Man pages for mstaniak/kendallRandomPackage
Simulate and Visualize Kendall Random Walks and Related Distributions

dkendPDF of Kendall stable distribution
estimate_stable_alphaFit alpha parameter using MLE for distribution with one...
fit_kendallFit stable Kendall distribution for given data and m_alpha...
fit_separateFunction for fitting stable Kendall distribution separately...
fit_stable_alphaFit stable Kendall distribution with one parameter (alpha)
full_loglik_gradientGradient of minus loglikelihood for stable Kendall...
full_minus_loglikNegative loglikelihood for stable Kendall distr. with 3...
g_functionFunction G(t) - Williamson transform taken at point 1/t.
g_function_singleFunction G(t) - Williamson transform taken at point 1/t.
kendall_loglikLog-likelihood for stable kendall distribution with m_alpha =...
kendallRandomWalkskendallRandomWalks: explore and visualize Kendall random...
ladder_heightEstimate the distribution of first ladder height for given...
ladder_momentEstimate the distribution of first ladder moment for given...
ladder_moment_pmfDistribution of the first ladder moment.
mutate_kendall_rwMutate each trajectory.
pkendCDF of Kendall stable distribution
pkendSymCDF of symmetrical Kendall stable distribution
plot.kendall_barrier_crossingGeneric function for plotting results of ladder_moment...
plot.kendall_fitQQ-plot for the result of fitting stable Kendall distribtion.
plot.kendall_simulationGeneric function that draws simulated trajectories of Kendall...
print.kendall_barrier_crossingGeneric function for printing result of ladder_moment...
print.kendall_simulationGeneric function that prints information about simulated...
qkendQuantiles of Kendall stable distribution
qkendSymQuantiles of symmetrical Kendall stable distribution
QnHelper function
rkendPseudo-random number from Kendall stable distribution
simulate_kendall_rwSimulate multiple trajectories of Kendall random walk
simulateOneTrajectorySimulate one trajectory ofa Kendall random walk
summarise_kendall_rwCalculate some characteristic for every simulated instance.
transform_kendall_rwTransforming (scaling and shifting) Kendall random walks
UHelper function
ZHelper function: min/max
mstaniak/kendallRandomPackage documentation built on July 15, 2018, 9:37 a.m.