ecd.polar: Polar constructor of ecd class

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Polar constructor of ecd class

Description

Construct an ecd class by specifying R and theta. They are converted to alpha and gamma, then passed onto the ecd constructor.

Usage

ecd.polar(
  R = NaN,
  theta = NaN,
  sigma = 1,
  beta = 0,
  mu = 0,
  cusp = 0,
  with.stats = TRUE,
  with.quantile = FALSE,
  bare.bone = FALSE,
  verbose = FALSE
)

Arguments

R	numeric, the radius parameter. Default is NaN.
theta	numeric, the angle parameter. Default: NaN.
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 (0,1,2).
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.polar(R=1, theta=0.5*pi)

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