ecd.mpfr_qagi

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

show.warning


This utility supplements <code>Rmpfr::integrateR</code> with the quadpack qagi method to handle
integration involving infinity. Qagi is a transformation of $x/sigma=(1-t)/t$ for positive x, 
and $x/sigma=(t-1)/t$ for negative x. $t=0$ is represented by <code>.Machine$double.eps</code>.
This utility requires (a) <code>lower</code> or <code>upper</code> is <code>+/-Inf</code>; 
(b) <code>lower</code> and <code>upper</code> are of the same sign.


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.mpfr_qagi: Utility to integrate mpfr with infinity via qagi

Description

Usage

Arguments

Value