lamp.plot_sim4: Plot the simulation result in standard layout
In ecd: Elliptic Lambda Distribution and Option Pricing Model
lamp.plot_sim4 R Documentation
Plot the simulation result in standard layout
Description
Plot the simulation result in standard layout, with 4 or 6 charts
The PDF and log(PDF) histogram of Z, the lambda process.
The log(PDF) histogram of N, the stable count process.
The log(PDF) histogram of B, the binomial random walk process.
The 6-chart plot also includes the asymptotic kurtosis and stdev
vs the bps of data points dropped in Z.
Usage
lamp.plot_sim4(object)
lamp.plot_sim6(object)
Arguments
object
an object of lamp class
Value
an object of lamp class
Author(s)
Stephen H-T. Lihn
ecd documentation built on May 10, 2022, 1:07 a.m.
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| lamp.plot_sim4 | R Documentation |
Plot the simulation result in standard layout
Description
Plot the simulation result in standard layout, with 4 or 6 charts The PDF and log(PDF) histogram of Z, the lambda process. The log(PDF) histogram of N, the stable count process. The log(PDF) histogram of B, the binomial random walk process. The 6-chart plot also includes the asymptotic kurtosis and stdev vs the bps of data points dropped in Z.
Usage
lamp.plot_sim4(object) lamp.plot_sim6(object)
Arguments
object |
an object of lamp class |
Value
an object of lamp class
Author(s)
Stephen H-T. Lihn
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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