TempStable (version 0.1.0)

pTSS: Cumulative probability distribution function of the tempered stable subordinator distribution

Description

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

Usage

pTSS(
  q,
  alpha = NULL,
  delta = NULL,
  lambda = NULL,
  theta = NULL,
  pmethod = "integrate",
  N = 8192,
  ...
)

Value

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

Arguments

q

A numeric vector of positive quantiles.

alpha

Stability parameter. A real number between 0 and 1.

delta

Scale parameter. A real number > 0.

lambda

Tempering parameter. A real number > 0.

theta

Parameters stacked as a vector.

pmethod

A string. If not "integrate", the function chartocdf() will be triggered.

N

is a power of two & N >= 1024. if pmethod != "integrate". 8192 by default. Relevant for

...

Possibility to modify stats::integrate().

Details

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

See Also

See also the dTSS() density-function.

Examples

# \donttest{
x <- seq(0,15,0.5)
y <- pTSS(x,0.7,1.354,0.3)
plot(x,y)
# }