getk1

Evaluates the constant K_1, which is the normalizing constant for f_1.

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

getk1 function

<dl> <dt>alpha</dt>
<dd>Parameter &gt;=0.</dd> <dt>p</dt>
<dd>Parameter &gt;1.</dd></dl>

Arguments

Author

Constant K_1 — getk1

<dl>

 <dt>alpha</dt>
<dd>Parameter &gt;=0.</dd>

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

</dl>

getk1: Constant K_1

Description

Usage

Value

Arguments

Author

Details

References

Examples