rdts {DTS}R Documentation

Simulation from a discrete tempered stable distribution.

Description

Simulation from a discrete tempered stable distribution.

Usage

rdts(n, alpha, eta, tp = c(1, 1), tf = "poisson-tweedie", c = 1, zt = FALSE)

Arguments

n

Number of observations.

alpha

Index of stability; Number in (0,1)

eta

A parameter, eta>0.

tp

A vector of tempering parameters.

tf

Tempering function. It can be one of the "discrete-stable", "discrete-truncated-stable", "discrete-pRDTS", "poisson-tweedie", "exp-tempering", "beta-prime-tempering", "Pareto-tempering".

c

The essential supremum of the tempering function.

zt

Logical. If True it calculates zero-truncated probabilities.

Value

A vector of observations from a DTS distributions.

References

M. Grabchak. Discrete tempered stable distributions. Methodology and Computing in Applied Probability, 24(3):1877-1890, 2021.

Examples

n <- 10
rdts(n, 0.5, 1)

[Package DTS version 0.1.1 Index]