Package: ecd
Type: Package
Title: Elliptic Distribution Based on Elliptic Curves
Version: 0.6.4
Date: 2015-12-23
Authors@R: person(given = c("Stephen", "H-T."), family = "Lihn",
                  email = "stevelihn@gmail.com", role = c("aut", "cre"))
Author: Stephen H-T. Lihn [aut, cre]
Maintainer: Stephen H-T. Lihn <stevelihn@gmail.com>
Description: An implementation of the univariate elliptic distribution
    and elliptic option pricing model. It provides detailed functionality
    and data sets for the distribution and modelling.
    Especially, it contains functions for the computation of
    density, probability, quantile, fitting procedures, option prices,
    volatility smile. It also comes with sample financial data, and plotting routines.
Depends: R (>= 3.1.2)
Imports: stats, Rmpfr, polynom, xts, zoo, optimx, moments, parallel,
        graphics, methods, yaml, RSQLite
Suggests: knitr, testthat, roxygen2, ghyp, fOptions
License: Artistic-2.0
Encoding: latin1
LazyData: true
Collate: 'ecd-adj-gamma-method.R' 'ecd-asymp-stats-method.R'
        'ecd-ccdf-method.R' 'ecd-cdf-method.R'
        'ecd-numericMpfr-class.R' 'ecdq-class.R' 'ecd-package.R'
        'ecd-class.R' 'ecd-constructor.R' 'ecd-cubic-method.R'
        'ecd-cusp-a2r-method.R' 'ecd-cusp-constructor.R'
        'ecd-cusp-std-moment-method.R' 'ecd-data-config-internal.R'
        'ecd-data-method.R' 'ecd-data-stats-method.R'
        'ecd-df2ts-method.R' 'ecd-discr-generic.R'
        'ecd-distribution-method.R' 'ecld-class.R'
        'ecd-ecldOrEcd-class.R' 'ecd-ellipticity-generic.R'
        'ecd-estimate-const-method.R' 'ecd-fit-data-method.R'
        'ecd-fit-ts-conf-method.R' 'ecd-has-quantile-method.R'
        'ecd-imgf-method.R' 'ecd-integrate-method.R'
        'ecd-integrate-pdf-generic.R' 'ecd-is-numericMpfr-internal.R'
        'ecd-jinv-generic.R' 'ecd-lag-method.R'
        'ecd-manage-hist-tails-method.R' 'ecd-max-kurtosis-method.R'
        'ecd-model-internal.R' 'ecd-moment-generic.R'
        'ecd-mp2f-method.R' 'ecd-mpfr-method.R'
        'ecd-mpfr-qagi-method.R' 'ecd-mpnum-method.R'
        'ecd-ogf-method.R' 'ecd-pdf-method.R' 'ecd-plot-2x2-generic.R'
        'ecd-polar-constructor.R' 'ecd-quantilize-generic.R'
        'ecd-rational-method.R' 'ecd-read-csv-by-symbol-method.R'
        'ecd-read-symbol-conf-method.R' 'ecd-sd-method.R'
        'ecd-setup-const-method.R' 'ecd-solve-cusp-asym-method.R'
        'ecd-solve-generic.R' 'ecd-solve-sym-generic.R'
        'ecd-solve-trig-generic.R' 'ecd-standardfit-method.R'
        'ecd-stats-method.R' 'ecd-toString-method.R'
        'ecd-ts-lag-stats-method.R' 'ecd-uniroot-method.R'
        'ecd-y-slope-generic.R' 'ecd-y0-isomorphic-method.R'
        'ecdattr-class.R' 'ecdattr-constructor.R'
        'ecdattr-enrich-method.R' 'ecdattr-pairs-method.R'
        'ecdattr-pairs-polar-method.R' 'ecdb-class.R'
        'ecdb-bootstrap-generic.R' 'ecdb-constructor.R'
        'ecdb-dbSendQuery-method.R' 'ecdb-ecdattr-generic.R'
        'ecdb-helpers-internal.R' 'ecdb-history-generic.R'
        'ecdb-protectiveCommit-method.R' 'ecdb-read-generic.R'
        'ecdb-summary-generic.R' 'ecdb-write-generic.R'
        'ecdq-constructor.R' 'ecld-cdf-method.R' 'ecld-const-method.R'
        'ecld-constructor.R' 'ecld-gamma-method.R' 'ecld-imgf-method.R'
        'ecld-imnt-method.R' 'ecld-ivol-ogf-star-method.R'
        'ecld-mgf-term-method.R' 'ecld-moment-method.R'
        'ecld-mpnum-method.R' 'ecld-mu-D-method.R' 'ecld-ogf-method.R'
        'ecld-ogf-star-method.R' 'ecld-op-V-method.R'
        'ecld-pdf-method.R' 'ecld-sd-method.R' 'ecld-sged-method.R'
        'ecld-solve-method.R' 'ecld-y-slope-method.R'
        'ecop-bs-implied-volatility-method.R'
        'ecop-bs-option-price-method.R' 'ecop-opt-class.R'
        'ecop-class.R' 'ecop-constructor.R' 'ecop-plot-option-method.R'
        'ecop-polyfit-option-method.R' 'ecop-read-csv-by-symbol.R'
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-01-04 15:59:06 UTC; hornik
Repository: CRAN
Date/Publication: 2016-01-04 17:05:41
