ecd.cusp: Cusp constructor of ecd class

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Cusp constructor of ecd class

Description

Construct an ecd class for cusp distribution by specifying either alpha or gamma, but not both. At the moment, it can't handle beta.

Usage

ecd.cusp(
  alpha = NaN,
  gamma = NaN,
  sigma = 1,
  mu = 0,
  with.stats = TRUE,
  with.quantile = FALSE,
  bare.bone = FALSE,
  verbose = FALSE
)

Arguments

alpha	numeric, the flatness parameter. Default: NaN.
gamma	numeric, the sharpness parameter. Default: NaN.
sigma	numeric, the scale parameter. Must be positive. Default 1.
mu	numeric, the location parameter. Default: 0.
with.stats	logical, also calculate statistics, default is TRUE.
with.quantile	logical, also calculate quantile data, default is FALSE.
bare.bone	logical, skip both const and stats calculation, default is FALSE. This for debug purpose for issues on integrating e^y(x).
verbose	logical, display timing information, for debugging purpose, default is FALSE.

Value

The ecd class

Author(s)

Stephen H. Lihn

Examples

d <- ecd.cusp(alpha=1)
d <- ecd.cusp(gamma=-1)

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