Package: SubTS 1.0

SubTS: Positive Tempered Stable Distributions and Related Subordinators

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>.

Authors:Michael Grabchak [aut, cre], Lijuan Can [aut]

SubTS_1.0.tar.gz
SubTS_1.0.zip(r-4.5)SubTS_1.0.zip(r-4.4)SubTS_1.0.zip(r-4.3)
SubTS_1.0.tgz(r-4.4-x86_64)SubTS_1.0.tgz(r-4.4-arm64)SubTS_1.0.tgz(r-4.3-x86_64)SubTS_1.0.tgz(r-4.3-arm64)
SubTS_1.0.tar.gz(r-4.5-noble)SubTS_1.0.tar.gz(r-4.4-noble)
SubTS_1.0.tgz(r-4.4-emscripten)SubTS_1.0.tgz(r-4.3-emscripten)
SubTS.pdf |SubTS.html
SubTS/json (API)

# Install 'SubTS' in R:
install.packages('SubTS', repos = c('https://michaelg-1.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 151 downloads 18 exports 12 dependencies

Last updated 2 years agofrom:446bad017a. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-win-x86_64OKOct 25 2024
R-4.5-linux-x86_64OKOct 25 2024
R-4.4-win-x86_64OKOct 25 2024
R-4.4-mac-x86_64OKOct 25 2024
R-4.4-mac-aarch64OKOct 25 2024
R-4.3-win-x86_64OKOct 25 2024
R-4.3-mac-x86_64OKOct 25 2024
R-4.3-mac-aarch64OKOct 25 2024

Exports:dF1dF2dGGadSubCTSgetk1getk2rDickmanrF1rF2rGGarPGammarPRDTSrSubCTSrTrunGammarTrunSrTrunTSsimCondSsimTandW

Dependencies:ADGofTestcolorspacecopulagsllatticeMatrixmvtnormnumDerivpcaPPpsplinestabledisttweedie