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>.

Version: 1.0
Imports: copula, gsl, stats, tweedie
Suggests: statmod
Published: 2023-02-17
Author: Michael Grabchak [aut, cre], Lijuan Can [aut]
Maintainer: Michael Grabchak <mgrabcha at>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: SubTS results


Reference manual: SubTS.pdf


Package source: SubTS_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): SubTS_1.0.tgz, r-oldrel (arm64): SubTS_1.0.tgz, r-release (x86_64): SubTS_1.0.tgz, r-oldrel (x86_64): SubTS_1.0.tgz


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