SubTS (version 2.0)

SubTS-package: tools:::Rd_package_title("SubTS")

Description

tools:::Rd_package_description("SubTS")

Author

tools:::Rd_package_author("SubTS")

Maintainer: tools:::Rd_package_maintainer("SubTS")

Details

tools:::Rd_package_DESCRIPTION("SubTS") tools:::Rd_package_indices("SubTS")

References

A. Dassios, Y. Qu, J.W. Lim (2019). Exact simulation of generalised Vervaat perpetuities. Journal of Applied Probability, 56(1):57-75.

A. Dassios, Y. Qu, J.W. Lim (2020). Exact simulation of a truncated Levy subordinator. ACM Transactions on Modeling and Computer Simulation, 30(10), 17.

M. Grabchak (2016). Tempered Stable Distributions: Stochastic Models for Multiscale Processes. Springer, Cham.

M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.

M. Grabchak (2026). Exact Simulation from Tempered Stable Distributions with Infinite Variation (alpha>=1). <doi 10.48550/arXiv.2604.17732>.

Examples

rPRDTS(20, 2, 1, .7, 2)
rPRDTS(20, 2, 1, 0, 2)
rPRDTS(20, 2, 1, -.7, 2)
rDickman(10, 1)
rTrunGamma(10, 2, 1)
rPGamma(20, 2, 2, 2)
rTrunS(10, 2, .6)
rTrunTS(10, 2, 2, .6)
rCTSP(10,1.5,1,1)
rCTSM(10,1.5,1,1)