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MixedTS (version 1.0.4)

qMixedTS-methods: Quantile of Mixed Tempered Stable distribution

Description

This Method returns the quantile of a Mixed Tempered Stable.

Arguments

Methods

signature(object = "param.MixedTS",x = numeric(), setSup=NULL,setInf=NULL,N=2^10)
This method returns an object of class MixedTS where the slot prob contains the value of the quantile evaluated on the x (x is the probability). setSup and setInf are used to choose + infinity and - infinty. N is the number of point used for discretization in fft algorithm.