rlaplace0: Laplace distribution

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Laplace distribution

Description

Implements some aspects of Laplace distribution (based on stats package) for stable random walk simulation.

Usage

rlaplace0(n, b = 1)

dlaplace0(x, b = 1)

Arguments

n	numeric, number of observations.
b	numeric, the scale parameter, where the variance is 2*b^2.
x	numeric, vector of responses.

Value

numeric, standard convention is followed: d* returns the density, p* returns the distribution function, q* returns the quantile function, and r* generates random deviates.

Author(s)

Stephen H-T. Lihn

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