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SubTS  

Tempered Stable Subordinators and Related Distributions
View on CRAN: Click here


Download and install SubTS package within the R console
Install from CRAN:
install.packages("SubTS")

Install from Github:
library("remotes")
install_github("cran/SubTS")

Install by package version:
library("remotes")
install_version("SubTS", "2.0")



Attach the package and use:
library("SubTS")
Maintained by
Michael Grabchak
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-02-17
Latest Update: 2023-02-17
Description:
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>.
How to cite:
Michael Grabchak (2023). SubTS: Tempered Stable Subordinators and Related Distributions. R package version 2.0, https://cran.r-project.org/web/packages/SubTS. Accessed 04 Oct. 2026.
Previous versions and publish date:
(2026-09-13 23:30), 1.0 (2023-02-17 11:00)
Other packages that cited SubTS R package
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Complete documentation for SubTS
Functions, R codes and Examples using the SubTS R package
Full SubTS package functions and examples
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