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.

Version: 1.0.2
Depends: R (≥ 3.5.0), methods, tsmethods
Imports: Rcpp, TMB (≥ 1.7.20), Rdpack, GeneralizedHyperbolic, KernSmooth, SkewHyperbolic, mev, stats, utils, data.table, Rsolnp, sandwich, future.apply, future, progressr
LinkingTo: Rcpp, TMB, RcppEigen
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2024-08-23
DOI: 10.32614/CRAN.package.tsdistributions
Author: Alexios Galanos ORCID iD [aut, cre, cph]
Maintainer: Alexios Galanos <alexios at 4dscape.com>
License: GPL-2
URL: https://www.nopredict.com/packages/tsdistributions, https://github.com/tsmodels/tsdistributions
NeedsCompilation: yes
Materials: NEWS
In views: Distributions
CRAN checks: tsdistributions results

Documentation:

Reference manual: tsdistributions.pdf
Vignettes: Estimation Demo (source, R code)
Location Scale Distributions (source, R code)
Profile Demo (source, R code)
Semi-Parametric Distribution Demo (source, R code)

Downloads:

Package source: tsdistributions_1.0.2.tar.gz
Windows binaries: r-devel: tsdistributions_1.0.2.zip, r-release: tsdistributions_1.0.2.zip, r-oldrel: tsdistributions_1.0.2.zip
macOS binaries: r-release (arm64): tsdistributions_1.0.2.tgz, r-oldrel (arm64): tsdistributions_1.0.2.tgz, r-release (x86_64): tsdistributions_1.0.2.tgz, r-oldrel (x86_64): tsdistributions_1.0.2.tgz
Old sources: tsdistributions archive

Reverse dependencies:

Reverse imports: tsgarch, tsmarch
Reverse suggests: tstests

Linking:

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