Tempered Stable Subordinators and Related Distributions

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) , Dassios et al (2020) , Grabchak (2021) , Grabchak (2026) .


Reference manual

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install.packages("SubTS")

2.0 by Michael Grabchak, 21 days ago


Browse source code at https://github.com/cran/SubTS


Authors: Michael Grabchak [aut, cre] , Lijuan Cao [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports copula, gsl, stats, tweedie


See at CRAN