ecd.integrate

An object of ecd class. This object can be bare-boned.

object

An R function taking a numeric first argument and
returning a numeric vector of the same length.
Returning a non-finite element will generate an error.

Numeric, the lower limit of integration. Can be infinite.

lower

Numeric, the upper limit of integration. Can be infinite.

upper

numeric, the suggested absolute tolerance.

abs.tol

logical, to use quadpack qagi transformation for infinity.

mpfr.qagi

show.warning


The wrapper handles chooses to to use <code>integrate</code> for numeric;
or to use <code>integrateR</code> for mpfr. Since the later doesn't allow
infinity, there is a special handling to replace infinity with a large
multiple of <code>sigma</code>.


utility

An implementation of the univariate elliptic distribution
and elliptic 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.

ecd.integrate: Wrapper to integrate numeric and mpfr

Description

Usage

Arguments

Value