Location-Scale based distributions parameterized in terms of mean, standard deviation, skew and shape parameters and estimation using automatic differentiation. Distributions include the Normal, Student and GED as well as their skewed variants ('Fernandez and Steel'), the 'Johnson SU', and the Generalized Hyperbolic.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0), methods, tsmethods |
| Imports: | TMB (≥ 1.7.20), GeneralizedHyperbolic, SkewHyperbolic, stats, utils, data.table, zoo, Rsolnp, sandwich, future.apply, future, progressr |
| LinkingTo: | TMB, RcppEigen |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2024-03-17 |
| Author: | Alexios Galanos [aut, cre, cph] |
| Maintainer: | Alexios Galanos <alexios at 4dscape.com> |
| License: | GPL-2 |
| URL: | https://www.nopredict.com/packages/tsdistributions, https://github.com/tsmodels/tsdistributions |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | tsdistributions results |
| Reference manual: | tsdistributions.pdf |
| Vignettes: |
Estimation Demo Location Scale Distributions Profile Demo |
| Package source: | tsdistributions_1.0.0.tar.gz |
| Windows binaries: | r-devel: tsdistributions_1.0.0.zip, r-release: tsdistributions_1.0.0.zip, r-oldrel: tsdistributions_1.0.0.zip |
| macOS binaries: | r-release (arm64): tsdistributions_1.0.0.tgz, r-oldrel (arm64): tsdistributions_1.0.0.tgz, r-release (x86_64): tsdistributions_1.0.0.tgz, r-oldrel (x86_64): tsdistributions_1.0.0.tgz |
| Reverse imports: | tsgarch |
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