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SubTS  

Positive Tempered Stable Distributions and Related Subordinators
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", "1.0")



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: Positive Tempered Stable Distributions and Related Subordinators. R package version 1.0, https://cran.r-project.org/web/packages/SubTS. Accessed 07 Nov. 2024.
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