getk2 {SubTS} | R Documentation |
Evaluates the constant K_2, which is the normalizing constant for f_2.
getk2(alpha, p)
alpha |
Parameter in [0,1). |
p |
Parameter >1. |
Evaluates
K_2 = int_0^1 ( exp(-x^p) - exp(-x) )*x^(-1-alpha) dx.
This is needed to simulate p-RDTS random variables.
Returns a positive real number.
Michael Grabchak and Lijuan Cao
M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.
getk2(0.5,2.5)