ecd.asymp_stats: Compute asymptotic statistics of an ecd object

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Compute asymptotic statistics of an ecd object

Description

The main API for asymptotic statistics. It follows the same definition of moments, except the integral of PDF is limited to a range of quantile. That is to truncate the tails. The asymptotic kurtosis is also called truncated kurtosis.

Usage

ecd.asymp_stats(object, q)

ecd.asymp_kurtosis(object, q)

Arguments

object	an object of ecd class with quantile
q	numeric vector of quantiles

Value

a list of stats list, or a vector of kurtosis

Examples

## Not run: 
    d <- ecd(1,1, with.quantile=TRUE)
    q <- 0.01
    ecd.asymp_stats(d,q)
    ecd.asymp_kurtosis(d,q)

## End(Not run)

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