SymTS: Symmetric Tempered Stable Distributions

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.

Package details

AuthorMichael Grabchak <[email protected]> and Lijuan Cao <[email protected]>
MaintainerMichael Grabchak <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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SymTS documentation built on May 2, 2019, 2:47 p.m.