dec: The Elliptic Distribution

In ecd: Elliptic Lambda Distribution and Option Pricing Model

The Elliptic Distribution

Description

Density, distribution function, quantile function, and random generation for the univariate elliptic distribution.

Usage

dec(x, object = ecd())

pec(q, object = ecd())

qec(p, object = ecd(with.quantile = TRUE), debug = FALSE)

rec(n, object = ecd(with.quantile = TRUE))

Arguments

x	numeric vector of quantiles.
object	an object of ecd-class. To achieve high performance for qec and rec, it should be created with with.quantile=TRUE.
q	numeric vector of quantiles.
p	numeric vector of probabilities.
debug	logical, whether to print debug message, default is FALSE.
n	number of observations.

Value

dec gives the density, pec gives the distribution function, qec gives the quantile function, rec generates random deviates.

Author(s)

Stephen H. Lihn

Examples

d <- ecd(with.quantile=TRUE)
x <- seq(-20, 20, by=5)
dec(x,d)
pec(x,d)
p <- c(0.0001, 0.001, 0.01, 0.99, 0.999, 0.9999)
qec(p,d)
rec(100,d)

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