ecd.cusp_std_moment | R Documentation |
The moments of standard cusp distribution are calculated via Gamma function. The CF and MGF are calculated as sum of moment terms. The CF is a complex number. Since the terms in MGF is ultimately diverging, the sum is truncated before the terms are increasing.
ecd.cusp_std_moment(n) ecd.cusp_std_cf(t, mu = 0, sigma = 1, rel.tol = 1e-08, show.warning = FALSE) ecd.cusp_std_mgf(t, mu = 0, sigma = 1, rel.tol = 1e-07, show.warning = FALSE)
n |
integer vector specifying the n-th moments |
t |
numeric vector for CF and MGF |
mu |
length-one numeric, specifying mean for CF and MGF |
sigma |
length-one numeric, specifying volatility for CF and MGF |
rel.tol |
relative tolerance |
show.warning |
logical, to show warning or not. |
the values of the moments, CF, MGF
ecd.cusp_std_moment(c(2,4))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.