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: 1.0.3 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: 2025-04-17 DOI: 10.32614/CRAN.package.tsdistributions Author: Alexios Galanos [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: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=tsdistributions to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4