Man pages for ecd
Elliptic Lambda Distribution and Option Pricing Model
| bootstrap.ecdb | Bootstrap data for the Elliptic DB (ECDB) |
| dec | The Elliptic Distribution |
| discr.ecd | Discriminant of the elliptic curve y(x) |
| dsl | Stable lambda distribution |
| dstablecnt | Stable Count distribution |
| dstdlap | Standardized Laplace process and distribution |
| ecd | Constructor of ecd class |
| ecd.adj_gamma | Discriminant-adjusted gamma |
| ecd.asymp_stats | Compute asymptotic statistics of an ecd object |
| ecdattr | Constructor of 'ecdattr' class for the Elliptic Database... |
| ecdattr-class | An S4 class to represent the 'ecdattr' row in the Elliptic... |
| ecdattr.enrich | Enrich a basic 'ecdattr' object |
| ecdattr.pairs | Create a list of basic 'ecdattr' objects |
| ecdattr.pairs_polar | Create a list of basic 'ecdattr' objects in polar coordinate |
| ecdb | Constructor of ecdb class for the elliptic database |
| ecdb-class | setClass for ecdb class |
| ecdb.dbSendQuery | Send query to the elliptic database |
| ecdb.protectiveCommit | Protective commit |
| ecd.ccdf | Complementary CDF of ecd |
| ecd.cdf | CDF of ecd |
| ecd-class | The ecd class |
| ecd.cubic | Generate or solve the cubic polynomial for ecd |
| ecd.cusp | Cusp constructor of ecd class |
| ecd.cusp_a2r | Conversion between alpha and gamma for cusp distribution |
| ecd.cusp_std_moment | The moments, characteristic function (CF), and moment... |
| ecd.data | Read sample data |
| ecd.data_stats | Statistics and histogram on log returns |
| ecd.df2ts | Utility to standardize timeseries from data.frame to xts |
| ecd.diff | Utility to diff a vector of numeric or mpfr to get first... |
| ecd.erfq | Quartic scaled error function |
| ecd.estimate_const | Estimate the normalization constant for an ecd object |
| ecd.fit_data | Sample data fit |
| ecd.fit_ts_conf | Timeseries fitting utility |
| ecd.has_quantile | Whether the ecd object has quantile data or not |
| ecd.imgf | Incomplete MGF of ecd |
| ecd.integrate | Wrapper to integrate numeric and mpfr |
| ecd.lag | Utility to shift a vector of numeric or mpfr |
| ecd.manage_hist_tails | Manage histogram tails |
| ecd.max_kurtosis | Utility to calculate where the maximum kurtosis is on the... |
| ecd.mp2f | Wrapper to convert mpfr to numeric |
| ecd.mpfr | Wrapper to convert numeric to mpfr |
| ecd.mpfr_qagi | Utility to integrate mpfr with infinity via qagi |
| ecd.mpnum | Wrappers for ecd to maintain consistent type between mpfr and... |
| ecd.ogf | Option generating function of ecd |
| ecd-package | ecd: A package for the stable lambda distribution family. |
| ecd.pdf | Calculate the PDF of an ecd object |
| ecd.polar | Polar constructor of ecd class |
| ecdq | Constructor of ecdq class |
| ecdq-class | setClass for ecdq class |
| ecd.rational | Utility to convert a numeric to a rational |
| ecd.read_csv_by_symbol | Read csv file of sample data |
| ecd.read_symbol_conf | Read conf for sample data |
| ecd.sd | Standard deviation, variance, mean, skewness, and kurtosis of... |
| ecd.setup_const | Integration preprocessor for an ecd object |
| ecd.solve_cusp_asym | Trigonometric solution for asymmetric cusp distribution |
| ecd.stats | Compute statistics of an ecd object |
| ecd.toString | String representation of ecd |
| ecd.ts_lag_stats | Lag statistics on timeseries of log returns |
| ecd.uniroot | Uniroot wrapper |
| ecd.y0_isomorphic | The analytic solution of y(0) via isomorphic mapping. |
| ecld | Constructor of ecld class |
| ecld.cdf | CDF and CCDF of ecld |
| ecld-class | An S4 class to represent the lambda distribution |
| ecld.const | Analytic solution of the normalization constant for lambda... |
| ecld.fixed_point_SN0_atm_ki | The ATM RNO related constants and calculations in fixed point... |
| ecld.gamma | Incomplete gamma function and asymptotic expansion |
| ecld.imgf | Incomplete moment generating function (IMGF) of ecld |
| ecld.imnt | Incomplete moment (imnt) of ecld |
| ecld.ivol_ogf_star | Calculate implied volatility using star OGF and small sigma... |
| ecld.mgf_term | The term structure of ecld symmetric MGF |
| ecld.moment | The moments and MGF of ecld |
| ecld.mpnum | Wrappers for ecld to maintain consistent type between mpfr... |
| ecld.mu_D | mu_D of ecld |
| ecld.ogf | Option generating function (OGF) of ecld |
| ecld.ogf_star | Star OGF of ecld |
| ecld.op_Q | The Q operator in option pricing model |
| ecld.op_V | The O, V, U operators in option pricing model |
| ecldOrEcd-class | The ecldOrEcd class |
| ecld.pdf | Calculate the PDF of an ecld object |
| ecld.quartic_Qp | The ATM volatility and skew of Q_p in quartic model |
| ecld.quartic_Qp_atm_attr | Calculate ATM attributes from key quartic parameters |
| ecld.quartic_SN0_atm_ki | The ATM RNO related constants and calculations in quartic... |
| ecld.sd | Compute statistics analytically for an ecld object |
| ecld.sged_const | The integral solutions of SGED |
| ecld.solve | Analytic solution for y(x) in lambda distribution |
| ecld.y_slope | Analytic solution for the slope of y(x) in lambda... |
| ecop.bs_implied_volatility | Implied volatility of Black-Sholes model |
| ecop.bs_option_price | Calculate option price from implied volatility in... |
| ecop-class | An S4 class to represent the top-level option model |
| ecop.find_fixed_point_lambda_by_atm_skew | Utility to find the fixed point lambda that matches ATM skew |
| ecop.find_fixed_point_sd_by_lambda | Utility to find the fixed point stdev when lambda is given |
| ecop.from_symbol_conf | Constructor of ecop class by read conf for option sample data |
| ecop.get_ld_triple | Get triple list of ecld objects by stdev |
| ecop.opt-class | An S4 class to represent the option data and model... |
| ecop.polyfit_option | Poly fit on option prices |
| ecop.read_csv_by_symbol | Read option data csv |
| ecop.term_master_calculator | Master calculator for all the analytics of volatility smiles... |
| ecop.term_plot_3x3 | Produce 3x3 plot of volatility smiles for a date |
| ecop.vix_plot_3x3 | Produce 3x3 plot of VIX volatility smiles for a date |
| ellipticity.ecd | Ellipticity of ecd object |
| history.ecdb | List of history in the Elliptic DB |
| integrate_pdf.ecd | Integrate a function with PDF of the distribution |
| jinv.ecd | J-invariant of the elliptic curve y(x) |
| k2mnt | Conversion between cumulants and moments |
| lamp | Constructor of lamp class |
| lamp-class | An S4 class to represent the lambda process |
| lamp.generate_tau | Generate tau from stable distribution |
| lamp.plot_sim4 | Plot the simulation result in standard layout |
| lamp.qsl_fit_config | Read QSLD fit config |
| lamp.qsl_fit_plot | Plot the fit to asset returns using quartic stable lambda... |
| lamp.sd_factor | Calculate sd adjustment factor |
| lamp.simulate1 | Simulate one sequence of lambda process from stable... |
| lamp.simulate_iter | Simulate lambda process from stable distribution iteratively |
| lamp.stable_rnd_walk | Calculate the stable random walk |
| levy.dlambda | Standard Lambda distribution |
| levy.domain_coloring | Domain coloring of Laplace kernel of lambda distribution |
| levy.dskewed | Skewed Levy distribution in Levy statistics |
| moment.ecd | Compute the moment of ecd via integration |
| numericMpfr-class | The numericMpfr class |
| plot_2x2.ecd | Standard 2x2 plot for sample data |
| qsld.fit | Fit observations to QSLD via MLE |
| qsl_kurtosis_analytic | Analytic solutions on the statistics of quartic stable lambda... |
| quantilize.ecd | Add the quantile data to the ecd object |
| read.ecdb | Read API for the ecdb |
| rlaplace0 | Laplace distribution |
| sld | Constructor of sld class |
| sld-class | An S4 class to represent the stable lambda distribution |
| sld.sd | Compute statistics analytically for an sld object |
| solve.ecd | Solve the elliptic curve y(x) |
| solve_sym.ecd | Analytic solution for a symmetric elliptic curve |
| solve_trig.ecd | Trigonometric solution for a elliptic curve |
| summary.ecdb | Summary for the Elliptic DB (ECDB) |
| write.ecdb | Write API for the ecdb for a list of basic ecdattr objects |
| y_slope.ecd | Slope of y(x) |
