kendallRandomWalks (version 0.9.4)

ladder_moment_pmf: Distribution of the first ladder moment.

Description

Distribution of the first ladder moment.

Usage

ladder_moment_pmf(n, level, alpha, step_cdf, step_pdf)

Arguments

n

Argument to the PDF.

level

Level a to be crossed.

alpha

Alpha parameter of Kendall random walk.

step_cdf

CDF of the step distribution.

step_pdf

PDF of the step distribution.

Value

Value of PMF of the distribution of first ladder moment

Examples

# NOT RUN {
prob <- ladder_moment_pmf(10, 1000, 0.5, pnorm, dnorm)
prob


# }