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. |