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>.
