Package: SubTS
Type: Package
Title: Positive Tempered Stable Distributions and Related Subordinators
Version: 1.0
Date: 2023-02-04
Authors@R: c(person("Michael", "Grabchak", role = c("aut", "cre"), email = "mgrabcha@uncc.edu"),
             person("Lijuan", "Can", role = "aut") )
Description: 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>.
Suggests: statmod
Imports: copula, gsl, stats, tweedie
License: GPL (>= 3)
NeedsCompilation: yes
Packaged: 2023-02-17 00:40:03 UTC; lcao2
Author: Michael Grabchak [aut, cre],
  Lijuan Can [aut]
Maintainer: Michael Grabchak <mgrabcha@uncc.edu>
Repository: CRAN
Date/Publication: 2023-02-17 10:00:12 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 02:05:44 UTC; unix
Archs: SubTS.so.dSYM
