ecd-package: ecd: A package for the stable lambda distribution family.

In ecd: Elliptic Lambda Distribution and Option Pricing Model

ecd: A package for the stable lambda distribution family.

Description

The ecd package provides the core classes and functions for the stable lambda distribution family. The stable lambda distribution is implemented in dsl section. The lambda distribution uses the ecld namespace. SGED is considered part of ecld. (See ecld-class for definition.) The original elliptic lambda distribution uses the generic methods or ecd namespace. (See ecd-class for definition.) The option pricing API uses the ecop namespace. (See ecop-class for definition.) Most helper utilities are named under either ecd or ecld.

Author(s)

Stephen H-T. Lihn

See Also

The two main classes are ecd-class and ecld-class

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