rawdensity


  The probability density function of PSD without location parameter.
  Since there is no additional location parameter, the PDF is exactly the same as 
  what is described in the PSD paper. We use "raw" to differentiate such PDF from
  the more complicated (yet more complete) PDF with location parameter.


 PDF 

A Poisson Subordinated Distribution to capture major
leptokurtic features in log-return time series of financial
data.

rawdensity: The probability density function of PSD without location parameter

Description

Usage

Arguments

Value

References

See Also