R/kendallRandomPackage.R

In mstaniak/kendallRandomPackage: Simulate and Visualize Kendall Random Walks and Related Distributions

#' kendallRandomWalks: explore and visualize Kendall random walks.
#'
#' 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.
#'
#' @section Important functions:
#' \code{\link{simulate_kendall_rw}} simulates Kendall random walks.
#'
#' \code{\link{transform_kendall_rw}} applies scaling and shift to simulated Kendall r.w-s.
#'
#' \code{\link{ladder_moment}} estimates the distribution of first ladder moment
#' by simulating Kendall random walks.
#'
#' \code{\link{ladder_height}} estimates the distribution of first ladder height
#' by simulating Kendall random walks.
#'
#' \code{\link{ladder_moment_pmf}} computes the PMF of the distribution of first
#' ladder moment.
#'
#' \code{\link{g_function}} Finds the value of G(t) numerically.
#'
#' \code{\link{pkend}}, \code{\link{dkend}}, \code{\link{qkend}}, \code{\link{rkend}}
#' give CDF, PDF, quantile function and random numbers from stable Kendall distribution.
#'
#'
#' @docType package
#' @name kendallRandomWalks
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