sld | R Documentation |
Construct an sld-class
by providing the required parameters.
The qsld
constructor is also provided by hiding and defaulting lambda to 4.
sld(t = 1, nu0 = 0, theta = 1, convo = 1, beta.a = 0, mu = 0, lambda = 4) qsld(t = 1, nu0 = 0, theta = 1, convo = 1, beta.a = 0, mu = 0)
t |
numeric, the time parameter. Must be positive. Default: 1. |
nu0 |
numeric, the floor volatility parameter. Must be positive. Default: 0. |
theta |
numeric, the volatility scale parameter. Must be positive. Default: 1. |
convo |
numeric, the convolution parameter. Must be positive. Default: 1. |
beta.a |
numeric, the skewness parameter. Default: 0. |
mu |
numeric, the location parameter. Default: 0. |
lambda |
numeric, the lambda parameter. Must be positive. Default: 4. |
an object of sld class
Stephen H-T. Lihn
d <- sld() d <- qsld()
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