ecld.moment: The moments and MGF of ecld

In ecd: Elliptic Lambda Distribution and Option Pricing Model

The moments and MGF of ecld

Description

Compute the moments and MGF of ecld for mu=0 (centered), via analytical result whenever is available. SGED is supported.

Usage

ecld.moment(object, order, ignore.mu = TRUE)

ecld.mgf(object, t = 1)

ecld.mgf_by_sum(object, t = 1)

ecld.mgf_quartic(object, t = 1)

Arguments

object	an object of ecd class
order	numeric, order of the moment to be computed
ignore.mu	logical, disgard mu; otherwise, stop if mu is not zero.
t	numeric, for MGF

Value

numeric

Author(s)

Stephen H-T. Lihn

Examples

ld <- ecld(lambda=3, sigma=0.01*ecd.mp1)
ecld.moment(ld, 2)
ecld.mgf(ld)

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