Files in ecd

Elliptic Lambda Distribution and Option Pricing Model

MD5

NEWS.md

NAMESPACE

DESCRIPTION

R/lamp-simulate-iter-method.R R/levy-domain-coloring-method.R R/ecld.quartic-Qp-method.R R/lamp-stable-lambda-dist-method.R R/ecd-lag-method.R R/lamp-stdlap-distribution-method.R R/ecd-solve-generic.R R/ecld-op-V-method.R R/ecdb-read-generic.R R/lamp-generate-tau-method.R R/ecd-mp2f-method.R R/ecd-asymp-stats-method.R R/ecd-data-stats-method.R R/ecld-imnt-method.R R/lamp-qsl-fit-config-method.R R/ecd-max-kurtosis-method.R R/ecdb-protectiveCommit-method.R R/ecop-term-plot-3x3-method.R R/ecd-ecldOrEcd-class.R R/ecd-cubic-method.R R/ecd-class.R R/ecd-mpnum-method.R R/ecd-jinv-generic.R R/ecld-class.R R/ecdb-class.R R/lamp-class.R R/ecd-ogf-method.R R/ecd-imgf-method.R R/ecd-solve-trig-generic.R R/ecop-find-fixed-point-sd-by-lambda-method.R R/ecdattr-enrich-method.R R/ecld-solve-method.R R/ecld-gamma-method.R R/ecd-is-numericMpfr-internal.R R/sld-sd-method.R R/lamp-plot-sim4-method.R R/ecd-constructor.R R/ecop-class.R R/ecld.quartic_Qp_atm_attr.R R/ecdattr-class.R R/ecd-solve-sym-generic.R R/ecdb-history-generic.R R/ecd-polar-constructor.R R/ecd-integrate-method.R R/ecd-read-csv-by-symbol-method.R R/ecld-ivol-ogf-star-method.R R/ecop-bs-implied-volatility-method.R R/ecop-read-csv-by-symbol.R R/ecd-model-internal.R R/ecop-term-master-calculator-method.R R/lamp-simulate1-method.R R/lamp-stable-rnd-walk-method.R R/ecd-setup-const-method.R R/ecd-discr-generic.R R/ecdattr-constructor.R R/ecd-package.R R/ecop-find-fixed-point-lambda-by-atm-skew-method.R R/ecop-opt-class.R R/ecd-y-slope-generic.R R/ecd-ts-lag-stats-method.R R/ecd-solve-cusp-asym-method.R R/ecld-sged-method.R R/ecd-stats-method.R R/ecd-standardfit-method.R R/ecld-const-method.R R/ecd-data-config-internal.R R/lamp-qsl-analytic-method.R R/ecld-fixed-point-RN0-method.R R/ecd-cusp-a2r-method.R R/ecop-constructor.R R/ecd-erfq-method.R R/ecop-vix-plot-3x3-method.R R/ecd-uniroot-method.R R/ecd-quantilize-generic.R R/ecd-mpfr-qagi-method.R R/ecld-op-Q-method.R R/ecdattr-pairs-polar-method.R R/ecdb-summary-generic.R R/ecd-cusp-constructor.R R/ecld-mgf-term-method.R R/lamp-laplace-distribution-method.R R/ecd-cusp-std-moment-method.R R/ecd-read-symbol-conf-method.R R/lamp-stable-cnt-distribution-method.R R/ecdq-class.R R/ecop-polyfit-option-method.R R/ecld-quartic-RN0-method.R R/ecd-fit-ts-conf-method.R R/ecd-rational-method.R R/ecd-manage-hist-tails-method.R R/ecd-sd-method.R R/ecop-bs-option-price-method.R R/ecdattr-pairs-method.R R/ecld-constructor.R R/ecd-df2ts-method.R R/ecld-mpnum-method.R R/ecld-mu-D-method.R R/ecd-plot-2x2-generic.R R/ecld-cdf-method.R R/ecd-numericMpfr-class.R R/levy-dlambda-method.R R/sld-class.R R/sld-constructor.R R/ecd-ccdf-method.R R/ecd-cdf-method.R R/ecdb-write-generic.R R/ecd-mpfr-method.R R/lamp-sd-factor-method.R R/ecd-ellipticity-generic.R R/ecd-has-quantile-method.R R/levy-dskewed-distribution-method.R R/ecld-imgf-method.R R/ecd-y0-isomorphic-method.R R/ecdb-helpers-internal.R R/ecld-y-slope-method.R R/ecd-toString-method.R R/ecdb-ecdattr-generic.R R/lamp-k2mnt-method.R R/ecd-moment-generic.R R/ecld-pdf-method.R R/lamp-qsl-fit-plot-method.R R/ecdb-dbSendQuery-method.R R/ecd-diff-method.R R/ecd-estimate-const-method.R R/ecd-fit-data-method.R R/ecop-get-ld-triple-method.R R/ecd-data-method.R R/ecld-ogf-method.R R/qsld-fit-method.R R/ecld-sd-method.R R/ecd-adj-gamma-method.R R/ecld-moment-method.R R/ecdq-constructor.R R/ecdb-constructor.R R/lamp-constructor.R R/ecdb-bootstrap-generic.R R/ecd-distribution-method.R R/ecld-ogf-star-method.R R/ecd-pdf-method.R R/ecd-integrate-pdf-generic.R

inst/doc

inst/extdata/vix_archive_7.csv.zip

inst/extdata/qsl_fit_conf.yml

inst/extdata/chf_archive_2.csv.zip

inst/extdata/elliptic.db

inst/extdata/gold_archive_2.csv.zip

inst/extdata/r10y_archive_2.csv.zip

inst/extdata/vvix_archive_7.csv.zip

inst/extdata/xiv_archive_7.csv.zip

inst/extdata/spxoption2_archive_201506.csv.zip

inst/extdata/data_conf.yml

inst/extdata/wti_archive_2.csv.zip

inst/extdata/spx_archive_7.csv.zip

inst/extdata/vxv_archive_7.csv.zip

inst/extdata/dji_archive_10.csv.zip

tests/testthat.R tests/testthat/test-lambda-normal-ecd.R tests/testthat/test-lambda-imnt-ecd.R tests/testthat/test-internal-ecdb-ecd.R tests/testthat/test-lambda-gamma-ecd.R tests/testthat/test-levy-ecd.R tests/testthat/test-std-cusp-ecd.R tests/testthat/test-lambda-est-ecd.R tests/testthat/test-data-ecd.R tests/testthat/test-pdf-solve-ecd.R tests/testthat/test-isomorphic-ecd.R tests/testthat/test-cusp-ecd.R tests/testthat/test-option-ecop.R man/ecd.cusp_a2r.Rd man/ecd.mp2f.Rd man/ecdattr.Rd man/ecop-class.Rd man/ecd.solve_cusp_asym.Rd man/ecld.quartic_Qp.Rd man/ecd.df2ts.Rd man/read.ecdb.Rd man/solve_sym.ecd.Rd man/ecd.mpnum.Rd man/ecd.manage_hist_tails.Rd man/ecdattr.enrich.Rd man/lamp.qsl_fit_plot.Rd man/ecdb.Rd man/ecd.lag.Rd man/ecld.quartic_SN0_atm_ki.Rd man/lamp.generate_tau.Rd man/dstdlap.Rd man/ecd.read_symbol_conf.Rd man/ecd.estimate_const.Rd man/ecld.y_slope.Rd man/ecdattr.pairs_polar.Rd man/ecld.op_V.Rd man/ecd-class.Rd man/lamp.qsl_fit_config.Rd man/ecd.uniroot.Rd man/lamp.sd_factor.Rd man/ecld.cdf.Rd man/dec.Rd man/ecd.fit_data.Rd man/solve_trig.ecd.Rd man/ellipticity.ecd.Rd man/ecd.data.Rd man/ecd.mpfr.Rd man/levy.dlambda.Rd man/write.ecdb.Rd man/ecop.opt-class.Rd man/ecd.data_stats.Rd man/ecld.pdf.Rd man/lamp-class.Rd man/ecop.bs_implied_volatility.Rd man/ecop.get_ld_triple.Rd man/ecd.cdf.Rd man/moment.ecd.Rd man/plot_2x2.ecd.Rd man/ecd.mpfr_qagi.Rd man/k2mnt.Rd man/ecd.cusp_std_moment.Rd man/ecop.polyfit_option.Rd man/lamp.simulate_iter.Rd man/ecd.stats.Rd man/ecd.setup_const.Rd man/ecd.pdf.Rd man/ecd.diff.Rd man/ecd.Rd man/ecdattr-class.Rd man/ecdb.dbSendQuery.Rd man/qsld.fit.Rd man/ecop.read_csv_by_symbol.Rd man/ecld.mu_D.Rd man/ecld.fixed_point_SN0_atm_ki.Rd man/ecld.op_Q.Rd man/ecd.integrate.Rd man/solve.ecd.Rd man/ecop.find_fixed_point_sd_by_lambda.Rd man/ecd.erfq.Rd man/ecld.quartic_Qp_atm_attr.Rd man/ecd.cusp.Rd man/ecd.read_csv_by_symbol.Rd man/ecldOrEcd-class.Rd man/lamp.stable_rnd_walk.Rd man/ecd.max_kurtosis.Rd man/ecd.fit_ts_conf.Rd man/rlaplace0.Rd man/ecld.const.Rd man/integrate_pdf.ecd.Rd man/ecdb-class.Rd man/ecd.asymp_stats.Rd man/ecop.from_symbol_conf.Rd man/dstablecnt.Rd man/ecld.Rd man/ecd.adj_gamma.Rd man/ecd-package.Rd man/ecld.sd.Rd man/sld-class.Rd man/ecdq-class.Rd man/ecd.cubic.Rd man/sld.sd.Rd man/ecd.sd.Rd man/ecd.ccdf.Rd man/ecld.imnt.Rd man/ecop.bs_option_price.Rd man/lamp.simulate1.Rd man/ecd.has_quantile.Rd man/history.ecdb.Rd man/lamp.plot_sim4.Rd man/ecld.ogf.Rd man/ecd.ts_lag_stats.Rd man/ecop.term_plot_3x3.Rd man/ecd.y0_isomorphic.Rd man/ecdb.protectiveCommit.Rd man/summary.ecdb.Rd man/lamp.Rd man/ecld.sged_const.Rd man/dsl.Rd man/ecd.imgf.Rd man/qsl_kurtosis_analytic.Rd man/ecdq.Rd man/ecop.find_fixed_point_lambda_by_atm_skew.Rd man/y_slope.ecd.Rd man/ecld.ogf_star.Rd man/levy.domain_coloring.Rd man/ecop.vix_plot_3x3.Rd man/ecld-class.Rd man/ecld.mgf_term.Rd man/levy.dskewed.Rd man/ecld.solve.Rd man/ecld.imgf.Rd man/ecd.toString.Rd man/ecld.gamma.Rd man/jinv.ecd.Rd man/ecd.polar.Rd man/ecld.moment.Rd man/sld.Rd man/ecop.term_master_calculator.Rd man/ecld.ivol_ogf_star.Rd man/bootstrap.ecdb.Rd man/discr.ecd.Rd man/ecd.ogf.Rd man/ecld.mpnum.Rd man/ecdattr.pairs.Rd man/quantilize.ecd.Rd man/numericMpfr-class.Rd man/ecd.rational.Rd

ecd documentation built on May 10, 2022, 1:07 a.m.