Complex Pearson Distributions

Probability mass function, distribution function, quantile function and random generation for the Complex Triparametric Pearson (CTP) and Complex Biparametric Pearson (CBP) distributions developed by Rodriguez-Avi et al (2003) , Rodriguez-Avi et al (2004) and Olmo-Jimenez et al (2018) . The package also contains maximum-likelihood fitting functions for these models.


Reference manual

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0.1.0 by Silverio Vilchez-Lopez, 2 years ago

Browse source code at

Authors: Silverio Vilchez-Lopez [aut, cre] , Maria Jose Olmo-Jimenez [aut] , Jose Rodriguez-Avi [aut]

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Imports fAsianOptions, Rdpack

See at CRAN