qNTS {TempStable}

Quantile function of the normal tempered stable (NTS)

Description

The quantile function of the normal tempered stable (NTS).

Usage

qNTS(
  p,
  alpha = NULL,
  beta = NULL,
  delta = NULL,
  lambda = 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

A real number between 0 and 1.

beta

A gap holder.

delta

A real number > 0.

lambda

A real number >= 0.

mu

A location parameter, any real number.

theta

A vector of all other arguments.

qmin, qmax

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

...

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

Details

theta denotes the parameter vector (alpha, beta, delta, lambda, 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 pNTS() probability function.

Examples

qNTS(0.1,0.5,1,1,1,1)
qNTS(0.3,0.6,1,1,1,1,NULL)