moment.ecd: Compute the moment of ecd via integration

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Compute the moment of ecd via integration

Description

Compute the moment of ecd via integration between -Inf and Inf. The asymp.lower and asymp.upper parameters are used for asymptotic statistics, to study the effect of finite observations.

Usage

## S3 method for class 'ecd'
moment(
  object,
  order,
  center = FALSE,
  asymp.lower = -Inf,
  asymp.upper = Inf,
  verbose = FALSE
)

moment(
  object,
  order,
  center = FALSE,
  asymp.lower = -Inf,
  asymp.upper = Inf,
  verbose = FALSE
)

## S4 method for signature 'ecd'
moment(
  object,
  order,
  center = FALSE,
  asymp.lower = -Inf,
  asymp.upper = Inf,
  verbose = FALSE
)

Arguments

object	an object of ecd class
order	numeric. Order of the moment to be computed
center	logical. If set to TRUE, calculate central moments. Default: FALSE.
asymp.lower	numeric, lower bound for asymptotic statistics, default: -Inf.
asymp.upper	numeric, upper bound for asymptotic statistics, default: Inf.
verbose	logical, display timing information, for debugging purpose.

Value

Numeric. The moment.

Author(s)

Stephen H. Lihn

Examples

d <- ecd()
moment(d, 2)

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