TempStable (version 0.1.0)

pNTS: Cumulative probability function of the normal tempered stable (NTS) distribution

Description

The cumulative probability distribution function (CDF) of the normal tempered stable distribution.

Usage

pNTS(
  q,
  alpha = NULL,
  beta = NULL,
  delta = NULL,
  lambda = NULL,
  mu = NULL,
  theta = NULL,
  a = -40,
  b = 40,
  nf = 2^11,
  ...
)

Value

As q is a numeric vector, the return value is also a numeric vector of probabilities.

Arguments

q

A numeric vector of quantile.

alpha

A real number between 0 and 1.

beta

Any real number.

delta

A real number > 0.

lambda

A real number > 0.

mu

A location parameter, any real number.

theta

A vector of all other arguments.

a

Starting point integrate density function. -40 by default.

b

Ending point of integrate density function. 40 by default.

nf

Pieces the fast Fourier transformation is divided in. Limited to power-of-two size. 2^11 by default.

...

Change parameters in dNTS()

Details

theta denotes the parameter vector (alpha, beta, delta, lambda, mu). Either provide the parameters individually OR provide theta. The function integrates the PDF numerically with integrate().

See Also

See also the dNTS() density-function.

Examples

# \donttest{
x <- seq(-5,5,0.25)
y <- pNTS(x,0.5,1,1,1,1)
plot(x,y)
# }