ecd.max_kurtosis: Utility to calculate where the maximum kurtosis is on the...
In ecd: Elliptic Lambda Distribution and Option Pricing Model
ecd.max_kurtosis R Documentation
Utility to calculate where the maximum kurtosis is on the positive j=0 line
Description
This utility calculates the kurtosis for alpha from 2.85 to 3.00. Then
the location and value of maximum kurtosis is presented.
Usage
ecd.max_kurtosis(jinv = 0)
Arguments
jinv
specify 0 (default) or 1728.
Value
numeric vector, in which the first element is alpha,
and the second element is the maximum kurtosis.
Author(s)
Stephen H-T. Lihn
Examples
## Not run:
k <- ecd.max_kurtosis()
alpha <- k[1]
kurtosis <- k[2]
## End(Not run)
ecd documentation built on May 10, 2022, 1:07 a.m.
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| ecd.max_kurtosis | R Documentation |
Utility to calculate where the maximum kurtosis is on the positive j=0 line
Description
This utility calculates the kurtosis for alpha from 2.85 to 3.00. Then the location and value of maximum kurtosis is presented.
Usage
ecd.max_kurtosis(jinv = 0)
Arguments
jinv |
specify 0 (default) or 1728. |
Value
numeric vector, in which the first element is alpha, and the second element is the maximum kurtosis.
Author(s)
Stephen H-T. Lihn
Examples
## Not run:
k <- ecd.max_kurtosis()
alpha <- k[1]
kurtosis <- k[2]
## End(Not run)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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