Man pages for kendallRandomWalks
Simulate and Visualize Kendall Random Walks and Related Distributions
| dkend | PDF of Kendall stable distribution |
| estimate_stable_alpha | Fit alpha parameter using MLE for distribution with one... |
| fit_kendall | Fit stable Kendall distribution for given data and m_alpha... |
| fit_separate | Function for fitting stable Kendall distribution separately... |
| fit_stable_alpha | Fit stable Kendall distribution with one parameter (alpha) |
| full_loglik_gradient | Gradient of minus loglikelihood for stable Kendall... |
| full_minus_loglik | Negative loglikelihood for stable Kendall distr. with 3... |
| g_function | Function G(t) - Williamson transform taken at point 1/t. |
| g_function_single | Function G(t) - Williamson transform taken at point 1/t. |
| kendall_loglik | Log-likelihood for stable kendall distribution with m_alpha =... |
| kendallRandomWalks | kendallRandomWalks: explore and visualize Kendall random... |
| ladder_height | Estimate the distribution of first ladder height for given... |
| ladder_moment | Estimate the distribution of first ladder moment for given... |
| ladder_moment_pmf | Distribution of the first ladder moment. |
| mutate_kendall_rw | Mutate each trajectory. |
| pkend | CDF of Kendall stable distribution |
| pkendSym | CDF of symmetrical Kendall stable distribution |
| plot.kendall_barrier_crossing | Generic function for plotting results of ladder_moment... |
| plot.kendall_fit | QQ-plot for the result of fitting stable Kendall distribtion. |
| plot.kendall_simulation | Generic function that draws simulated trajectories of Kendall... |
| plot.kendall_summary | Plot summary of Kendall random walk simulations. |
| print.kendall_barrier_crossing | Generic function for printing result of ladder_moment... |
| print.kendall_simulation | Generic function that prints information about simulated... |
| print.kendall_summary | Print summary of Kendall random walk simulations. |
| qkend | Quantiles of Kendall stable distribution |
| qkendSym | Quantiles of symmetrical Kendall stable distribution |
| Qn | Helper function |
| rkend | Pseudo-random number from Kendall stable distribution |
| simulate_kendall_rw | Simulate multiple trajectories of Kendall random walk |
| simulateOneTrajectory | Simulate one trajectory ofa Kendall random walk |
| summarise_kendall_rw | Calculate some characteristic for every simulated instance. |
| transform_kendall_rw | Transforming (scaling and shifting) Kendall random walks |
| U | Helper function |
| Z | Helper function: min/max |
