| SubTS-package |
Positive Tempered Stable Distributions and Related Subordinators |
| 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 |
| 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 |
Simulates 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 |
Positive Tempered Stable Distributions and Related Subordinators |
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