ecld.cdf: CDF and CCDF of ecld
In ecd: Elliptic Lambda Distribution and Option Pricing Model
ecld.cdf R Documentation
CDF and CCDF of ecld
Description
The analytic solutions for CDF and CCDF of ecld, if available.
ecld.cdf_gamma is a sub-module with the CDF expressed as
incomplete gamma function.
SGED is supported only in ecld.cdf and ecld.ccdf.
Usage
ecld.cdf(object, x)
ecld.ccdf(object, x)
ecld.cdf_integrate(object, x)
ecld.cdf_gamma(object, x)
Arguments
object
an object of ecld class
x
a numeric vector of x
Value
The CDF or CCDF vector
Author(s)
Stephen H. Lihn
Examples
ld <- ecld(sigma=0.01*ecd.mp1)
x <- seq(-0.1, 0.1, by=0.01)
ecld.cdf(ld,x)
ecd documentation built on May 10, 2022, 1:07 a.m.
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| ecld.cdf | R Documentation |
CDF and CCDF of ecld
Description
The analytic solutions for CDF and CCDF of ecld, if available.
ecld.cdf_gamma is a sub-module with the CDF expressed as
incomplete gamma function.
SGED is supported only in ecld.cdf and ecld.ccdf.
Usage
ecld.cdf(object, x) ecld.ccdf(object, x) ecld.cdf_integrate(object, x) ecld.cdf_gamma(object, x)
Arguments
object |
an object of ecld class |
x |
a numeric vector of |
Value
The CDF or CCDF vector
Author(s)
Stephen H. Lihn
Examples
ld <- ecld(sigma=0.01*ecd.mp1) x <- seq(-0.1, 0.1, by=0.01) ecld.cdf(ld,x)
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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