integrateSubIntervals: Integrate the subinterval for the given cumulative...

Description Usage Arguments Value Author(s)

Description

Integrate the subinterval for the given cumulative distribution function to get the equivalent probability

Usage

1

Arguments

x

a vector containing the data points

cdf

the cumulative distribution function

Value

p a vector containing the cdf evaluated for each of the subintervals

Author(s)

Ram Ahluwalia ram@wingedfootcapital.com


R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.