The integral solutions of SGED

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)

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