ecdq-class: setClass for ecdq class

In ecd: Elliptic Lambda Distribution and Option Pricing Model

setClass for ecdq class

Description

setClass for ecdq class, the quantile generator

Slots

call

the match.call slot

xseg.from,xseg.to

numeric vectors. The from and to for each x segment.

cseg.from,cseg.to

numeric vectors. The from and to for each cdf segment.

cseg.min,cseg.max

numeric. The min and max of cdf segments.

N_seg

numeric. Number of segments.

cdf.fit

A vector of lm object, one for each segment.

x_left_tail,x_right_tail

numeric. The starting x of left and right tails.

fit.left,fit.right

objects of lm class for fitting the tails.

conf

list of miscelaneous configurations. For debugging purpose.

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