33 lines
634 B
R
33 lines
634 B
R
\name{cfLM}
|
|
\alias{cfLM}
|
|
\title{Characteristic function of Laplace motion}
|
|
\usage{
|
|
cfLM(u, param, time1, time2, type = "mu", log = FALSE, start = 0)
|
|
}
|
|
\arguments{
|
|
\item{u}{Transform variate}
|
|
|
|
\item{param}{Parameter vector}
|
|
|
|
\item{time1}{Start time of the process}
|
|
|
|
\item{time2}{End 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{
|
|
Characteristic function value at point u for given
|
|
parameter vector
|
|
}
|
|
\description{
|
|
Characteristic function of Laplace motion
|
|
}
|
|
\author{
|
|
Francois Pelletier
|
|
}
|
|
|