lamp.qsl_fit_plot

character, the key(s) to retrieve configuration for plot.
If key is provided as single-row data frame, then it will be used directly as config.

logical, if true, print debug information. Default is FALSE.

debug

character, type of plot: pdf, log-pdf, qqplot. Default is <code>c("pdf","log-pdf")</code>.

plot.type

numeric, specify number of QSLD simulations for qqplot utility, default is 1000000.

qqplot.n

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

Plot the fit to asset returns using quartic stable lambda distribution

QSLD

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_plot: Plot the fit to asset returns using quartic stable lambda distribution

Description

Usage

Arguments

Value