Tempered Stable Subordinators and Related Distributions


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Documentation for package ‘SubTS’ version 2.0

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SubTS-package Tempered Stable Subordinators and Related Distributions
dF1 Pdf for f_1
dF2 Pdf for f_2
dGGa Pdf of the generalized gamma distribution
dSubCTS PDF of CTS subordinator
getk1 Constant K_1
getk2 Constant K_2
rCTSM Simulation of Fully Left Skewed CTS Distributions
rCTSP Simulation of Fully Right Skewed CTS Distributions
rDickman Simulation from the generalized Dickman distribution
rF1 Simulation from f_1
rF2 Simulation from f_2
rGGa Simulates from the generalized gamma distribution
rPGamma Simulation from p-gamma distributions.
rPRDTS Simulation from p-RDTS distributions.
rSubCTS Simulation of CTS Subordinators
rTrunGamma Simulation from the truncated gamma distribution
rTrunS Simulation from the truncated stable distribution
rTrunTS Simulation from the truncated tempered stable distribution.
simCondS Simulation from a conditioned stable distribution.
simTandW Simulation of hitting time and overshoot.
SubTS Tempered Stable Subordinators and Related Distributions