A Collection of Methods to Estimate Parameters of Different Tempered Stable Distributions


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Documentation for package ‘TempStable’ version 0.1.0

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charCTS Characteristic function of the classical tempered stable (CTS) distribution
charNTS Characteristic function of the normal tempered stable (NTS) distribution
charTSS Characteristic function of the tempered stable subordinator
dCTS Density function of the classic tempered stable (CTS) distribution
dNTS Density function of the normal tempered stable (NTS) distribution
dTSS Density function of the tempered stable subordinator (TSS) distribution
parallelizeMCsimulation Function to parallelize the Monte Carlo Simulation
pCTS Cumulative probability function of the classic tempered stable (CTS) distribution
pNTS Cumulative probability function of the normal tempered stable (NTS) distribution
pTSS Cumulative probability distribution function of the tempered stable subordinator distribution
qCTS Quantile function of the classic tempered stable (CTS)
qNTS Quantile function of the normal tempered stable (NTS)
qTSS Quantile function of the tempered stable subordinator distribution
rCTS Function to generate random variates of CTS distribution.
rNTS Function to generate random variates of NTS distribution.
rTSS Function to generate random variates of the TSS distribution.
TemperedEstim Estimation function
TemperedEstim_Simulation Monte Carlo Simulation
TempStable TempStable: A collection of methods to estimate parameters of different tempered stable distributions.