Package: SubTS 2.0

Michael Grabchak

SubTS: Tempered Stable Subordinators and Related Distributions

Contains methods for the simulation of tempered stable subordinators and related distributions. Including classical tempered stable (both finite and infinite variation), 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>, Grabchak (2026) <doi:10.48550/arXiv.2604.17732>.

Authors:Michael Grabchak [aut, cre], Lijuan Cao [aut]

SubTS_2.0.tar.gz
SubTS_2.0.zip(r-4.7-x86_64)SubTS_2.0.zip(r-4.7-arm64)SubTS_2.0.zip(r-4.6-x86_64)SubTS_2.0.zip(r-4.6-arm64)
SubTS_2.0.tar.gz(r-4.7-arm64)SubTS_2.0.tar.gz(r-4.7-x86_64)SubTS_2.0.tar.gz(r-4.6-arm64)SubTS_2.0.tar.gz(r-4.6-x86_64)
SubTS_2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
SubTS/json (API)

# Install 'SubTS' in R:
install.packages('SubTS', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 496 downloads 20 exports 17 dependencies

Last updated from:f911ec44d3. Checks:10 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK138
linux-devel-x86_64OK110
source / vignettesOK157
linux-release-arm64OK87
linux-release-x86_64OK113
windows-devel-arm64OK183
windows-devel-x86_64OK131
windows-release-arm64OK188
windows-release-x86_64OK91
wasm-releaseOK90

Exports:dF1dF2dGGadSubCTSgetk1getk2rCTSMrCTSPrDickmanrF1rF2rGGarPGammarPRDTSrSubCTSrTrunGammarTrunSrTrunTSsimCondSsimTandW

Dependencies:ADGofTestcliclustercolorspacecopulagsllatticelifecycleMatrixmvtnormnumDerivpcaPPpsplinerlangstablediststatmodtweedie