qPowTS

Evaluates the quantile function for the symmetric power tempered stable 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

qPowTS 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 PowTS Distribution — qPowTS

<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>

qPowTS: Quantile Function of PowTS Distribution

Description

Usage

Arguments

Author

References

Examples