ecld.sged_const: The integral solutions of SGED

Description Usage Arguments Value Author(s) Examples

Description

These integrals are mainly used as validation to analytic solutions. If you must use them, be mindful of their slower speeds.

Usage

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ecld.sged_const(object)

ecld.sged_cdf(object, x)

ecld.sged_moment(object, order)

ecld.sged_mgf(object, t = 1)

ecld.sged_imgf(object, k, t = 1, otype = "c")

ecld.sged_ogf(object, k, otype = "c")

Arguments

object

an sged object of ecld class

x

a numeric vector of x

order

numeric, order of the moment to be computed

t

numeric, for MGF and IMGF

k

a numeric vector of log-strike

otype

character, specifying option type: c (default) or p.

Value

numeric

Author(s)

Stephen H-T. Lihn

Examples

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ld <- ecld(3)
ecld.const(ld)

ecd documentation built on May 30, 2017, 5:40 a.m.

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