Contains methods for the simulation of positive tempered stable distributions and related subordinators. Including classical tempered stable, rapidly deceasing tempered stable, truncated stable, truncated tempered stable, generalized Dickman, truncated gamma, generalized gamma, and p-gamma. For details, see Dassios et al (2019) <doi:10.1017/jpr.2019.6>, Dassios et al (2020) <doi:10.1145/3368088>, Grabchak (2021) <doi:10.1016/j.spl.2020.109015>.
| Version: | 1.0 |
| Imports: | copula, gsl, stats, tweedie |
| Suggests: | statmod |
| Published: | 2023-02-17 |
| DOI: | 10.32614/CRAN.package.SubTS |
| Author: | Michael Grabchak [aut, cre], Lijuan Can [aut] |
| Maintainer: | Michael Grabchak <mgrabcha at uncc.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | SubTS results |
| Reference manual: | SubTS.html , SubTS.pdf |
| Package source: | SubTS_1.0.tar.gz |
| Windows binaries: | r-devel: SubTS_1.0.zip, r-release: SubTS_1.0.zip, r-oldrel: SubTS_1.0.zip |
| macOS binaries: | r-release (arm64): SubTS_1.0.tgz, r-oldrel (arm64): SubTS_1.0.tgz, r-release (x86_64): SubTS_1.0.tgz, r-oldrel (x86_64): SubTS_1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=SubTS to link to this page.
Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.
This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.