lamp.generate_tau: Generate tau from stable distribution
In ecd: Elliptic Lambda Distribution and Option Pricing Model
lamp.generate_tau R Documentation
Generate tau from stable distribution
Description
Generate tau, a random sequence representing the stable random walk process.
Usage
lamp.generate_tau(object)
Arguments
object
an object of lamp class
Value
an object of lamp class with tau populated, tau_i is set to 1.
Author(s)
Stephen H-T. Lihn
Examples
lp <- lamp(4, rnd.n=10)
lp1 <- lamp.generate_tau(lp)
lp1@tau
ecd documentation built on May 10, 2022, 1:07 a.m.
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| lamp.generate_tau | R Documentation |
Generate tau from stable distribution
Description
Generate tau, a random sequence representing the stable random walk process.
Usage
lamp.generate_tau(object)
Arguments
object |
an object of lamp class |
Value
an object of lamp class with tau populated, tau_i is set to 1.
Author(s)
Stephen H-T. Lihn
Examples
lp <- lamp(4, rnd.n=10) lp1 <- lamp.generate_tau(lp) lp1@tau
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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