Evaluates the pdf f_2(x) intruduced in Grabchak (2021).

Contains methods for the simulation of positive tempered stable distributions and related subordinators. Including classical tempered stable, rapidly deceasing tempered stable, truncated stable, truncated tempered stable, generalized Dickman, truncated gamma, generalized gamma, and p-gamma. For details, see Dassios et al (2019) <doi:10.1017/jpr.2019.6>, Dassios et al (2020) <doi:10.1145/3368088>, Grabchak (2021) <doi:10.1016/j.spl.2020.109015>.

Michael Grabchak

SubTS

Positive Tempered Stable Distributions and Related Subordinators

Lijuan Can

dF2 function

<dl> <dt>x</dt>
<dd>Vector of real numbers.</dd> <dt>a</dt>
<dd>Parameter in [0,1).</dd> <dt>p</dt>
<dd>Parameter &gt;1.</dd></dl>

Arguments

Author

Pdf for f_2 — dF2

<dl>

 <dt>x</dt>
<dd>Vector of real numbers.</dd>

 <dt>a</dt>
<dd>Parameter in [0,1).</dd>

 <dt>p</dt>
<dd>Parameter &gt;1.</dd>

</dl>

dF2: Pdf for f_2

Description

Usage

Value

Arguments

Author

Details

References

Examples