ecd.fit_ts_conf

An xts object from either <code>ecd.data</code> or <code>ecd.df2ts</code>.

A nested list object, the configuration.

conf

A length-one numeric. Number of maximum iterations. Default: 1000.

iter

Logical, indicating whether to call linear regression, default = FALSE

Logical, indicating whether to save the plot to EPS, default = FALSE

eps_file

Logical, qa the standardfit_fn once.

qa.fit

Fitting timeseries with provided conf as starting set of parameters.

timeseries

Elliptic lambda distribution and lambda option pricing model
have been evolved into a framework of
stable-law inspired distributions,
such as the extended stable lambda distribution for asset return,
stable count distribution for volatility,
and Lihn-Laplace process as a leptokurtic extension of Wiener process.
This package contains functions for the computation of
density, probability, quantile, random variable, fitting procedures,
option prices, volatility smile. It also comes with sample financial data,
and plotting routines.

ecd.fit_ts_conf: Timeseries fitting utility

Description

Usage

Arguments

Value

Examples