ecd.diff

<p>integer, to manage padding so that the output vector has
the same length as the input. 0 for no padding,
1 to repeat the first element, -1 to repeat the last element.</p>

<p>This utility uses diff to get first derivative dy/dx.
but it handles mpfr vector properly</p>

utility

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.diff: Utility to diff a vector of numeric or mpfr to get first derivative

Description

Usage

Arguments

Value

Examples