tsdistributions: Location Scale Standardized Distributions

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. Also included is the semi-parametric piece wise distribution ('spd') with Pareto tails and kernel interior.

Package details

AuthorAlexios Galanos [aut, cre, cph] (<https://orcid.org/0009-0000-9308-0457>)
MaintainerAlexios Galanos <alexios@4dscape.com>
LicenseGPL-2
Version1.0.3
URL https://www.nopredict.com/packages/tsdistributions https://github.com/tsmodels/tsdistributions
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tsdistributions")

Try the tsdistributions package in your browser

Any scripts or data that you put into this service are public.

tsdistributions documentation built on June 8, 2025, 11:20 a.m.