R: Simulate and Visualize Kendall Random Walks and Related Distributions

# Simulate and Visualize Kendall Random Walks and Related Distributions

## Documentation for package ‘kendallRandomWalks’ version 0.9.4

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## 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