Simulate and Visualize Kendall Random Walks and Related Distributions

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Documentation for package ‘kendallRandomWalks’ version 0.9.4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

kendallRandomWalks-package	kendallRandomWalks: explore and visualize Kendall random walks.
dkend	PDF of Kendall stable distribution
estimate_stable_alpha	Fit alpha parameter using MLE for distribution with one parameter
fit_kendall	Fit stable Kendall distribution for given data and m_alpha function.
fit_separate	Function for fitting stable Kendall distribution separately to two parts of data
fit_stable_alpha	Fit stable Kendall distribution with one parameter (alpha)
full_loglik_gradient	Gradient of minus loglikelihood for stable Kendall distribution with 3 parameters.
full_minus_loglik	Negative loglikelihood for stable Kendall distr. with 3 parameters.
g_function	Function G(t) - Williamson transform taken at point 1/t.
g_function_single	Function G(t) - Williamson transform taken at point 1/t.
kendallRandomWalks	kendallRandomWalks: explore and visualize Kendall random walks.
kendall_loglik	Log-likelihood for stable kendall distribution with m_alpha = 1
ladder_height	Estimate the distribution of first ladder height for given level
ladder_moment	Estimate the distribution of first ladder moment for given level
ladder_moment_pmf	Distribution of the first ladder moment.
mutate_kendall_rw	Mutate each trajectory.
pkend	CDF of Kendall stable distribution
pkendSym	CDF of symmetrical Kendall stable distribution
plot.kendall_barrier_crossing	Generic function for plotting results of ladder_moment function.
plot.kendall_fit	QQ-plot for the result of fitting stable Kendall distribtion.
plot.kendall_simulation	Generic function that draws simulated trajectories of Kendall random walk
plot.kendall_summary	Plot summary of Kendall random walk simulations.
print.kendall_barrier_crossing	Generic function for printing result of ladder_moment function
print.kendall_simulation	Generic function that prints information about simulated Kendall random walk
print.kendall_summary	Print summary of Kendall random walk simulations.
qkend	Quantiles of Kendall stable distribution
qkendSym	Quantiles of symmetrical Kendall stable distribution
Qn	Helper function
rkend	Pseudo-random number from Kendall stable distribution
simulateOneTrajectory	Simulate one trajectory ofa Kendall random walk
simulate_kendall_rw	Simulate multiple trajectories of Kendall random walk
summarise_kendall_rw	Calculate some characteristic for every simulated instance.
transform_kendall_rw	Transforming (scaling and shifting) Kendall random walks
U	Helper function
Z	Helper function: min/max