ladder_moment_pmf: Distribution of the first ladder moment.
In mstaniak/kendallRandomPackage: Simulate and Visualize Kendall Random Walks and Related Distributions
Description
Usage
Arguments
Value
Examples
View source: R/exact_ladder_moments.R
Description
Distribution of the first ladder moment.
Usage
1
ladder_moment_pmf(n, level, alpha, step_cdf, step_pdf)
Arguments
n
Argument to the PDF.
level
Level a to be crossed.
alpha
Alpha parameter of Kendall random walk.
step_cdf
CDF of the step distribution.
step_pdf
PDF of the step distribution.
Value
Value of PMF of the distribution of first ladder moment
Examples
1
2
prob <- ladder_moment_pmf(10, 1000, 0.5, pnorm, dnorm)
prob
mstaniak/kendallRandomPackage documentation built on Aug. 26, 2019, 6:18 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Examples
View source: R/exact_ladder_moments.R
Description
Distribution of the first ladder moment.
Usage
1 | ladder_moment_pmf(n, level, alpha, step_cdf, step_pdf)
|
Arguments
n |
Argument to the PDF. |
level |
Level a to be crossed. |
alpha |
Alpha parameter of Kendall random walk. |
step_cdf |
CDF of the step distribution. |
step_pdf |
PDF of the step distribution. |
Value
Value of PMF of the distribution of first ladder moment
Examples
1 2 | prob <- ladder_moment_pmf(10, 1000, 0.5, pnorm, dnorm)
prob
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.