Man pages for TempStable
A Collection of Methods to Estimate Parameters of Different Tempered Stable Distributions

charCTSCharacteristic function of the classical tempered stable...
charGTSCharacteristic function of the generalized classical tempered...
charKRTSCharacteristic function of the Kim-Rachev tempered stable...
charMTSCharacteristic function of the modified tempered stable...
charNTSCharacteristic function of the normal tempered stable (NTS)...
charRDTSCharacteristic function of the rapidly decreasing tempered...
charTSSCharacteristic function of the tempered stable subordinator
dCTSDensity function of the classical tempered stable (CTS)...
dGTSDensity function of generalized classical tempered stable...
dKRTSDensity Function of the Kim-Rachev tempered stable...
dMTSDensity function of the modified tempered stable (MTS)...
dNTSDensity function of the normal tempered stable (NTS)...
dRDTSDensity function of the rapidly decreasing tempered stable...
dTSSDensity function of the tempered stable subordinator (TSS)...
parallelizeMCsimulationFunction to parallelize the Monte Carlo Simulation
pCTSCumulative probability function of the classical tempered...
pGTSCumulative probability function of the generalized classical...
pKRTSCumulative probability distribution function of the...
pMTSCumulative probability function of the modified tempered...
pNTSCumulative probability function of the normal tempered stable...
pRDTSCumulative probability function of the rapidly decreasing...
pTSSCumulative probability distribution function of the tempered...
qCTSQuantile function of the classical tempered stable (CTS)
qNTSQuantile function of the normal tempered stable (NTS)
qTSSQuantile function of the tempered stable subordinator...
rCTSFunction to generate random variates of CTS distribution.
rGTSFunction to generate random variates of GTS distribution.
rKRTSFunction to generate random variates of KRTS distribution.
rMTSFunction to generate random variates of MTS distribution
rNTSFunction to generate random variates of NTS distribution.
rRDTSFunction to generate random variates of RDTS distribution.
rTSSFunction to generate random variates of the TSS distribution.
TemperedEstimEstimation function
TemperedEstim_SimulationMonte Carlo Simulation
TempStableTempStable: A collection of methods to estimate parameters of...
TempStable documentation built on Oct. 24, 2023, 5:06 p.m.