ecd.stats: Compute statistics of an ecd object
In ecd: Elliptic Lambda Distribution and Option Pricing Model
ecd.stats R Documentation
Compute statistics of an ecd object
Description
Compute statistics for m1, m2, m3, m4, mean, var, skewness, kurtosis.
This is used as part of ecd constructor.
Usage
ecd.stats(object, asymp.q = NULL, verbose = FALSE)
Arguments
object
an object of ecd class
asymp.q
If specified, a length-one numeric as asymptotic quantile
for the asymptotic statistics. There is a wrapper in ecd.asymp_stats
verbose
logical, display timing information, for debugging purpose.
Value
a list of m1, m2, m3, m4, mean, var, skewness, kurtosis
Author(s)
Stephen H. Lihn
Examples
d <- ecd(1,1)
ecd.stats(d)
ecd documentation built on May 10, 2022, 1:07 a.m.
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| ecd.stats | R Documentation |
Compute statistics of an ecd object
Description
Compute statistics for m1, m2, m3, m4, mean, var, skewness, kurtosis. This is used as part of ecd constructor.
Usage
ecd.stats(object, asymp.q = NULL, verbose = FALSE)
Arguments
object |
an object of ecd class |
asymp.q |
If specified, a length-one numeric as asymptotic quantile
for the asymptotic statistics. There is a wrapper in |
verbose |
logical, display timing information, for debugging purpose. |
Value
a list of m1, m2, m3, m4, mean, var, skewness, kurtosis
Author(s)
Stephen H. Lihn
Examples
d <- ecd(1,1) ecd.stats(d)
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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