lamp.simulate1: Simulate one sequence of lambda process from stable...
In ecd: Elliptic Lambda Distribution and Option Pricing Model
lamp.simulate1 R Documentation
Simulate one sequence of lambda process from stable distribution
Description
Simulate lambda process from one random sequence representing the stable random walk process.
Usage
lamp.simulate1(object, drop = 10, keep.tau = 1)
Arguments
object
an object of lamp class
drop
numeric, number of tau to discard at the end. Default is 10.
keep.tau
numeric, 0 to clean up, 1 to return unused tau, 2 to return all tau. Default is 1.
Value
an object of lamp class with Z, B, N populated
Author(s)
Stephen H-T. Lihn
Examples
lp <- lamp(4, T.inf=8640, rnd.n=100000)
lp1 <- lamp.simulate1(lp)
ecd documentation built on May 10, 2022, 1:07 a.m.
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| lamp.simulate1 | R Documentation |
Simulate one sequence of lambda process from stable distribution
Description
Simulate lambda process from one random sequence representing the stable random walk process.
Usage
lamp.simulate1(object, drop = 10, keep.tau = 1)
Arguments
object |
an object of lamp class |
drop |
numeric, number of tau to discard at the end. Default is 10. |
keep.tau |
numeric, 0 to clean up, 1 to return unused tau, 2 to return all tau. Default is 1. |
Value
an object of lamp class with Z, B, N populated
Author(s)
Stephen H-T. Lihn
Examples
lp <- lamp(4, T.inf=8640, rnd.n=100000) lp1 <- lamp.simulate1(lp)
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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