tsdistributions-package: tsdistributions: Location Scale Standardized Distributions

In tsdistributions: Location Scale Standardized Distributions

tsdistributions: Location Scale Standardized Distributions

Description

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.

Author(s)

Maintainer: Alexios Galanos [e-mail] (ORCID) [copyright holder]

See Also

Useful links:

• https://www.nopredict.com/packages/tsdistributions

• https://github.com/tsmodels/tsdistributions

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