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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.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 |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.