ExtendedChiarella: Title

In Michael-Whitehouse/ExtChiarella: What the package does (short line)

Description

Title

Usage

ExtendedChiarella(
  N,
  kappa,
  beta,
  sigma_n,
  sigma_v,
  g,
  v0,
  p0,
  m0,
  alpha,
  gamma
)

Arguments

N	length of trajectory
kappa	Fundamentalist Coefficient
beta	Chartist Coefficient
sigma_n	Noise trader volitility
sigma_v	Value signal volitility
g	Growth
v0	Initial fundamental value
p0	Initial Price
m0	Initial momentum
alpha	Smoothing parameter
gamma	Trend signal saturation parameter

Examples

f

Michael-Whitehouse/ExtChiarella documentation built on March 6, 2021, 12:24 a.m.