rPowTS | R Documentation |
Simulates from the symmetric power tempered stable distribution. The simulation is performed by numerically evaluating the quantile function.
rPowTS(r, alpha, c = 1, ell = 1, mu = 0)
r |
Number of observations. |
alpha |
Number in [0,2) |
c |
Parameter c >0 |
ell |
Parameter ell>0 |
mu |
Location parameter, any real number |
For this distribution the Rosinski measure R(dx) = c*(alpha+ell+1)*(alpha+ell)*(1+|x|)^(-2-alpha-ell)(dx).
Michael Grabchak and Lijuan Cao
M. Grabchak (2016). Tempered Stable Distributions: Stochastic Models for Multiscale Processes. Springer, Cham.
pPowTS(10,.5)
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