qPowTS | R Documentation |
Evaluates the quantile function for the symmetric power tempered stable distribution.
qPowTS(x, alpha, c = 1, ell = 1, mu = 0)
x |
Vector of quantiles. |
alpha |
Number in [0,2) |
c |
Parameter c >0 |
ell |
Parameter ell>0 |
mu |
Location parameter, any real number |
Michael Grabchak and Lijuan Cao
M. Grabchak (2016). Tempered Stable Distributions: Stochastic Models for Multiscale Processes. Springer, Cham.
x = (1:9)/10 qPowTS(x,.5)
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