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@aliases TempStable-package added in documentation
Fisher Information for TSS patched
4 new tempered stable distribution were implemented: Generalized classical TS, modified TS, rapid decreasing TS, and Kim-Rachev TS.
With each new distribution, among other things, function for determining the characteristic function and density function were implemented.
In addition, a random variates generation function was implemented for each new distribution.
All new distributions were also implemented in the Monte Carlo and the estimation function.
A new method to generate random variates of a tempered stable distribution has been added to the existing TS distributions, which is also the current default method
For estimator CGMM for NTS there was a small error in calculation: There was a small error in the calculation of the variable Cmat in CGMM_NTS.R line 359 and 360
Changes in DESCRIPTION file due to “imports” and “depends”
Some changes in test files
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.