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FMStable (version 0.1-4)

Finite Moment Stable Distributions

Description

Some basic procedures for dealing with log maximally skew stable distributions, which are also called finite moment log stable distributions.

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Version

Install

install.packages('FMStable')

Monthly Downloads

1,232

Version

0.1-4

License

GPL-3

Maintainer

Daniel Wilson

Last Published

June 6th, 2022

Functions in FMStable (0.1-4)

Estable

Extremal or Maximally Skew Stable Distributions
stableParameters

Setting up Parameters to Describe both Extremal Stable Distributions and Finite Moment Log Stable Distributions
impliedVolatility

Computations Regarding Value of Options for Log Normal Distributions
optionValues

Values of Options over Finite Moment Log Stable Distributions
Gstable

General Stable Distributions
FMstable

Finite Moment Log Stable Distributions
moments

Convolutions of Finite Moment Log Stable Distributions and the Moments of such Distributions