Evaluates the quantile function for the symmetric classical tempered stable distribution. When alpha=0 this is the symmetric variance gamma distribution.
qCTS(x, alpha, c = 1, ell = 1, mu = 0)
Vector of quantiles.
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.