LIHNPSD (version 0.2.1)

SPSD: Simple PSD constructor

Description

Construct an S3 object for PSD in double-precision or MPFR

Usage

SPSD(sigma, alpha, gamma, beta=0, mpfr=0)

Arguments

sigma

sigma value of PSD

alpha

alpha value of PSD

gamma

gamma value of PSD

beta

optional beta value of PSD for skewness

mpfr

optional mpfr precision. Default is 0, which sets all calculations in double precision. For MPFR, set it to an integer, typically one of 64, 96, 128.

Value

See Also

See also package's example for the DJIA parameters.

Examples

  # Normal distribution
  SPSD( 1,0,0 )
  # PSD that approximate DJIA
  SPSD(0.004625, 0.292645, 0.482744, -0.154049)