ecld: Constructor of ecld class

In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution

Constructor of ecld class

Description

Construct an ecld-class by providing the required parameters. The default is the standard symmetric cusp distribution (lambda=3).

Usage

ecld(lambda = 3, sigma = 1, mu = 0, verbose = FALSE)

Arguments

lambda	numeric, the lambda parameter. Must be positive. Default: 3.
sigma	numeric, the scale parameter. Must be positive. Default: 1.
mu	numeric, the location parameter. Default: 0.
verbose	logical, display timing information, for debugging purpose, default is FALSE.

Value

an object of ecld class

Author(s)

Stephen H-T. Lihn

Examples

ld <- ecld()
ld <- ecld(2, 0.01)

ldhmm documentation built on May 29, 2024, 7:05 a.m.