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

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

## Documentation for package ‘TempStable’ version 0.2.2

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

TempStable-package | TempStable: A collection of methods to estimate parameters of different tempered stable distributions.
charCTS | Characteristic function of the classical tempered stable (CTS) distribution
charGTS | Characteristic function of the generalized classical tempered stable (GTS) distribution.
charKRTS | Characteristic function of the Kim-Rachev tempered stable distribution
charMTS | Characteristic function of the modified tempered stable distribution
charNTS | Characteristic function of the normal tempered stable (NTS) distribution
charRDTS | Characteristic function of the rapidly decreasing tempered stable (RDTS) distribution
charTSS | Characteristic function of the tempered stable subordinator
dCTS | Density function of the classical tempered stable (CTS) distribution
dGTS | Density function of generalized classical tempered stable distribution
dKRTS | Density Function of the Kim-Rachev tempered stable distribution
dMTS | Density function of the modified tempered stable (MTS) distribution
dNTS | Density function of the normal tempered stable (NTS) distribution
dRDTS | Density function of the rapidly decreasing tempered stable (CTS) 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 classical tempered stable (CTS) distribution
pGTS | Cumulative probability function of the generalized classical tempered stable (GTS) distribution
pKRTS | Cumulative probability distribution function of the Kim-Rachev tempered stable (KRTS) distribution
pMTS | Cumulative probability function of the modified tempered stable (MTS) distribution
pNTS | Cumulative probability function of the normal tempered stable (NTS) distribution
pRDTS | Cumulative probability function of the rapidly decreasing tempered stable (RDTS) distribution
pTSS | Cumulative probability distribution function of the tempered stable subordinator distribution
qCTS | Quantile function of the classical 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.
rGTS | Function to generate random variates of GTS distribution.
rKRTS | Function to generate random variates of KRTS distribution.
rMTS | Function to generate random variates of MTS distribution
rNTS | Function to generate random variates of NTS distribution.
rRDTS | Function to generate random variates of RDTS 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.