lamp.qsl_fit_config

lamp.qsl_fit_config_xtable

character, the top-level key for config, default to NULL.

optionally specify user's own extdata folder, default is NULL.

extdata_dir

character, optionally specify user's own config file name, default is NULL.

filename

the data frame generated from <code>lamp.qsl_fit_config</code>.

Read QSLD fit config for plot or custom fit utility.
The xtable print utility is also provided to
generate high quality latex output for publication purpose.

data

sample

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.

lamp.qsl_fit_config: Read QSLD fit config

Description

Usage

Arguments

Value

Examples