Simulates from 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

rF2 function

<dl> <dt>n</dt>
<dd>Number of observations.</dd> <dt>a</dt>
<dd>Parameter in [0,1).</dd> <dt>p</dt>
<dd>Parameter &gt;1.</dd></dl>

Arguments

Author

Simulation from f_2 — rF2

<dl>

 <dt>n</dt>
<dd>Number of observations.</dd>

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

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

</dl>

rF2: Simulation from f_2

Description

Usage

Value

Arguments

Author

Details

References

Examples