API for aaron9011/temStaR-v0.90
Tempered Stable Distribution

Global functions
VaRetnts Man page Source code
avar_numint Source code
cdf_FFT_GilPelaez Source code
cffitnts Source code
changeCovMtx2Rho Man page Source code
change_ctsparam2stdctsparam Source code
change_ntsparam2stdntsparam Source code
change_stdctsparam2ctsparam Source code
change_stdntsparam2ntsparam Source code
chf_CTS Source code
chf_NTS Man page Source code
chf_NTSV2 Source code
chf_stdCTS Source code
chf_stdNTS Man page Source code
chf_subTS Source code
cleanupCdf Source code Source code
copulaStdNTS Man page Source code
cvarGauss Man page Source code Source code
cvarcts Source code
cvaretnts Man page Source code
cvarmarginalmnts Man page Source code
cvarnts Man page Source code
dBeta Man page Source code Source code
dCVaR_numint Man page Source code Source code
dCVaRstdNTS_numint Man page Source code Source code
dFdBeta_eta Source code Source code
dMultiNorm_Subord Source code
dMultiStdNTS Source code
dcopulaStdNTS Man page Source code
dcts Source code
dinvCdf_stdNTS_int Man page Source code Source code
dmarginalmnts Man page Source code
dmnts Man page Source code
dnts Man page Source code
dsubTS Source code
errstcf Source code
errsymstcf Source code
fitcts Source code
fitmnts Man page Source code
fitmnts_par Man page Source code
fitnts Man page Source code
fitstdcts Source code
fitstdnts Man page Source code
fitstdntsFixAlphaThata Man page Source code
func_indegrand Source code
func_indegrand_cdf Source code
gensamplepathcts Source code
gensamplepathnts Man page Source code
getGammaVec Man page Source code
getPortNTSParam Man page Source code Source code
importantSamplining Man page Source code
int_phi_psi Source code Source code
integrand_dCVaRstdNTS Source code Source code
integrandavar Source code
invcdf_FFT_GilPelaez Source code
ipcts Source code
ipnts Man page Source code
ipsubTS Source code
llhfcts Source code
llhfnts Source code
llhfntsFixAlphaTheta Source code
mctCVaR_MNTS Man page Source code Source code
mctStdDev Man page Source code Source code
mctVaR_MNTS Man page Source code Source code
moments_NTS Man page Source code
moments_stdNTS Man page
normalizeCTSparam Source code
pMultiNorm_Subord Source code
pMultiStdNTS Source code
pcts Source code
pdf_FFT Source code
pdf_FFT2 Source code
pmarginalmnts Man page Source code
pmnts Man page Source code
pnts Man page Source code
portfolioCVaRETmnts Man page Source code Source code
portfolioCVaRmnts Man page Source code Source code
portfolioVaRETmnts Man page Source code Source code
portfolioVaRmnts Man page Source code Source code
psi_stdNTS Source code Source code
psubTS Source code
qcts Source code
qmarginalmnts Man page Source code
qnts Man page Source code
qsubTS Source code
rcts Source code
rmnts Man page Source code
rnts Man page Source code
rsubTS Source code
samplechf Source code
setPortfolioParam Man page Source code Source code
sz Source code
aaron9011/temStaR-v0.90 documentation built on June 1, 2025, 4:15 p.m.