ecd (version 0.6.4)

ecld.sged_const: The integral solutions of SGED

Description

These integrals are mainly used as validation to analytic solutions. If you must use them, be mindful of their slower speeds.

Usage

ecld.sged_const(object)
ecld.sged_cdf(object, x)
ecld.sged_moment(object, order)
ecld.sged_mgf(object, t = 1)
ecld.sged_imgf(object, k, t = 1, otype = "c")
ecld.sged_ogf(object, k, otype = "c")

Arguments

object

an sged object of ecld class

x

a numeric vector of x

order

numeric, order of the moment to be computed

t

numeric, for MGF and IMGF

k

a numeric vector of log-strike

otype

character, specifying option type: c (default) or p.

Value

numeric

Examples

ld <- ecld(3)
ecld.const(ld)