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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>.
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Package details |
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| Author | Michael Grabchak [aut, cre], Lijuan Can [aut] |
| Maintainer | Michael Grabchak <mgrabcha@uncc.edu> |
| License | GPL (>= 3) |
| Version | 1.0 |
| Package repository | View on CRAN |
| Installation |
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