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R/approximate.max.R
In RND: Risk Neutral Density Extraction Package
approximate.max <-
function(x,y, k = 5)
{
out = ( 1/(1 + exp(-k*(x-y))) )*x + ( 1 - 1/(1 + exp(-k*(x-y))) ) * y
out
}
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RND documentation built on May 1, 2019, 10:52 p.m.
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approximate.max <-
function(x,y, k = 5)
{
out = ( 1/(1 + exp(-k*(x-y))) )*x + ( 1 - 1/(1 + exp(-k*(x-y))) ) * y
out
}
Try the RND package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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