TempStable (version 0.1.0)

qTSS: Quantile function of the tempered stable subordinator distribution

Description

The quantile function of the tempered stable subordinator distribution.

Usage

qTSS(
  p,
  alpha = NULL,
  delta = NULL,
  lambda = NULL,
  theta = NULL,
  qmin = NULL,
  qmax = NULL,
  ...
)

Value

As p is a numeric vector, the return value is also a numeric vector of quantiles.

Arguments

p

A numeric vector of probabilities. Each probability must be a real number >0 and <1.

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.

qmin, qmax

Limits of the interval. Will be computed if ==NULL.

...

Modify pTSS() and stats::uniroot().

Details

theta denotes the parameter vector (alpha, delta, lambda). Either provide the parameters alpha, delta, lambda individually OR provide theta. The function searches for a root between qmin and qmax with uniroot. Boundaries can either be supplied by the user or a built-in approach using the stable distribution is used.

See Also

See also the pTSS() probability function.

Examples

# \donttest{
qTSS(0.5,0.5,5,0.01)
qTSS(0.5,0.9,1,10,NULL)
# }