Generate or solve the cubic polynomial for ecd
Read csv file of sample data
An S4 class to represent the top-level option model
Constructor of ecdb class for the elliptic database
Polar constructor of ecd class
Utility to convert a numeric to a rational
Incomplete gamma function and asymptotic expansion
Standard 2x2 plot for sample data
ecop.bs_implied_volatility
Implied volatility of Black-Sholes model
Wrapper to convert mpfr to numeric
Create a list of basic ecdattr objects in polar coordinate
List of history in the Elliptic DB
J-invariant of the elliptic curve $y(x)$
Compute statistics of an ecd object
The moments, characteristic function (CF), and moment generating function (MGF)
of standard cusp distribution.
String representation of ecd
Standard deviation, variance, mean, skewness, and kurtosis of ecd
Timeseries fitting utility
Constructor of ecld class
Constructor of ecdq class
Integrate a function with PDF of the distribution
mu_D of ecld
Analytic solution for $y(x)$ in lambda distribution
Wrapper to convert numeric to mpfr
Constructor of ecd class
Read conf for sample data
Wrappers for ecd to maintain consistent type between mpfr and numeric
Protective commit
Incomplete moment (imnt) of ecld
Compute the moment of ecd via integration
Trigonometric solution for asymmetric cusp distribution
Summary for the Elliptic DB (ECDB)
The Elliptic Distribution
Complementary CDF of ecd
CDF of ecd
Cusp constructor of ecd class
An S4 class to represent the lambda distribution
CDF and CCDF of ecld
An S4 class to represent the option data and model calculation
Utility to calculate where the maximum kurtosis is on the positive j=0 line
Read option data csv
The ecd class
Constructor of ecop class by read conf for option sample data
Discriminant of the elliptic curve $y(x)$
Incomplete MGF of ecd
Create a list of basic ecdattr objects
Conversion between alpha and gamma for cusp distribution
Statistics and histogram on log returns
Analytic solution for a symmetric elliptic curve
Option generating function of ecd
Manage histogram tails
setClass for ecdb class
Solve the elliptic curve $y(x)$
The analytic solution of $y(0)$ via isomorphic mapping.
ecd: A package for the elliptic distribution.
Read sample data
Enrich a basic ecdattr object
Discriminant-adjusted gamma
The term structure of ecld symmetric MGF
Send query to the elliptic database
Calculate the PDF of an ecd object
Utility to shift a vector of numeric or mpfr
Wrapper to integrate numeric and mpfr
The O, V, U operators in option pricing model
Whether the ecd object has quantile data or not
Integration preprocessor for an ecd object
Incomplete moment generating function (IMGF) of ecld
Poly fit on option prices
Read API for the ecdb
Star OGF of ecld
Constructor of ecdattr class for the Elliptic Database (ECDB)
The numericMpfr class
Estimate the normalization constant for an ecd object
Uniroot wrapper
Wrappers for ecld to maintain consistent type between mpfr and numeric
Option generating function (OGF) of ecld
setClass for ecdq class
Analytic solution of the normalization constant for lambda distribution
The moments and MGF of ecld
Trigonometric solution for a elliptic curve
Add the quantile data to the ecd object
Lag statistics on timeseries of log returns
Calculate implied volatility using star OGF and small sigma formula
Calculate option price from implied volatility in Black-Sholes model
Bootstrap data for the Elliptic DB (ECDB)
Analytic solution for the slope of $y(x)$ in lambda distribution
Plot option chain charts using conf from option sample data
Calculate the PDF of an ecld object
Utility to integrate mpfr with infinity via qagi
Sample data fit
The integral solutions of SGED
Compute asymptotic statistics of an ecd object
Write API for the ecdb for a list of basic ecdattr objects
The ecldOrEcd class
An S4 class to represent the ecdattr row in the Elliptic Database (ECDB)
Ellipticity of ecd object
Utility to standardize timeseries from data.frame to xts
Compute statistics analytically for an ecld object
Slope of $y(x)$