levy.domain_coloring: Domain coloring of Laplace kernel of lambda distribution

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Domain coloring of Laplace kernel of lambda distribution

Description

Domain coloring on the complex plane of Laplace kernel of lambda distribution, exp(ixt) P(x), where P(x) is the PDF of a lambda distribution. This is a visualization utility to get insight how the Laplace transform works for lambda distribution. The behavior on the complex plane is deeply associated with the MGF, the skew Levy distribution, and the SaS distribution.

Usage

levy.domain_coloring(t, rec, n = 200, lambda = 4)

Arguments

t	numeric or complex
rec	numeric, define the rectangle of plot in the order of (x1, x2, y1, y2)
n	numeric, number of points per axis. Default is 200. Use 1000 for better resolution.
lambda	numeric. Default is 4, and is the only value allowed.

Value

return value of call to grid.arrange()

Author(s)

Stephen H. Lihn

Examples

## Not run: 
  levy.domain_coloring(0.1, c(-25, 50, -50, 50))
  levy.domain_coloring(0.1i, c(-25, 25, -25, 25))

## End(Not run)

ecd documentation built on May 10, 2022, 1:07 a.m.