ecd: Constructor of ecd class

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Constructor of ecd class

Description

Construct an ecd class by providing the required parameters. The default is the standard cusp distribution. Cusp is validated by eps = max(.Machine$double.eps*1000, 1e-28).

Usage

ecd(
  alpha = 0,
  gamma = 0,
  sigma = 1,
  beta = 0,
  mu = 0,
  cusp = 0,
  lambda = 3,
  with.stats = TRUE,
  with.quantile = FALSE,
  bare.bone = FALSE,
  verbose = FALSE
)

Arguments

alpha	numeric, the flatness parameter. Default: 0.
gamma	numeric, the sharpness parameter. Default: 0.
sigma	numeric, the scale parameter. Must be positive. Default: 1.
beta	numeric, the skewness parameter. Default: 0.
mu	numeric, the location parameter. Default: 0.
cusp	logical, indicate type of cusp. The singular points in cusp requires special handling. Default: 0, not a cusp. 1: cusp with alpha specified. 2: cusp with gamma specified.
lambda	numeric, the leading exponent for the special model. Default: 3.
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

An object of ecd class

Author(s)

Stephen H. Lihn

Examples

d <- ecd()
d <- ecd(1,1)
d <- ecd(alpha=1, gamma=1)

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