pdts {DTS} | R Documentation |
The probability distribution of the discrete tempered stable distribution.
Description
The probability distribution of the discrete tempered stable distribution.
Usage
pdts(x, alpha, eta, tp = c(1, 1), tf = "poisson-tweedie", zt = FALSE)
Arguments
x |
vector of points. |
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". |
zt |
Logical. If True it calculates zero-truncated probabilities. |
Value
A vector of numbers.
References
M. Grabchak. Discrete tempered stable distributions. Methodology and Computing in Applied Probability, 24(3):1877-1890, 2021.
Examples
x <- 0:10
pdts(x, 0.5, 1)
[Package DTS version 0.1.1 Index]