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Evaluates the cdf for the symmetric classical tempered stable distribution. When alpha=0 this is the symmetric variance gamma distribution.
pCTS(x, alpha, c = 1, ell = 1, mu = 0)
Vector of probabilities.
Number in [0,2)
Parameter c >0
Parameter ell>0
Location parameter, any real number
Michael Grabchak and Lijuan Cao
For details about this distribution see the the describtion of dCTS.
M. Grabchak (2016). Tempered Stable Distributions: Stochastic Models for Multiscale Processes. Springer, Cham.
x = (-10:10)/10 pCTS(x,.5)
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