GeneralizedAsymmetricLaplace/man/pnormapproxEsscherLM.Rd
2014-02-16 16:48:40 -05:00

32 lines
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R

\name{pnormapproxEsscherLM}
\alias{pnormapproxEsscherLM}
\title{Normal approximation of the distribution function of the
Esscher transform of a Laplace Motion}
\usage{
pnormapproxEsscherLM(x, param, hEsscher = 0, eval.time = 1, type = "mu",
log = FALSE, start = 0)
}
\arguments{
\item{x}{vector of quantiles}
\item{param}{Parameter vector}
\item{hEsscher}{Esscher transform parameter}
\item{eval.time}{Time of the process}
\item{type}{Choose between "mu" or "kappa"
parametrization}
\item{log}{Logical for log-parameters}
\item{start}{Starting value of the process}
}
\value{
Normal distribution function approximation
}
\description{
Normal approximation of the distribution function of the
Esscher transform of a Laplace Motion
}