Package: SubTS
Type: Package
Title: Tempered Stable Subordinators and Related Distributions
Version: 2.0
Date: 2026-09-06
Authors@R: c(person("Michael", "Grabchak", role = c("aut", "cre"), email = "mgrabcha@charlotte.edu"),
             person("Lijuan", "Cao", role = "aut") )
Description: 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>.
Imports: copula, gsl, stats, tweedie
License: GPL (>= 3)
NeedsCompilation: yes
Packaged: 2026-10-14 06:33:28 UTC; root
Author: Michael Grabchak [aut, cre], Lijuan Cao [aut]
Maintainer: Michael Grabchak <mgrabcha@charlotte.edu>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-09-13 21:30:08 UTC
RemoteUrl: https://github.com/cran/SubTS
RemoteRef: HEAD
RemoteSha: f911ec44d36deb8b60fc4aaab55931f248514db8