pTSS {TempStable}

Cumulative probability distribution function of the tempered stable subordinator distribution

Description

The cumulative probability distribution function (CDF) of the tempered stable subordinator distribution.

Usage

pTSS(
  q,
  alpha = NULL,
  delta = NULL,
  lambda = NULL,
  theta = NULL,
  pmethod = "integrate",
  N = 8192,
  ...
)

Arguments

q

A numeric vector of positive quantiles.

alpha

Stability parameter. A real number between 0 and 1.

delta

Scale parameter. A real number > 0.

lambda

Tempering parameter. A real number > 0.

theta

Parameters stacked as a vector.

pmethod

A string. If not "integrate", the function chartocdf() will be triggered.

N

is a power of two & N >= 1024. if pmethod != "integrate". 8192 by default. Relevant for

...

Possibility to modify stats::integrate().

Details

theta denotes the parameter vector (alpha, delta, lambda). Either provide the parameters alpha, delta, lambda individually OR provide theta. The function integrates the PDF numerically with integrate().

Value

As q is a numeric vector, the return value is also a numeric vector of probabilities.

See Also

See also the dTSS() density-function.

Examples

x <- seq(0,15,0.5)
y <- pTSS(x,0.7,1.354,0.3)
plot(x,y)