Description Objects from the Class Slots Methods
Main class of the package MixedTS
.
Objects can be created by calls of the form setMixedTS
.
mu0
:a numeric object. mu0 parameter belongs to the real axis.
mu
:a numeric object. mu parameter belongs to the real axis
a numeric object. sigma
parameter assumes value from zero to infinity.
a vector object. If numeric, the mixing density V
is a Gamma and a
is the value of the shape parameter. If string, a
is the log of the moment generating function of the mixing density V
.
a numeric object that takes value from 0 to 2. If alpha is fixed to 2, the Mixed Tempered Stable becomes the Normal Variance Mean mixture.
a positive numeric object. It is the right tempering parameter of the random variable X
.
a positive numeric object. It is the left tempering parameter of the random variable X
a string object indicating the nature of the mixing density V
. If Mixing="Gamma"
(default value), the V
randm variable is a Gamma. If Mixing="Gamma"
, the user have to specify the log of the moment generating function of the V
random variable.
a list object. It is an empty list when Mixing="Gamma"
. If Mixing="User"
, it is used to pass the values of the Mixing density parameters defined by the User through slot a
.
MixingLogMGF
:This slot contains a function that returns the logarithm of mgf for the Mixing density. The function is built internally using the information contains into the slots a
, paramMixing
.
Parametrization
:String that indicates the parametrization used by user for the MixedTS
signature(object = "param.MixedTS")
: Method for computing density of MixedTS. See "dMixedTS-methods"
for more details.
signature(object = "param.MixedTS")
: Method for computing probability of MixedTS. See "pMixedTS-methods"
for more details.
signature(object = "param.MixedTS")
: Method for computing quantile of MixedTS. See "qMixedTS-methods"
for more details.
signature(object = "param.MixedTS")
: Method for computing random numbers of MixedTS. See "rMixedTS-methods"
for more details.
signature(object = "param.MixedTS").
signature(object = "param.MixedTS").
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