R/ecld-pdf-method.R

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

#' Calculate the PDF of an ecld object
#'
#' Calculate the PDF of an ecld object
#'
#' @param object an object of ecd class
#' @param x numeric vector of \eqn{x} dimension
#'
#' @return numeric vector of the PDF
#'
#' @keywords pdf distribution
#'
#' @author Stephen H-T. Lihn
#'
#' @export
#' 
#' @importFrom gnorm dgnorm
#'
#' @examples
#' ld <- ecld(lambda=3)
#' x <- seq(-10, 10, by=1)
#' ecld.pdf(ld,x)
### <======================================================================>
"ecld.pdf" <- function(object, x)
{
    dgnorm(x, mu=object@mu, alpha=object@sigma, beta=2.0/object@lambda)
}
### <---------------------------------------------------------------------->