ecd (version 0.9.2.4)

sld: Constructor of sld class

Description

Construct an sld-class by providing the required parameters. The qsld constructor is also provided by hiding and defaulting lambda to 4.

Usage

sld(t = 1, nu0 = 0, theta = 1, convo = 1, beta.a = 0, mu = 0, lambda = 4)
qsld(t = 1, nu0 = 0, theta = 1, convo = 1, beta.a = 0, mu = 0)

Arguments

t

numeric, the time parameter. Must be positive. Default: 1.

nu0

numeric, the floor volatility parameter. Must be positive. Default: 0.

theta

numeric, the volatility scale parameter. Must be positive. Default: 1.

convo

numeric, the convolution parameter. Must be positive. Default: 1.

beta.a

numeric, the skewness parameter. Default: 0.

mu

numeric, the location parameter. Default: 0.

lambda

numeric, the lambda parameter. Must be positive. Default: 4.

Value

an object of sld class

Examples

# NOT RUN {
d <- sld()
d <- qsld()

# }