Stochastic Poisson Processes and Fractional Counting Models


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Documentation for package ‘StochFracPoisson’ version 0.1.0

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alternative_gfrp Alternative Generalized Fractional Risk Process (AGFRP)
bell_polynomial Classical Bell Polynomials
check_lrd_gipp Check Long-Range Dependence of GIPP
check_martingale_gfrp Check Martingale Property of GFRP
compound_gfcp Compound Generalized Fractional Counting Process (CGFCP)
cov_gipp Covariance of GIPP
cov_inverse_stable Covariance of Inverse Stable Subordinator
cov_tstfnbp Covariance of TSTFNBP
create_fcp Create FCP Object
create_gipp Create GIPP Object
create_tcfcp Create TCFCP Object
dgamma_subordinator PDF of Gamma Subordinator
dtempered_mittag_leffler_levy PDF of Tempered Mittag-Leffler Lévy Process
egf_fractional_bell Exponential Generating Function of Fractional Bell Polynomials
fde_cgfcp Fractional Differential Equation for CGFCP
first_passage_density_gipp First Passage Time Density of GIPP
first_passage_time_fcp First Passage Time Distribution of FCP
first_passage_time_gipp First Passage Time Distribution of GIPP
first_passage_time_tcfcp First Passage Time Distribution of TCFCP
first_waiting_time_fcp First Waiting Time Distribution of FCP
first_waiting_time_tcfcp First Waiting Time Distribution of TCFCP
fractional_bell_polynomial Fractional Bell Polynomials
fractional_counting_process Fractional Counting Process (FCP)
fractional_stirling2 Fractional Stirling Numbers of the Second Kind
gamma_subordinator Gamma Subordinator
generalized_fractional_risk_process Generalized Fractional Risk Process (GFRP)
generalized_fractional_stirling2 Generalized Fractional Stirling Numbers of the Second Kind
generalized_iterated_poisson Generalized Iterated Poisson Process (GIPP)
gfcp Generalized Fractional Counting Process (GFCP)
incomplete_beta Incomplete Beta Function
inverse_stable_subordinator Inverse Stable Subordinator
invert_pgf Numerical Inversion of Probability Generating Function
lt_fcp Laplace Transform of FCP
lt_tcfcp Laplace Transform of TCFCP
lt_tempered_mittag_leffler_levy Laplace Transform of Tempered Mittag-Leffler Lévy Process
lt_tstfnbp Laplace Transform of TSTFNBP
mean_cgfcp Mean of CGFCP
mean_fcp Mean of Fractional Counting Process
mean_gfrp Mean of GFRP
mean_gipp Mean of GIPP
mean_inverse_stable Mean of Inverse Stable Subordinator
mean_tcfcp Mean of Time-Changed FCP
mean_tstfnbp Mean of TSTFNBP
mgamma_subordinator Moment of Gamma Subordinator
mgf_fcp Moment Generating Function of FCP
mgf_gipp Moment Generating Function of GIPP
mittag_leffler Mittag-Leffler Function
mittag_leffler_prabhakar Prabhakar (Three-Parameter) Mittag-Leffler Function
net_profit_condition_gfrp Net Profit Condition for GFRP
partial_ordinary_bell Partial Ordinary Bell Polynomials
pgamma_subordinator CDF of Gamma Subordinator
pgf_cgfcp Probability Generating Function of CGFCP
pgf_fcp Probability Generating Function of FCP
pgf_gipp Probability Generating Function of GIPP
pgf_tstfnbp Probability Generating Function of TSTFNBP
pochhammer Pochhammer Symbol
print.fcp S3 Print Method for FCP
print.gipp S3 Print Method for GIPP
print.tcfcp S3 Print Method for TCFCP
ruin_probability_gfrp Ruin Probability for GFRP
simulate_cgfcp Simulate Sample Paths of CGFCP
simulate_fcp Simulate Sample Paths of FCP
simulate_gfrp Simulate Sample Paths of GFRP
simulate_gipp Simulate Sample Paths of GIPP
simulate_tcfcp Simulate Sample Paths of TCFCP
simulate_tstfnbp Simulate Sample Paths of TSTFNBP
stirling2 Classical Stirling Numbers of the Second Kind
tempered_mittag_leffler_levy Tempered Mittag-Leffler Lévy Process
tempered_mittag_leffler_moment Fractional Moment of Tempered Mittag-Leffler Lévy Process
tempered_stable_subordinator Tempered Stable Subordinator
tempered_st_fnbp Tempered Space-Time Fractional Negative Binomial Process (TSTFNBP)
time_changed_fcp Time-Changed Fractional Counting Process (TCFCP)
var_cgfcp Variance of CGFCP
var_fcp Variance of Fractional Counting Process
var_gfrp Variance of GFRP
var_gipp Variance of GIPP
var_tcfcp Variance of Time-Changed FCP
var_tstfnbp Variance of TSTFNBP
wright_function Generalized Wright Function