pCTS | R Documentation |
Evaluates the cdf for the symmetric classical tempered stable distribution. When alpha=0 this is the symmetric variance gamma distribution.
pCTS(x, alpha, c = 1, ell = 1, mu = 0)
x |
Vector of probabilities. |
alpha |
Number in [0,2) |
c |
Parameter c >0 |
ell |
Parameter ell>0 |
mu |
Location parameter, any real number |
For details about this distribution see the the describtion of dCTS.
Michael Grabchak and Lijuan Cao
M. Grabchak (2016). Tempered Stable Distributions: Stochastic Models for Multiscale Processes. Springer, Cham.
x = (-10:10)/10 pCTS(x,.5)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.