ecd.mpfr_qagi

object

an R function taking a numeric first argument and
returning a numeric vector of the same length.
Returning a non-finite element will generate an error.

numeric, the lower limit of integration. Can be infinite.

lower

numeric, the upper limit of integration. Can be infinite.

upper

addtional arguments for <code>f</code>.

numeric, the suggested absolute tolerance.

abs.tol

logical, to suppress warnings or not.

show.warning

This utility supplements <code>Rmpfr::integrateR</code> with the quadpack qagi method to handle
integration involving infinity. Qagi is a transformation of $x/sigma=(1-t)/t$ for positive x, 
and $x/sigma=(t-1)/t$ for negative x. $t=0$ is represented by <code>.Machine$double.eps</code>.
This utility requires (a) <code>lower</code> or <code>upper</code> is <code>+/-Inf</code>; 
(b) <code>lower</code> and <code>upper</code> are of the same sign.

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.mpfr_qagi: Utility to integrate mpfr with infinity via qagi

Description

Usage

Arguments

Value