ecd.ccdf: Complementary CDF of ecd

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Complementary CDF of ecd

Description

Complementary CDF of ecd, integration of PDF from x to Inf

Usage

ecd.ccdf(object, x, to.x = Inf, piece.wise = FALSE, f = NULL, verbose = FALSE)

Arguments

object	An object of ecd class
x	A numeric vector of x
to.x	A value or a vector of starting x, default Inf This is for internal use only.
piece.wise	Logical. If TRUE, use cumulative method for large array. Default to FALSE. Use it with a scalar to.x.
f	an optional extension to perform integral on function other than 1. This is for internal use only. You should use the respective wrappers.
verbose	logical, display timing information, for debugging purpose.

Value

The CCDF

Author(s)

Stephen H. Lihn

Examples

d <- ecd()
x <- seq(0, 10, by=1)
ecd.ccdf(d,x)

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