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ecd  

Elliptic Lambda Distribution and Option Pricing Model
View on CRAN: Click here


Download and install ecd package within the R console
Install from CRAN:
install.packages("ecd")

Install from Github:
library("remotes")
install_github("cran/ecd")

Install by package version:
library("remotes")
install_version("ecd", "0.9.2.4")



Attach the package and use:
library("ecd")
Maintained by
Stephen H-T. Lihn
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-01-04
Latest Update:
Description:
Elliptic lambda distribution and lambda option pricing model have been evolved into a framework of stable-law inspired distributions, such as the extended stable lambda distribution for asset return, stable count distribution for volatility, and Lihn-Laplace process as a leptokurtic extension of Wiener process. This package contains functions for the computation of density, probability, quantile, random variable, fitting procedures, option prices, volatility smile. It also comes with sample financial data, and plotting routines.
How to cite:
Stephen H-T. Lihn (2016). ecd: Elliptic Lambda Distribution and Option Pricing Model. R package version 0.9.2.4, https://cran.r-project.org/web/packages/ecd. Accessed 29 Jun. 2026.
Previous versions and publish date:
0.6.4 (2016-01-04 17:05), 0.8.2 (2016-07-10 16:58), 0.8.3 (2017-01-06 23:30), 0.9.1 (2017-10-03 21:57), 0.9.2.2 (2022-05-02 19:42), 0.9.2.4 (2022-05-09 23:10)
Other packages that cited ecd R package
View ecd citation profile
Other R packages that ecd depends, imports, suggests or enhances
Functions, R codes and Examples using the ecd R package
Some associated functions: bootstrap.ecdb . dec . discr.ecd . dsl . dstablecnt . dstdlap . ecd-class . ecd-package . ecd.adj_gamma . ecd.asymp_stats . ecd.ccdf . ecd.cdf . ecd.cubic . ecd.cusp . ecd.cusp_a2r . ecd.cusp_std_moment . ecd.data . ecd.data_stats . ecd.df2ts . ecd.diff . ecd.erfq . ecd.estimate_const . ecd.fit_data . ecd.fit_ts_conf . ecd.has_quantile . ecd.imgf . ecd.integrate . ecd.lag . ecd.manage_hist_tails . ecd.max_kurtosis . ecd.mp2f . ecd.mpfr . ecd.mpfr_qagi . ecd.mpnum . ecd . ecd.ogf . ecd.pdf . ecd.polar . ecd.rational . ecd.read_csv_by_symbol . ecd.read_symbol_conf . ecd.sd . ecd.setup_const . ecd.solve_cusp_asym . ecd.stats . ecd.toString . ecd.ts_lag_stats . ecd.uniroot . ecd.y0_isomorphic . ecdattr-class . ecdattr.enrich . ecdattr . ecdattr.pairs . ecdattr.pairs_polar . ecdb-class . ecdb.dbSendQuery . ecdb . ecdb.protectiveCommit . ecdq-class . ecdq . ecld-class . ecld.cdf . ecld.const . ecld.fixed_point_SN0_atm_ki . ecld.gamma . ecld.imgf . ecld.imnt . ecld.ivol_ogf_star . ecld.mgf_term . ecld.moment . ecld.mpnum . ecld.mu_D . ecld . ecld.ogf . ecld.ogf_star . ecld.op_Q . ecld.op_V . ecld.pdf . ecld.quartic_Qp . ecld.quartic_Qp_atm_attr . ecld.quartic_SN0_atm_ki . ecld.sd . ecld.sged_const . ecld.solve . ecld.y_slope . ecldOrEcd-class . ecop-class . ecop.bs_implied_volatility . ecop.bs_option_price . ecop.find_fixed_point_lambda_by_atm_skew . ecop.find_fixed_point_sd_by_lambda . ecop.from_symbol_conf . ecop.get_ld_triple . ecop.opt-class . ecop.polyfit_option . ecop.read_csv_by_symbol . ecop.term_master_calculator . ecop.term_plot_3x3 . ecop.vix_plot_3x3 . ellipticity.ecd . history.ecdb . integrate_pdf.ecd . jinv.ecd . k2mnt . lamp-class . lamp.generate_tau . lamp . lamp.plot_sim4 . lamp.qsl_fit_config . lamp.qsl_fit_plot . lamp.sd_factor . lamp.simulate1 . lamp.simulate_iter . lamp.stable_rnd_walk . levy.dlambda . levy.domain_coloring . levy.dskewed . moment.ecd . numericMpfr-class . plot_2x2.ecd . qsl_kurtosis_analytic . qsld.fit . quantilize.ecd . read.ecdb . rlaplace0 . sld-class . sld . sld.sd . solve.ecd . solve_sym.ecd . solve_trig.ecd . summary.ecdb . write.ecdb . y_slope.ecd . 
Some associated R codes: ecd-adj-gamma-method.R . ecd-asymp-stats-method.R . ecd-ccdf-method.R . ecd-cdf-method.R . ecd-class.R . ecd-constructor.R . ecd-cubic-method.R . ecd-cusp-a2r-method.R . ecd-cusp-constructor.R . ecd-cusp-std-moment-method.R . ecd-data-config-internal.R . ecd-data-method.R . ecd-data-stats-method.R . ecd-df2ts-method.R . ecd-diff-method.R . ecd-discr-generic.R . ecd-distribution-method.R . ecd-ecldOrEcd-class.R . ecd-ellipticity-generic.R . ecd-erfq-method.R . ecd-estimate-const-method.R . ecd-fit-data-method.R . ecd-fit-ts-conf-method.R . ecd-has-quantile-method.R . ecd-imgf-method.R . ecd-integrate-method.R . ecd-integrate-pdf-generic.R . ecd-is-numericMpfr-internal.R . ecd-jinv-generic.R . ecd-lag-method.R . ecd-manage-hist-tails-method.R . ecd-max-kurtosis-method.R . ecd-model-internal.R . ecd-moment-generic.R . ecd-mp2f-method.R . ecd-mpfr-method.R . ecd-mpfr-qagi-method.R . ecd-mpnum-method.R . ecd-numericMpfr-class.R . ecd-ogf-method.R . ecd-package.R . ecd-pdf-method.R . ecd-plot-2x2-generic.R . ecd-polar-constructor.R . ecd-quantilize-generic.R . ecd-rational-method.R . ecd-read-csv-by-symbol-method.R . ecd-read-symbol-conf-method.R . ecd-sd-method.R . ecd-setup-const-method.R . ecd-solve-cusp-asym-method.R . ecd-solve-generic.R . ecd-solve-sym-generic.R . ecd-solve-trig-generic.R . ecd-standardfit-method.R . ecd-stats-method.R . ecd-toString-method.R . ecd-ts-lag-stats-method.R . ecd-uniroot-method.R . ecd-y-slope-generic.R . ecd-y0-isomorphic-method.R . ecdattr-class.R . ecdattr-constructor.R . ecdattr-enrich-method.R . ecdattr-pairs-method.R . ecdattr-pairs-polar-method.R . ecdb-bootstrap-generic.R . ecdb-class.R . ecdb-constructor.R . ecdb-dbSendQuery-method.R . ecdb-ecdattr-generic.R . ecdb-helpers-internal.R . ecdb-history-generic.R . ecdb-protectiveCommit-method.R . ecdb-read-generic.R . ecdb-summary-generic.R . ecdb-write-generic.R . ecdq-class.R . ecdq-constructor.R . ecld-cdf-method.R . ecld-class.R . ecld-const-method.R . ecld-constructor.R . ecld-fixed-point-RN0-method.R . ecld-gamma-method.R . ecld-imgf-method.R . ecld-imnt-method.R . ecld-ivol-ogf-star-method.R . ecld-mgf-term-method.R . ecld-moment-method.R . ecld-mpnum-method.R . ecld-mu-D-method.R . ecld-ogf-method.R . ecld-ogf-star-method.R . ecld-op-Q-method.R . ecld-op-V-method.R . ecld-pdf-method.R . ecld-quartic-RN0-method.R . ecld-sd-method.R . ecld-sged-method.R . ecld-solve-method.R . ecld-y-slope-method.R . ecld.quartic-Qp-method.R . ecld.quartic_Qp_atm_attr.R . ecop-bs-implied-volatility-method.R . ecop-bs-option-price-method.R . ecop-class.R . ecop-constructor.R . ecop-find-fixed-point-lambda-by-atm-skew-method.R . ecop-find-fixed-point-sd-by-lambda-method.R . ecop-get-ld-triple-method.R . ecop-opt-class.R . ecop-polyfit-option-method.R . ecop-read-csv-by-symbol.R . ecop-term-master-calculator-method.R . ecop-term-plot-3x3-method.R . ecop-vix-plot-3x3-method.R . lamp-class.R . lamp-constructor.R . lamp-generate-tau-method.R . lamp-k2mnt-method.R . lamp-laplace-distribution-method.R . lamp-plot-sim4-method.R . lamp-qsl-analytic-method.R . lamp-qsl-fit-config-method.R . lamp-qsl-fit-plot-method.R . lamp-sd-factor-method.R . lamp-simulate-iter-method.R . lamp-simulate1-method.R . lamp-stable-cnt-distribution-method.R . lamp-stable-lambda-dist-method.R . lamp-stable-rnd-walk-method.R . lamp-stdlap-distribution-method.R . levy-dlambda-method.R . levy-domain-coloring-method.R . levy-dskewed-distribution-method.R . qsld-fit-method.R . sld-class.R . sld-constructor.R . sld-sd-method.R .  Full ecd package functions and examples
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