ladder_moment_pmf: Distribution of the first ladder moment.

In kendallRandomWalks: Simulate and Visualize Kendall Random Walks and Related Distributions

Description

Distribution of the first ladder moment.

Usage

ladder_moment_pmf(n, level, alpha, step_cdf, step_pdf)

Arguments

n	Argument to the PDF.
level	Level a to be crossed.
alpha	Alpha parameter of Kendall random walk.
step_cdf	CDF of the step distribution.
step_pdf	PDF of the step distribution.

Value

Value of PMF of the distribution of first ladder moment

Examples

prob <- ladder_moment_pmf(10, 1000, 0.5, pnorm, dnorm)
prob

kendallRandomWalks documentation built on May 2, 2019, 2:43 a.m.