numericMpfr-class: The numericMpfr class
In ecd: Elliptic Lambda Distribution and Option Pricing Model
numericMpfr-class R Documentation
The numericMpfr class
Description
The S4 class union of numeric and mpfr, primarily used to define slots in ecd class.
The use of MPFR does not necessarily increase precision. Its major strength in ecd
is ability to handle very large numbers when studying asymptotic behavior, and
very small numbers caused by small sigma when studying high frequency option data.
Since there are many convergence issues with integrating PDF using native integrateR library,
the ecd package adds many algorithms to improve its performance. These additions
may decrease precision (knowningly or unknowningly) for the sake of increasing performance.
More research is certainly needed in order to cover a vast range of parameter space!
ecd documentation built on May 10, 2022, 1:07 a.m.
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| numericMpfr-class | R Documentation |
The numericMpfr class
Description
The S4 class union of numeric and mpfr, primarily used to define slots in ecd class. The use of MPFR does not necessarily increase precision. Its major strength in ecd is ability to handle very large numbers when studying asymptotic behavior, and very small numbers caused by small sigma when studying high frequency option data. Since there are many convergence issues with integrating PDF using native integrateR library, the ecd package adds many algorithms to improve its performance. These additions may decrease precision (knowningly or unknowningly) for the sake of increasing performance. More research is certainly needed in order to cover a vast range of parameter space!
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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