qCTS {TempStable}

Quantile function of the classical tempered stable (CTS)

Description

The quantile function of the classical tempered stable (CTS).

Usage

qCTS(
  p,
  alpha = NULL,
  deltap = NULL,
  deltam = NULL,
  lambdap = NULL,
  lambdam = NULL,
  mu = NULL,
  theta = NULL,
  qmin = NULL,
  qmax = NULL,
  ...
)

Arguments

p

A numeric vector of probabilities. Each probability must be a real number >0 and <1.

alpha

Stability parameter. A real number between 0 and 2.

deltap

Scale parameter for the right tail. A real number > 0.

deltam

Scale parameter for the left tail. A real number > 0.

lambdap

Tempering parameter for the right tail. A real number > 0.

lambdam

Tempering parameter for the left tail. A real number > 0.

mu

A location parameter, any real number.

theta

Parameters stacked as a vector.

qmin, qmax

Limits of the interval. Will be computed if ==NULL.

...

Modify pTSS() and stats::uniroot().

Details

theta denotes the parameter vector (alpha, deltap, deltam, lambdap, lambdam, mu). Either provide the parameters individually OR provide theta. The function searches for a root between qmin and qmax with uniroot. Boundaries can either be supplied by the user or a built-in approach using the stable distribution is used.

Value

As p is a numeric vector, the return value is also a numeric vector of quantiles.

See Also

See also the pCTS() probability function.

Examples

  qCTS(0.5,1.5,1,1,1,1,1)