ecd-package

<p>The ecd package provides the core classes and functions for the stable lambda distribution family.
The stable lambda distribution is implemented in <code><a rd-options="" href="/link/dsl?package=ecd&version=0.9.2.4" data-mini-rdoc="ecd::dsl">dsl</a></code> section.
The lambda distribution uses the <code>ecld</code> namespace. SGED is considered part of ecld.
(See <code><a rd-options="" href="/link/ecld-class?package=ecd&version=0.9.2.4" data-mini-rdoc="ecd::ecld-class">ecld-class</a></code> for definition.)
The original elliptic lambda distribution uses the generic methods or <code>ecd</code> namespace. 
(See <code><a rd-options="" href="/link/ecd-class?package=ecd&version=0.9.2.4" data-mini-rdoc="ecd::ecd-class">ecd-class</a></code> for definition.)
The option pricing API uses the <code>ecop</code> namespace.
(See <code><a rd-options="" href="/link/ecop-class?package=ecd&version=0.9.2.4" data-mini-rdoc="ecd::ecop-class">ecop-class</a></code> for definition.)
Most helper utilities are named under either <code>ecd</code> or <code>ecld</code>.</p>

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.

Stephen Lihn

Elliptic Lambda Distribution and Option Pricing Model

ecd-package function

<p>The ecd package provides the core classes and functions for the stable lambda distribution family.
The stable lambda distribution is implemented in <code><a rd-options='' href='dsl'>dsl</a></code> section.
The lambda distribution uses the <code>ecld</code> namespace. SGED is considered part of ecld.
(See <code><a rd-options='' href='ecld-class'>ecld-class</a></code> for definition.)
The original elliptic lambda distribution uses the generic methods or <code>ecd</code> namespace. 
(See <code><a rd-options='' href='ecd-class'>ecd-class</a></code> for definition.)
The option pricing API uses the <code>ecop</code> namespace.
(See <code><a rd-options='' href='ecop-class'>ecop-class</a></code> for definition.)
Most helper utilities are named under either <code>ecd</code> or <code>ecld</code>.</p>

ecd-package: ecd: A package for the stable lambda distribution family.

Description

Arguments

See Also