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

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Documentation for package ‘TempStable’ version 0.2.2

• DESCRIPTION file.
• Package NEWS.

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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.