API for ecd
Elliptic Lambda Distribution and Option Pricing Model
| Global functions | |
|---|---|
| .ecd.find_elliptic_point | Source code |
| .ecd.intg_merge | Source code |
| .ecd.intg_zero | Source code |
| .ecd.setup_const_warn | Source code |
| .ecdb.bootstrap_line | Source code |
| .ecdb.bootstrap_polar | Source code |
| .ecdb.bootstrap_rect | Source code |
| .ecdb.conf | Source code |
| .ecdb.conf_use_mpfr | Source code |
| .ecdb.epoch | Source code |
| .ecdb.message | Source code |
| .ecdb.pace | Source code |
| .ecdb.pair_group | Source code |
| .ecdb.row_count | Source code |
| .ecdb.timer | Source code |
| .stablecnt.check | Source code |
| .stk.from_qsld | Source code |
| .stk.organize | Source code |
| .stk.pop | Source code |
| .stk.push | Source code |
| bootstrap | Man page |
| bootstrap,ecdb-method | Man page |
| bootstrap.ecdb | Man page |
| cfqsl | Man page Source code |
| cfsl | Man page Source code |
| cfstablecnt | Man page Source code |
| cfstdlap | Man page Source code |
| dec | Man page |
| discr | Man page |
| discr,ecd-method | Man page |
| discr.ecd | Man page |
| dlaplace0 | Man page Source code |
| dqsl | Man page Source code |
| dsl | Man page Source code |
| dstablecnt | Man page Source code |
| dstdlap | Man page Source code |
| dstdlap_poly | Man page Source code |
| ecd | Man page |
| ecd-class | Man page |
| ecd-package | Man page |
| ecd.adj2gamma | Man page |
| ecd.adj_abs_tol | Source code |
| ecd.adj_gamma | Man page |
| ecd.asymp_kurtosis | Man page |
| ecd.asymp_stats | Man page |
| ecd.ccdf | Man page |
| ecd.cdf | Man page |
| ecd.cubic | Man page |
| ecd.cusp | Man page |
| ecd.cusp_a2r | Man page |
| ecd.cusp_r2a | Man page |
| ecd.cusp_std_cf | Man page |
| ecd.cusp_std_mgf | Man page |
| ecd.cusp_std_moment | Man page |
| ecd.data | Man page |
| ecd.data.arr | Man page Source code |
| ecd.data.ts | Man page Source code |
| ecd.data_stats | Man page Source code |
| ecd.dawson | Man page Source code |
| ecd.devel | Man page Source code |
| ecd.df2ts | Man page |
| ecd.diff | Man page Source code |
| ecd.erf | Man page Source code |
| ecd.erfc | Man page Source code |
| ecd.erfcx | Man page Source code |
| ecd.erfi | Man page Source code |
| ecd.erfq | Man page Source code |
| ecd.erfq_sum | Man page Source code |
| ecd.estimate_const | Man page Source code |
| ecd.fit_data | Man page |
| ecd.fit_ts_conf | Man page |
| ecd.gamma | Man page Source code |
| ecd.has_quantile | Man page |
| ecd.ifelse | Man page |
| ecd.imgf | Man page |
| ecd.integrate | Man page Source code |
| ecd.kurt | Man page |
| ecd.kurtosis | Man page |
| ecd.lag | Man page Source code |
| ecd.manage_hist_tails | Man page Source code |
| ecd.max_kurtosis | Man page |
| ecd.mcsapply | Man page |
| ecd.mean | Man page |
| ecd.mp1 | Man page |
| ecd.mp2f | Man page |
| ecd.mpfr | Man page |
| ecd.mpfr_qagi | Man page Source code |
| ecd.mpnum | Man page |
| ecd.mppi | Man page Source code |
| ecd.mu_D | Man page |
| ecd.ogf | Man page |
| ecd.pdf | Man page |
| ecd.polar | Man page |
| ecd.rational | Man page Source code |
| ecd.read_csv_by_symbol | Man page |
| ecd.read_symbol_conf | Man page |
| ecd.sapply | Man page |
| ecd.sd | Man page |
| ecd.setup_const | Man page Source code |
| ecd.skewness | Man page |
| ecd.solve_cusp_asym | Man page |
| ecd.standardfit | Source code |
| ecd.standardfit_fn | Source code |
| ecd.standardfit_qa | Source code |
| ecd.stats | Man page |
| ecd.toString | Man page |
| ecd.ts_lag_stats | Man page Source code |
| ecd.uniroot | Man page |
| ecd.var | Man page |
| ecd.y0_isomorphic | Man page |
| ecdattr | Man page |
| ecdattr-class | Man page |
| ecdattr.enrich | Man page Source code |
| ecdattr.pairs | Man page Source code |
| ecdattr.pairs_polar | Man page Source code |
| ecdb | Man page |
| ecdb-class | Man page |
| ecdb.dbSendQuery | Man page |
| ecdb.protectiveCommit | Man page Source code |
| ecdq | Man page |
| ecdq-class | Man page |
| ecld | Man page |
| ecld-class | Man page |
| ecld.ccdf | Man page |
| ecld.cdf | Man page |
| ecld.cdf_gamma | Man page |
| ecld.cdf_integrate | Man page |
| ecld.const | Man page |
| ecld.fixed_point_SN0_atm_ki | Man page |
| ecld.fixed_point_SN0_atm_ki_sd | Man page |
| ecld.fixed_point_SN0_lambda_skew_ratio | Man page |
| ecld.fixed_point_SN0_rho_sd | Man page |
| ecld.fixed_point_SN0_skew | Man page |
| ecld.fixed_point_atm_Q_left | Man page |
| ecld.fixed_point_atm_Q_right | Man page |
| ecld.fixed_point_atm_ki | Man page |
| ecld.fixed_point_shift | Man page |
| ecld.from | Man page |
| ecld.from_sd | Man page |
| ecld.gamma | Man page |
| ecld.gamma_2F0 | Man page |
| ecld.gamma_hgeo | Man page |
| ecld.ifelse | Man page |
| ecld.imgf | Man page |
| ecld.imgf_gamma | Man page |
| ecld.imgf_integrate | Man page |
| ecld.imgf_quartic | Man page |
| ecld.imnt | Man page |
| ecld.imnt_integrate | Man page |
| ecld.imnt_sum | Man page |
| ecld.ivol_ogf_star | Man page |
| ecld.kurt | Man page |
| ecld.kurtosis | Man page |
| ecld.laplace_B | Man page Source code |
| ecld.mclapply | Man page |
| ecld.mean | Man page |
| ecld.mgf | Man page |
| ecld.mgf_by_sum | Man page |
| ecld.mgf_diterm | Man page |
| ecld.mgf_quartic | Man page |
| ecld.mgf_term | Man page |
| ecld.mgf_term_original | Man page |
| ecld.mgf_trunc | Man page |
| ecld.mgf_trunc_max_sigma | Man page |
| ecld.moment | Man page |
| ecld.mpnum | Man page |
| ecld.mu_D | Man page |
| ecld.mu_D_by_sum | Man page |
| ecld.mu_D_integrate | Man page |
| ecld.mu_D_quartic | Man page |
| ecld.ogf | Man page |
| ecld.ogf_gamma | Man page |
| ecld.ogf_imnt_sum | Man page |
| ecld.ogf_integrate | Man page |
| ecld.ogf_log_slope | Man page |
| ecld.ogf_quartic | Man page |
| ecld.ogf_star | Man page |
| ecld.ogf_star_analytic | Man page |
| ecld.ogf_star_exp | Man page |
| ecld.ogf_star_gamma_star | Man page |
| ecld.ogf_star_hgeo | Man page |
| ecld.op_O | Man page |
| ecld.op_Q | Man page |
| ecld.op_Q_skew | Man page |
| ecld.op_Q_skew_by_k_lm | Man page |
| ecld.op_U_lag | Man page |
| ecld.op_V | Man page |
| ecld.op_VL_quartic | Man page |
| ecld.pdf | Man page |
| ecld.quartic | Man page |
| ecld.quartic_Q | Man page |
| ecld.quartic_Qp | Man page |
| ecld.quartic_Qp_atm_attr | Man page |
| ecld.quartic_Qp_atm_ki | Man page |
| ecld.quartic_Qp_atm_skew | Man page |
| ecld.quartic_Qp_rho | Man page |
| ecld.quartic_Qp_skew | Man page |
| ecld.quartic_SN0_atm_ki | Man page |
| ecld.quartic_SN0_max_RNV | Man page |
| ecld.quartic_SN0_rho_stdev | Man page |
| ecld.quartic_SN0_skew | Man page |
| ecld.quartic_model_sample | Man page |
| ecld.quartic_model_sample_attr | Man page |
| ecld.sapply | Man page |
| ecld.sd | Man page |
| ecld.sged_cdf | Man page |
| ecld.sged_const | Man page |
| ecld.sged_imgf | Man page |
| ecld.sged_mgf | Man page |
| ecld.sged_moment | Man page |
| ecld.sged_ogf | Man page |
| ecld.skewness | Man page |
| ecld.solve | Man page |
| ecld.solve_by_poly | Man page Source code |
| ecld.solve_isomorphic | Man page Source code |
| ecld.solve_quartic | Man page |
| ecld.validate | Man page |
| ecld.var | Man page |
| ecld.y_slope | Man page |
| ecld.y_slope_trunc | Man page Source code |
| ecldOrEcd-class | Man page |
| ecop-class | Man page |
| ecop.bs_call_price | Man page Source code |
| ecop.bs_implied_volatility | Man page |
| ecop.bs_option_price | Man page Source code |
| ecop.bs_put_price | Man page Source code |
| ecop.build_opt | Man page |
| ecop.enrich_option_df | Man page |
| ecop.find_fixed_point_lambda_by_atm_skew | Man page |
| ecop.find_fixed_point_sd_by_lambda | Man page |
| ecop.from_symbol_conf | Man page |
| ecop.get_ld_triple | Man page |
| ecop.opt-class | Man page |
| ecop.polyfit_option | Man page |
| ecop.read_csv_by_symbol | Man page |
| ecop.read_symbol_conf | Man page |
| ecop.smile_data_calculator | Man page |
| ecop.term_atm | Man page |
| ecop.term_idx_range | Man page Source code |
| ecop.term_master_calculator | Man page |
| ecop.term_plot_3x3 | Man page |
| ecop.term_realized_days | Man page Source code |
| ecop.term_target_days_default | Man page |
| ecop.vix_plot_3x3 | Man page |
| ellipticity | Man page |
| ellipticity,ecd-method | Man page |
| ellipticity.ecd | Man page |
| history | Man page |
| history,ecdb-method | Man page |
| history.ecdb | Man page |
| integrate_pdf | Man page |
| integrate_pdf,ecd-method | Man page |
| integrate_pdf.ecd | Man page |
| jinv | Man page |
| jinv,ecd-method | Man page |
| jinv.ecd | Man page |
| k2mnt | Man page Source code |
| kqsl | Man page Source code |
| ksl | Man page Source code |
| kstablecnt | Man page Source code |
| kstdlap | Man page Source code |
| lamp | Man page |
| lamp-class | Man page |
| lamp.drop_outliers | Source code |
| lamp.generate_tau | Man page |
| lamp.plot_sim4 | Man page |
| lamp.plot_sim6 | Man page |
| lamp.plot_sim_title | Source code |
| lamp.qsl_fit_config | Man page |
| lamp.qsl_fit_config_xtable | Man page |
| lamp.qsl_fit_plot | Man page Source code |
| lamp.sd_factor | Man page |
| lamp.simulate1 | Man page |
| lamp.simulate_iter | Man page |
| lamp.stable_rnd_walk | Man page |
| levy.dlambda | Man page |
| levy.domain_coloring | Man page |
| levy.dskewed | Man page |
| mnt2k | Man page Source code |
| moment | Man page |
| moment,ecd-method | Man page |
| moment.ecd | Man page |
| numericMpfr-class | Man page |
| pec | Man page |
| plot_2x2 | Man page |
| plot_2x2,ecd-method | Man page |
| plot_2x2.ecd | Man page |
| pqsl | Man page Source code |
| psl | Man page Source code |
| pstablecnt | Man page Source code |
| pstdlap | Man page Source code |
| qec | Man page |
| qqsl | Man page Source code |
| qsl | Man page Source code |
| qsl_kurtosis_analytic | Man page Source code |
| qsl_pdf_integrand_analytic | Man page Source code |
| qsl_skewness_analytic | Man page Source code |
| qsl_std_pdf0_analytic | Man page Source code |
| qsl_variance_analytic | Man page Source code |
| qsld | Man page |
| qsld.fit | Man page |
| qstablecnt | Man page Source code |
| qstdlap | Man page Source code |
| quantilize | Man page |
| quantilize,ecd-method | Man page |
| quantilize.ecd | Man page |
| read | Man page |
| read,ecdb-method | Man page |
| read.ecdb | Man page |
| rec | Man page |
| rlaplace0 | Man page Source code |
| rqsl | Man page Source code |
| rsl | Man page Source code |
| rstablecnt | Man page Source code |
| rstdlap | Man page Source code |
| sld | Man page |
| sld-class | Man page |
| sld.kurt | Man page |
| sld.kurtosis | Man page |
| sld.mean | Man page |
| sld.sd | Man page |
| sld.skewness | Man page |
| sld.var | Man page |
| solve,ecd-method | Man page |
| solve.ecd | Man page |
| solve_sym | Man page |
| solve_sym,ecd-method | Man page |
| solve_sym.ecd | Man page |
| solve_trig | Man page |
| solve_trig,ecd-method | Man page |
| solve_trig.ecd | Man page |
| summary | Man page |
| summary,ecdb-method | Man page |
| summary.ecdb | Man page |
| write | Man page |
| write,list,ecdb-method | Man page |
| write.ecdb | Man page |
| y_slope | Man page |
| y_slope,ecd-method | Man page |
| y_slope.ecd | Man page |
