levy.dskewed: Skewed Levy distribution in Levy statistics
In ecd: Elliptic Lambda Distribution and Option Pricing Model
levy.dskewed R Documentation
Skewed Levy distribution in Levy statistics
Description
Skewed Levy distribution PDF. In our context, "skewed" means "completed asymmetric alpha-stable",
or called "one-sided alpha-stable". And we use lambda = 2/alpha.
Usage
levy.dskewed(x, lambda = 4)
Arguments
x
numeric, complex, mpfr, mpfc
lambda
numeric. Default is 4, the Levy distribution as is generally called.
Value
PDF in the same type as x
Author(s)
Stephen H. Lihn
Examples
x = seq(1,10)
y = levy.dskewed(x)
ecd documentation built on May 10, 2022, 1:07 a.m.
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| levy.dskewed | R Documentation |
Skewed Levy distribution in Levy statistics
Description
Skewed Levy distribution PDF. In our context, "skewed" means "completed asymmetric alpha-stable", or called "one-sided alpha-stable". And we use lambda = 2/alpha.
Usage
levy.dskewed(x, lambda = 4)
Arguments
x |
numeric, complex, mpfr, mpfc |
lambda |
numeric. Default is 4, the Levy distribution as is generally called. |
Value
PDF in the same type as x
Author(s)
Stephen H. Lihn
Examples
x = seq(1,10) y = levy.dskewed(x)
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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