Package: SubTS
Type: Package
Title: Tempered Stable Subordinators and Related Distributions
Version: 2.0
Date: 2026-09-06
Authors@R: c(person("Michael", "Grabchak", role = c("aut", "cre"), email = "mgrabcha@charlotte.edu"),
             person("Lijuan", "Cao", role = "aut") )
Description: 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) <doi:10.1017/jpr.2019.6>, Dassios et al (2020) <doi:10.1145/3368088>, Grabchak (2021) <doi:10.1016/j.spl.2020.109015>, Grabchak (2026) <doi:10.48550/arXiv.2604.17732>.
Imports: copula, gsl, stats, tweedie
License: GPL (>= 3)
NeedsCompilation: yes
Packaged: 2026-09-12 04:20:17 UTC; lcao2
Author: Michael Grabchak [aut, cre],
  Lijuan Cao [aut]
Maintainer: Michael Grabchak <mgrabcha@charlotte.edu>
Repository: CRAN
Date/Publication: 2026-09-13 21:30:08 UTC
