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-4.7)SubTS_1.0.zip(r-4.6)SubTS_1.0.zip(r-4.5)
SubTS_1.0.tgz(r-4.6-x86_64)SubTS_1.0.tgz(r-4.6-arm64)SubTS_1.0.tgz(r-4.5-x86_64)SubTS_1.0.tgz(r-4.5-arm64)
SubTS_1.0.tar.gz(r-4.7-arm64)SubTS_1.0.tar.gz(r-4.7-x86_64)SubTS_1.0.tar.gz(r-4.6-arm64)SubTS_1.0.tar.gz(r-4.6-x86_64)
SubTS_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
SubTS/json (API)

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

On CRAN:

Conda:

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

1.00 score 239 downloads 18 exports 17 dependencies

Last updated from:446bad017a. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK171
linux-devel-x86_64OK138
source / vignettesOK164
linux-release-arm64OK161
linux-release-x86_64OK134
macos-release-arm64OK146
macos-release-x86_64OK233
macos-oldrel-arm64OK175
macos-oldrel-x86_64OK314
windows-develOK119
windows-releaseOK85
windows-oldrelOK104
wasm-releaseOK95

Exports:dF1dF2dGGadSubCTSgetk1getk2rDickmanrF1rF2rGGarPGammarPRDTSrSubCTSrTrunGammarTrunSrTrunTSsimCondSsimTandW

Dependencies:ADGofTestcliclustercolorspacecopulagsllatticelifecycleMatrixmvtnormnumDerivpcaPPpsplinerlangstablediststatmodtweedie