Man pages for aaron9011/temStaR-v0.90
Tempered Stable Distribution

changeCovMtx2RhochangeCovMtx2Rho
chf_NTSchf_NTS
chf_stdNTSchf_stdNTS
copulaStdNTScopulaStdNTS
cvaretntscvaretnts
cvarGausscvarGauss
cvarmarginalmntscvarmarginalmnts
cvarntscvarnts
dBetadBeta
dcopulaStdNTSdcopulaStdNTS
dCVaR_numintdCVaR_numint
dCVaRstdNTS_numintdCVaRstdNTS_numint
dinvCdf_stdNTS_intdinvCdf_stdNTS_int
dmarginalmntsdmarginalmnts
dmntsdmnts
dntsdnts
fitmntsfitmnts
fitmnts_parfitmnts_par
fitntsfitnts
fitstdntsfitstdnts
fitstdntsFixAlphaThatafitstdntsFixAlphaThata
gensamplepathntsgensamplepathnts
getGammaVecgetGammaVec
getPortNTSParamgetPortNTSParam
importantSampliningimportantSamplining
ipntsipnts
mctCVaR_MNTSmctCVaR_MNTS
mctStdDevmctStdDev
mctVaR_MNTSmctVaR_MNTS
moments_NTSmoments_NTS
moments_stdNTSmoments_stdNTS
pmarginalmntspmarginalmnts
pmntspmnts
pntspnts
portfolioCVaRETmntsportfolioCVaRETmnts
portfolioCVaRmntsportfolioCVaRmnts
portfolioVaRETmntsportfolioVaRETmnts
portfolioVaRmntsportfolioVaRmnts
qmarginalmntsqmarginalmnts
qntsqnts
rmntsrmnts
rntsrnts
setPortfolioParamsetPortfolioParam
VaRetntsVaRetnts
aaron9011/temStaR-v0.90 documentation built on June 1, 2025, 4:15 p.m.