Description Important functions
Kendall random walks are Markov processes generated by the Kendall convolution. This package helps simulate and visualize these random walks and associated distributions. It also provides function to fit these distributions to data.
simulate_kendall_rw
simulates Kendall random walks.
transform_kendall_rw
applies scaling and shift to simulated Kendall r.w-s.
ladder_moment
estimates the distribution of first ladder moment
by simulating Kendall random walks.
ladder_height
estimates the distribution of first ladder height
by simulating Kendall random walks.
ladder_moment_pmf
computes the PMF of the distribution of first
ladder moment.
g_function
Finds the value of G(t) numerically.
pkend
, dkend
, qkend
, rkend
give CDF, PDF, quantile function and random numbers from stable Kendall distribution.
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