Package: ecd
Type: Package
Title: Elliptic Lambda Distribution and Option Pricing Model
Version: 0.9.1
Date: 2017-09-30
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: Elliptic lambda distribution and lambda option pricing model
    have been evolved into a framework of
    stable-law inspired distributions,
    such as the extended stable lambda distribution for asset return,
    stable count distribution for volatility,
    and Lihn-Laplace process as a leptokurtic extension of Wiener process.
    This package contains functions for the computation of
    density, probability, quantile, random variable, fitting procedures,
    option prices, volatility smile. It also comes with sample financial data,
    and plotting routines.
URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3046732
Depends: R (>= 3.3.1)
Imports: stats, utils, Rmpfr (>= 0.6-0), gsl, RcppFaddeeva, polynom,
        xts, zoo, optimx, moments, stabledist, parallel, graphics,
        ggplot2, gridExtra, xtable, methods, yaml, RSQLite, 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-diff-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-fixed-point-RN0-method.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-Q-method.R'
        'ecld-op-V-method.R' 'ecld-pdf-method.R'
        'ecld-quartic-RN0-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_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-find-fixed-point-lambda-by-atm-skew-method.R'
        'ecop-find-fixed-point-sd-by-lambda-method.R'
        'ecop-get-ld-triple-method.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' 'ecop-vix-plot-3x3-method.R'
        'lamp-class.R' 'lamp-constructor.R'
        'lamp-generate-tau-method.R' 'lamp-k2mnt-method.R'
        'lamp-laplace-distribution-method.R'
        'lamp-lihnlap-distribution-method.R' 'lamp-plot-sim4-method.R'
        'lamp-qsl-fit-config-method.R' 'lamp-qsl-fit-plot-method.R'
        'lamp-sd-factor-method.R' 'lamp-simulate-iter-method.R'
        'lamp-simulate1-method.R'
        'lamp-stable-cnt-distribution-method.R'
        'lamp-stable-lambda-dist-method.R'
        'lamp-stable-rnd-walk-method.R' 'levy-dlambda-method.R'
        'levy-domain-coloring-method.R'
        'levy-dskewed-distribution-method.R'
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2017-10-02 23:12:46 UTC; slihn
Repository: CRAN
Date/Publication: 2017-10-03 19:57:50 UTC
Built: R 3.3.3; ; 2018-04-22 17:08:01 UTC; windows
