ladder_moment_pmf {kendallRandomWalks} | R Documentation |
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
prob <- ladder_moment_pmf(10, 1000, 0.5, pnorm, dnorm)
prob
[Package kendallRandomWalks version 0.9.4 Index]