ecd.adj_gamma: Discriminant-adjusted gamma

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Discriminant-adjusted gamma

Description

Adjust gamma by diescriminant conversion formula so that the critical line is a straight 45-degree line. The inverse adjustment is also provided.

Usage

ecd.adj_gamma(gamma)

ecd.adj2gamma(adj_gamma)

Arguments

gamma	numeric, the gamma paramter
adj_gamma	numeric, the disciminant-adjusted gamma

Value

adjusted gamma (or the reverse of adjustment)

Examples

gamma2 <- ecd.adj_gamma(c(1,2))
gamma <- ecd.adj2gamma(c(1,2))

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