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Contains methods for the simulation of tempered stable subordinators and related distributions. Including classical tempered stable (both finite and infinite variation), 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>, Grabchak (2026) <doi:10.48550/arXiv.2604.17732>.
| Version: | 2.0 |
| Imports: | copula, gsl, stats, tweedie |
| Published: | 2026-09-13 |
| DOI: | 10.32614/CRAN.package.SubTS |
| Author: | Michael Grabchak [aut, cre], Lijuan Cao [aut] |
| Maintainer: | Michael Grabchak <mgrabcha at charlotte.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | SubTS results |
| Reference manual: | SubTS.html , SubTS.pdf |
| Package source: | SubTS_2.0.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 |
| Old sources: | SubTS archive |
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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.