qCTS

Evaluates the quantile function for the symmetric classical tempered stable distribution. When alpha=0 this is the symmetric variance gamma distribution.

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.

Michael Grabchak

SymTS

Symmetric Tempered Stable Distributions

qCTS function

<dl> <dt>x</dt>
<dd>Vector of quantiles.</dd> <dt>alpha</dt>
<dd>Number in [0,2)</dd> <dt>c</dt>
<dd>Parameter c &gt;0</dd> <dt>ell</dt>
<dd>Parameter ell&gt;0</dd> <dt>mu</dt>
<dd>Location parameter, any real number</dd></dl>

Arguments

Author

Quantile Function of CTS Distribution — qCTS

<dl>

 <dt>x</dt>
<dd>Vector of quantiles.</dd>

 <dt>alpha</dt>
<dd>Number in [0,2)</dd>

 <dt>c</dt>
<dd>Parameter c &gt;0</dd>

 <dt>ell</dt>
<dd>Parameter ell&gt;0</dd>

 <dt>mu</dt>
<dd>Location parameter, any real number</dd>

</dl>

qCTS: Quantile Function of CTS Distribution

Description

Usage

Arguments

Author

Details

References

Examples