Man pages for ecd
Elliptic Lambda Distribution and Option Pricing Model

bootstrap.ecdbBootstrap data for the Elliptic DB (ECDB)
decThe Elliptic Distribution
discr.ecdDiscriminant of the elliptic curve y(x)
dstablecntStable Count distribution
ecdConstructor of ecd class
ecd.adj_gammaDiscriminant-adjusted gamma
ecd.asymp_statsCompute asymptotic statistics of an ecd object
ecdattrConstructor of 'ecdattr' class for the Elliptic Database...
ecdattr-classAn S4 class to represent the 'ecdattr' row in the Elliptic...
ecdattr.enrichEnrich a basic 'ecdattr' object
ecdattr.pairsCreate a list of basic 'ecdattr' objects
ecdattr.pairs_polarCreate a list of basic 'ecdattr' objects in polar coordinate
ecdbConstructor of ecdb class for the elliptic database
ecdb-classsetClass for ecdb class
ecdb.dbSendQuerySend query to the elliptic database
ecdb.protectiveCommitProtective commit
ecd.ccdfComplementary CDF of ecd
ecd.cdfCDF of ecd
ecd-classThe ecd class
ecd.cubicGenerate or solve the cubic polynomial for ecd
ecd.cuspCusp constructor of ecd class
ecd.cusp_a2rConversion between alpha and gamma for cusp distribution
ecd.cusp_std_momentThe moments, characteristic function (CF), and moment...
ecd.dataRead sample data
ecd.data_statsStatistics and histogram on log returns
ecd.df2tsUtility to standardize timeseries from data.frame to xts
ecd.diffUtility to diff a vector of numeric or mpfr to get first...
ecd.erfqQuartic scaled error function
ecd.estimate_constEstimate the normalization constant for an ecd object
ecd.fit_dataSample data fit
ecd.fit_ts_confTimeseries fitting utility
ecd.has_quantileWhether the ecd object has quantile data or not
ecd.imgfIncomplete MGF of ecd
ecd.integrateWrapper to integrate numeric and mpfr
ecd.lagUtility to shift a vector of numeric or mpfr
ecd.manage_hist_tailsManage histogram tails
ecd.max_kurtosisUtility to calculate where the maximum kurtosis is on the...
ecd.mp2fWrapper to convert mpfr to numeric
ecd.mpfrWrapper to convert numeric to mpfr
ecd.mpfr_qagiUtility to integrate mpfr with infinity via qagi
ecd.mpnumWrappers for ecd to maintain consistent type between mpfr and...
ecd.ogfOption generating function of ecd
ecd-packageecd: A package for the elliptic distribution.
ecd.pdfCalculate the PDF of an ecd object
ecd.polarPolar constructor of ecd class
ecdqConstructor of ecdq class
ecdq-classsetClass for ecdq class
ecd.rationalUtility to convert a numeric to a rational
ecd.read_csv_by_symbolRead csv file of sample data
ecd.read_symbol_confRead conf for sample data
ecd.sdStandard deviation, variance, mean, skewness, and kurtosis of...
ecd.setup_constIntegration preprocessor for an ecd object
ecd.solve_cusp_asymTrigonometric solution for asymmetric cusp distribution
ecd.statsCompute statistics of an ecd object
ecd.toStringString representation of ecd
ecd.ts_lag_statsLag statistics on timeseries of log returns
ecd.unirootUniroot wrapper
ecd.y0_isomorphicThe analytic solution of y(0) via isomorphic mapping.
ecldConstructor of ecld class
ecld.cdfCDF and CCDF of ecld
ecld-classAn S4 class to represent the lambda distribution
ecld.constAnalytic solution of the normalization constant for lambda...
ecld.fixed_point_SN0_atm_kiThe ATM RNO related constants and calculations in fixed point...
ecld.gammaIncomplete gamma function and asymptotic expansion
ecld.imgfIncomplete moment generating function (IMGF) of ecld
ecld.imntIncomplete moment (imnt) of ecld
ecld.ivol_ogf_starCalculate implied volatility using star OGF and small sigma...
ecld.mgf_termThe term structure of ecld symmetric MGF
ecld.momentThe moments and MGF of ecld
ecld.mpnumWrappers for ecld to maintain consistent type between mpfr...
ecld.mu_Dmu_D of ecld
ecld.ogfOption generating function (OGF) of ecld
ecld.ogf_starStar OGF of ecld
ecld.op_QThe Q operator in option pricing model
ecld.op_VThe O, V, U operators in option pricing model
ecldOrEcd-classThe ecldOrEcd class
ecld.pdfCalculate the PDF of an ecld object
ecld.quartic_QpThe ATM volatility and skew of Q_p in quartic model
ecld.quartic_Qp_atm_attrCalculate ATM attributes from key quartic parameters
ecld.quartic_SN0_atm_kiThe ATM RNO related constants and calculations in quartic...
ecld.sdCompute statistics analytically for an ecld object
ecld.sged_constThe integral solutions of SGED
ecld.solveAnalytic solution for y(x) in lambda distribution
ecld.y_slopeAnalytic solution for the slope of y(x) in lambda...
ecop.bs_implied_volatilityImplied volatility of Black-Sholes model
ecop.bs_option_priceCalculate option price from implied volatility in...
ecop-classAn S4 class to represent the top-level option model
ecop.find_fixed_point_lambda_by_atm_skewUtility to find the fixed point lambda that matches ATM skew
ecop.find_fixed_point_sd_by_lambdaUtility to find the fixed point stdev when lambda is given
ecop.from_symbol_confConstructor of ecop class by read conf for option sample data
ecop.get_ld_tripleGet triple list of ecld objects by stdev
ecop.opt-classAn S4 class to represent the option data and model...
ecop.plot_optionPlot option chain charts using conf from option sample data
ecop.polyfit_optionPoly fit on option prices
ecop.read_csv_by_symbolRead option data csv
ecop.term_master_calculatorMaster calculator for all the analytics of volatility smiles...
ecop.term_plot_3x3Produce 3x3 plot of volatility smiles for a date
ecop.vix_plot_3x3Produce 3x3 plot of VIX volatility smiles for a date
ellipticity.ecdEllipticity of ecd object
history.ecdbList of history in the Elliptic DB
integrate_pdf.ecdIntegrate a function with PDF of the distribution
jinv.ecdJ-invariant of the elliptic curve y(x)
k2mntConversion between cumulants and moments
lampConstructor of lamp class
lamp-classAn S4 class to represent the lambda process
lamp.generate_tauGenerate tau from stable distribution
lamp.plot_sim4Plot the simulation result in standard layout
lamp.qsl_fit_configRead QSLD fit config
lamp.qsl_fit_plotPlot the fit to asset returns using quartic stable lambda...
lamp.sd_factorCalculate sd adjustment factor
lamp.simulate1Simulate one sequence of lambda process from stable...
lamp.simulate_iterSimulate lambda process from stable distribution iteratively
lamp.stable_rnd_walkCalculate the stable random walk
levy.dlambdaStandard Lambda distribution
levy.domain_coloringDomain coloring of Laplace kernel of lambda distribution
levy.dskewedSkewed Levy distribution in Levy statistics
moment.ecdCompute the moment of ecd via integration
numericMpfr-classThe numericMpfr class
plot_2x2.ecdStandard 2x2 plot for sample data
quantilize.ecdAdd the quantile data to the ecd object
read.ecdbRead API for the ecdb
rlaplace0Laplace distribution
rlihnlapLihn-Laplace process and distribution
rqslStable lambda distribution
solve.ecdSolve the elliptic curve y(x)
solve_sym.ecdAnalytic solution for a symmetric elliptic curve
solve_trig.ecdTrigonometric solution for a elliptic curve
summary.ecdbSummary for the Elliptic DB (ECDB)
write.ecdbWrite API for the ecdb for a list of basic ecdattr objects
y_slope.ecdSlope of y(x)
ecd documentation built on May 2, 2019, 6:45 a.m.