pCTS {SymTS} | R Documentation |
CDF of CTS Distribution
Description
Evaluates the cdf for the symmetric classical tempered stable distribution. When alpha=0 this is the symmetric variance gamma distribution.
Usage
pCTS(x, alpha, c = 1, ell = 1, mu = 0)
Arguments
x |
Vector of probabilities. |
alpha |
Number in [0,2) |
c |
Parameter c >0 |
ell |
Parameter ell>0 |
mu |
Location parameter, any real number |
Details
For details about this distribution see the the describtion of dCTS.
Author(s)
Michael Grabchak and Lijuan Cao
References
M. Grabchak (2016). Tempered Stable Distributions: Stochastic Models for Multiscale Processes. Springer, Cham.
Examples
x = (-10:10)/10
pCTS(x,.5)
[Package SymTS version 1.0-2 Index]