ecdb: Constructor of ecdb class for the elliptic database

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Constructor of ecdb class for the elliptic database

Description

Construct an ecdb class by providing the required parameters. The default is to use the internal database location. But the internal db is limited in size. The the elliptic database stores the stdev, kurtosis, discriminant, j-invariant, and ellipticity. for alpha and gamma between -100 and 100. Step size is 1 for -100 to 100; 0.25 for -50 to 50; 0.1 for -10 to 10; 0.025 between -6 and 1. Speical lines with step size of 0.001 for j0 and j1728 between -10 and 10; 0.01 for kmax and critical between 0 and 100. For asym1X, step size is 10 from 100 to 1000. For asym2X, step size is 100 from 1000 to 10000. For asym3X, step size is 1000 from 10000 to 60000. For polar-q1, step size is 0.025 from 0 to 20 for log2(R), and integer angles, 0-89.

Usage

ecdb(file = NULL, newdb = FALSE)

Arguments

file	Character, the full path to an elliptic database. Use "internal" to force the usage of the internal db.
newdb	Logical. If TRUE, remove existing db and create a new one. Default: FALSE.

Value

An object of ecdb class

Examples

db <- ecdb("internal")

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