R packages by michaelg-1

SymTS - Symmetric Tempered Stable Distributions

Contains methods for simulation and for evaluating the pdf, cdf, and quantile functions for symmetric stable, symmetric classical tempered stable, and symmetric power tempered stable distributions.

Last updated 2 years ago

gsl

1.08 score 12 scripts 284 downloads

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>.

Last updated 2 years ago

1.00 score 174 downloads