Package: ecd
Type: Package
Title: Elliptic Distribution and Lambda Option Pricing Model
Version: 0.8.2
Date: 2016-07-09
Authors@R: person(given = c("Stephen", "H-T."), family = "Lihn",
                  email = "stevelihn@gmail.com", role = c("aut", "cre"))
Author: Stephen H-T. Lihn [aut, cre]
Maintainer: Stephen H-T. Lihn <stevelihn@gmail.com>
Description: An implementation of the univariate elliptic distribution, and
    lambda option pricing model. It provides detailed functionality and data
    sets for the distribution and modelling. Especially, it contains functions
    for the computation of density, probability, quantile, fitting procedures,
    option prices, volatility smile. It also comes with sample financial data,
    and plotting routines.
URL: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2707810
Depends: R (>= 3.1.2)
Imports: stats, utils, Rmpfr (>= 0.6-0), gsl, polynom, xts, zoo,
        optimx, moments, parallel, graphics, methods, yaml, RSQLite (<=
        1.0.0), digest
Suggests: knitr, testthat, roxygen2, ghyp, fOptions, shape
License: Artistic-2.0
Encoding: latin1
LazyData: true
Collate: 'ecd-adj-gamma-method.R' 'ecd-asymp-stats-method.R'
        'ecd-ccdf-method.R' 'ecd-cdf-method.R'
        'ecd-numericMpfr-class.R' 'ecdq-class.R' 'ecd-package.R'
        'ecd-class.R' 'ecd-constructor.R' 'ecd-cubic-method.R'
        'ecd-cusp-a2r-method.R' 'ecd-cusp-constructor.R'
        'ecd-cusp-std-moment-method.R' 'ecd-data-config-internal.R'
        'ecd-data-method.R' 'ecd-data-stats-method.R'
        'ecd-df2ts-method.R' 'ecd-discr-generic.R'
        'ecd-distribution-method.R' 'ecld-class.R'
        'ecd-ecldOrEcd-class.R' 'ecd-ellipticity-generic.R'
        'ecd-erfq-method.R' 'ecd-estimate-const-method.R'
        'ecd-fit-data-method.R' 'ecd-fit-ts-conf-method.R'
        'ecd-has-quantile-method.R' 'ecd-imgf-method.R'
        'ecd-integrate-method.R' 'ecd-integrate-pdf-generic.R'
        'ecd-is-numericMpfr-internal.R' 'ecd-jinv-generic.R'
        'ecd-lag-method.R' 'ecd-manage-hist-tails-method.R'
        'ecd-max-kurtosis-method.R' 'ecd-model-internal.R'
        'ecd-moment-generic.R' 'ecd-mp2f-method.R' 'ecd-mpfr-method.R'
        'ecd-mpfr-qagi-method.R' 'ecd-mpnum-method.R'
        'ecd-ogf-method.R' 'ecd-pdf-method.R' 'ecd-plot-2x2-generic.R'
        'ecd-polar-constructor.R' 'ecd-quantilize-generic.R'
        'ecd-rational-method.R' 'ecd-read-csv-by-symbol-method.R'
        'ecd-read-symbol-conf-method.R' 'ecd-sd-method.R'
        'ecd-setup-const-method.R' 'ecd-solve-cusp-asym-method.R'
        'ecd-solve-generic.R' 'ecd-solve-sym-generic.R'
        'ecd-solve-trig-generic.R' 'ecd-standardfit-method.R'
        'ecd-stats-method.R' 'ecd-toString-method.R'
        'ecd-ts-lag-stats-method.R' 'ecd-uniroot-method.R'
        'ecd-y-slope-generic.R' 'ecd-y0-isomorphic-method.R'
        'ecdattr-class.R' 'ecdattr-constructor.R'
        'ecdattr-enrich-method.R' 'ecdattr-pairs-method.R'
        'ecdattr-pairs-polar-method.R' 'ecdb-class.R'
        'ecdb-bootstrap-generic.R' 'ecdb-constructor.R'
        'ecdb-dbSendQuery-method.R' 'ecdb-ecdattr-generic.R'
        'ecdb-helpers-internal.R' 'ecdb-history-generic.R'
        'ecdb-protectiveCommit-method.R' 'ecdb-read-generic.R'
        'ecdb-summary-generic.R' 'ecdb-write-generic.R'
        'ecdq-constructor.R' 'ecld-cdf-method.R' 'ecld-const-method.R'
        'ecld-constructor.R' 'ecld-gamma-method.R' 'ecld-imgf-method.R'
        'ecld-imnt-method.R' 'ecld-ivol-ogf-star-method.R'
        'ecld-mgf-term-method.R' 'ecld-moment-method.R'
        'ecld-mpnum-method.R' 'ecld-mu-D-method.R' 'ecld-ogf-method.R'
        'ecld-ogf-star-method.R' 'ecld-op-V-method.R'
        'ecld-pdf-method.R' 'ecld-sd-method.R' 'ecld-sged-method.R'
        'ecld-solve-method.R' 'ecld-y-slope-method.R'
        'ecld.quartic-Qp-method.R' 'ecld.quartic-RN0-method.R'
        'ecld.quartic_Qp_atm_attr.R'
        'ecop-bs-implied-volatility-method.R'
        'ecop-bs-option-price-method.R' 'ecop-opt-class.R'
        'ecop-class.R' 'ecop-constructor.R' 'ecop-plot-option-method.R'
        'ecop-polyfit-option-method.R' 'ecop-read-csv-by-symbol.R'
        'ecop-term-master-calculator-method.R'
        'ecop-term-plot-3x3-method.R'
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-07-10 03:07:22 UTC; slihn
Repository: CRAN
Date/Publication: 2016-07-10 16:58:53
Built: R 3.2.5; ; 2016-11-27 15:34:50 UTC; windows
