SymTS (version 1.0-2)

Symmetric Tempered Stable Distributions

Description

Contains methods for simulation and for evaluating the pdf, cdf, and quantile functions for symmetric stable, symmetric classical tempered stable, and symmetric power tempered stable distributions.

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Version

Install

install.packages('SymTS')

Monthly Downloads

204

Version

1.0-2

License

GPL (>= 3)

Maintainer

Michael Grabchak

Last Published

January 15th, 2023

Functions in SymTS (1.0-2)

dSaS

PDF of Symmetric Stable Distribution

rCTS

Simulation from CTS Distribution

rPowTS

Simulation from PowTS Distribution

dPowTS

PDF of PowTS Distribution

rSaS

Simulation from Symmetric Stable Distribution

qSaS

Quantile Function of Symmetric Stable Distribution

qPowTS

Quantile Function of PowTS Distribution

pSaS

CDF of Symmetric Stable Distribution

pCTS

CDF of CTS Distribution

qCTS

Quantile Function of CTS Distribution

pPowTS

PDF of PowTS Distribution

dCTS

PDF of CTS Distribution

SymTS-package

tools:::Rd_package_title("SymTS")