getk2

Evaluates the constant K_2, which is the normalizing constant for f_2.

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

getk2 function

<dl> <dt>alpha</dt>
<dd>Parameter in [0,1).</dd> <dt>p</dt>
<dd>Parameter &gt;1.</dd></dl>

Arguments

Author

Constant K_2 — getk2

<dl>

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

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

</dl>

getk2: Constant K_2

Description

Usage

Value

Arguments

Author

Details

References

Examples