Description Usage Arguments Value Author(s) Examples

Construct an ecld class by providing the required parameters.
The default is the standard symmetric cusp distribution.
The default also doesn't calculate any ecd extension.
`ecld.from`

allows you to pass the parameters from an existing ecd object.
`ecld.validate`

checks if an object is ecld class.
`ecld.quartic`

is a convenient constructor designed for quartic distribution.
`ecld.from_sd`

calculates sigma from a given sd and renders a vanila ecld object.

1 2 3 4 5 6 7 8 9 10 11 12 | ```
ecld(lambda = 3, sigma = 1, beta = 0, mu = 0, epsilon = NaN,
rho = NaN, with.ecd = FALSE, with.mu_D = FALSE, with.RN = FALSE,
is.sged = FALSE, verbose = FALSE)
ecld.from(object, with.ecd = FALSE, with.mu_D = FALSE, with.RN = FALSE,
verbose = FALSE)
ecld.validate(object, sged.allowed = FALSE, sged.only = FALSE)
ecld.quartic(sigma, epsilon, rho, mu_plus_ratio = NaN, mu_plus = NaN)
ecld.from_sd(lambda = 3, sd = 1, beta = 0, mu = 0)
``` |

`lambda` |
numeric, the lambda parameter. Must be positive. Default: 3. |

`sigma` |
numeric, the scale parameter. Must be positive. Default: 1. |

`beta` |
numeric, the skewness parameter. Default: 0. |

`mu` |
numeric, the location parameter. Default: 0. |

`epsilon` |
The supplemental residual premium for lambda transformation. It is default to NaN in ecld constructor since its meaning is not defined. |

`rho` |
The supplemental momentum shift for lambda transformation. It is default to NaN in ecld constructor since its meaning is not defined. |

`with.ecd` |
logical, also calculate the ecd object, default is |

`with.mu_D` |
logical, also calculate the ecd risk-neutral drift, default is |

`with.RN` |
logical, also calculate the risk-neutral ecd object, default is |

`is.sged` |
logical, if |

`verbose` |
logical, display timing information, for debugging purpose, default is |

`object` |
an object of ecld class |

`sged.allowed` |
logical, used in |

`sged.only` |
logical, used in |

`mu_plus, mu_plus_ratio` |
numeric, excess value in addition to |

`sd` |
numeric, the scale parameter expressed in stdev instead of sigma. Internally,
It is converted to sigma via |

an object of ecld class

Stephen H-T. Lihn

1 2 3 | ```
ld <- ecld()
ld <- ecld(2, 0.01)
ld <- ecld.from_sd(3, 0.1)
``` |

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