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 <mgrabcha@uncc.edu> and Lijuan Cao <lcao2@uncc.edu>
MaintainerMichael Grabchak <mgrabcha@uncc.edu>
LicenseGPL (>= 3)
Version1.0-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SymTS")

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SymTS documentation built on Nov. 15, 2021, 5:07 p.m.