ecd (version 0.9.1)

rlihnlap: Lihn-Laplace process and distribution

Description

Implements some aspects of Lihn-Laplace process

Usage

rlihnlap(n, t = 1, convo = 1, beta = 0, mu = 0)
dlihnlap(x, t = 1, convo = 1, beta = 0, mu = 0)
cflihnlap(s, t = 1, convo = 1, beta = 0, mu = 0)
klihnlap(t = 1, convo = 1, beta = 0, mu = 0)
dlihnlap_poly(x, t = 1, convo = 1, beta = 0, mu = 0)

Arguments

n

numeric, number of observations.

t

numeric, the time parameter, of which the variance is t.

convo

numeric, the convolution number, default is 1, which is without convolution.

beta

numeric, skewness parameter according to skewed lambda distribution, default is 0.

mu

numeric, location parameter, default is 0.

x

numeric, vector of responses.

s

numeric, vector of responses for characteristic function.

Value

numeric, standard convention is followed: d* returns the density, p* returns the distribution function, q* returns the quantile function, and r* generates random deviates. The following are our extensions: k* returns the first 4 cumulants, skewness, and kurtosis, cf* returns the characteristic function.