Symmetric Tempered Stable Distributions

Contains methods for simulation and for evaluating the pdf, cdf, and quantile functions for symmetric stable, symmetric classical tempered stable, and symmetric power tempered stable distributions.


Reference manual

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install.packages("SymTS")

1.0-2 by Michael Grabchak, 4 years ago


Browse source code at https://github.com/cran/SymTS


Authors: Michael Grabchak <mgrabcha@uncc.edu> and Lijuan Cao <lcao2@uncc.edu>


Documentation:   PDF Manual  


GPL (>= 3) license



See at CRAN