

`sigma`	sigma value of PSD
`alpha`	alpha value of PSD
`gamma`	gamma value of PSD
`beta`	optional beta value of PSD for skewness
`mpfr`	optional mpfr precision. Default is 0, which sets all calculations in double precision. For MPFR, set it to an integer, typically one of 64, 96, 128.

Return an S3 object of LIHNPSD class that can be used for subsequent calculation.

This constructor doesn't include the location parameter.

See also package's example for the DJIA parameters.

  # Normal distribution
  SPSD( 1,0,0 )
  # PSD that approximate DJIA
  SPSD(0.004625, 0.292645, 0.482744, -0.154049)

LIHNPSD documentation built on May 2, 2019, 9:12 a.m.

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