Other packages > Find by keyword >

TempStable  

A Collection of Methods to Estimate Parameters of Different Tempered Stable Distributions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("TempStable", "0.2.2")



Attach the package and use:
library("TempStable")
Maintained by
Till Massing
[Scholar Profile | Author Map]
First Published: 2023-03-17
Latest Update: 2023-10-24
Description:
A collection of methods to estimate parameters of different tempered stable distributions (TSD). Currently, there are seven different tempered stable distributions to choose from: Tempered stable subordinator distribution, classical TSD, generalized classical TSD, normal TSD, modified TSD, rapid decreasing TSD, and Kim-Rachev TSD. The package also provides functions to compute density and probability functions and tools to run Monte Carlo simulations. This package has already been used for the estimation of tempered stable distributions (Massing (2023) <doi:10.48550/arXiv.2303.07060>). The following references form the theoretical background for various functions in this package. References for each function are explicitly listed in its documentation: Bianchi et al. (2010) <doi:10.1007/978-88-470-1481-7_4> Bianchi et al. (2011) <doi:10.1137/S0040585X97984632> Carrasco (2017) <doi:10.1017/S0266466616000025> Feuerverger (1981) <doi:10.1111/j.2517-6161.1981.tb01143.x> Hansen et al. (1996) <doi:10.1080/07350015.1996.10524656> Hansen (1982) <doi:10.2307/1912775> Hofert (2011) <doi:10.1145/2043635.2043638> Kawai & Masuda (2011) <doi:10.1016/j.cam.2010.12.014> Kim et al. (2008) <doi:10.1016/j.jbankfin.2007.11.004> Kim et al. (2009) <doi:10.1007/978-3-7908-2050-8_5> Kim et al. (2010) <doi:10.1016/j.jbankfin.2010.01.015> Kuechler & Tappe (2013) <doi:10.1016/j.spa.2013.06.012> Rachev et al. (2011) <doi:10.1002/9781118268070>.
How to cite:
Till Massing (2023). TempStable: A Collection of Methods to Estimate Parameters of Different Tempered Stable Distributions. R package version 0.2.2, https://cran.r-project.org/web/packages/TempStable. Accessed 01 Apr. 2025.
Previous versions and publish date:
0.1.0 (2023-03-17 18:30), 0.1.1 (2023-03-27 10:40), 0.2.0 (2023-07-08 14:30)
Other packages that cited TempStable R package
View TempStable citation profile
Other R packages that TempStable depends, imports, suggests or enhances
Complete documentation for TempStable
Functions, R codes and Examples using the TempStable R package
Full TempStable package functions and examples
Downloads during the last 30 days
03/0203/0303/0403/0503/0603/0703/0803/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2403/2503/2603/2703/2803/2903/3003/31Downloads for TempStable02468101214TrendBars

Today's Hot Picks in Authors and Packages

simplevis  
Wrappers to Simplify Beautiful "ggplot2" and "leaflet" Visualisation
Wrapper functions around the amazing 'leaflet' package that aims to simplify 'leaflet' visualisatio ...
Download / Learn more Package Citations See dependency  
shinyBS  
Twitter Bootstrap Components for Shiny
Adds additional Twitter Bootstrap components to Shiny. ...
Download / Learn more Package Citations See dependency  
gasmodel  
Generalized Autoregressive Score Models
Estimation, forecasting, and simulation of generalized autoregressive score (GAS) models of Creal, ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
eSIR  
Extended State-Space SIR Models
An implementation of extended state-space SIR models developed by Song Lab at UM school of Public H ...
Download / Learn more Package Citations See dependency  
samplesize  
Sample Size Calculation for Various t-Tests and Wilcoxon-Test
Computes sample size for Student's t-test and for the Wilcoxon-Mann-Whitney test for categorical dat ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA