SubTS: 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) <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>.

Version:	2.0
Imports:	copula, gsl, stats, tweedie
Published:	2026-09-13
DOI:	10.32614/CRAN.package.SubTS
Author:	Michael Grabchak [aut, cre], Lijuan Cao [aut]
Maintainer:	Michael Grabchak <mgrabcha at charlotte.edu>
License:	GPL (≥ 3)
NeedsCompilation:	yes
CRAN checks:	SubTS results

Documentation:

Reference manual:

SubTS.html , SubTS.pdf

Downloads:

Package source:	SubTS_2.0.tar.gz
Windows binaries:	r-devel: SubTS_1.0.zip, r-release: SubTS_1.0.zip, r-oldrel: SubTS_1.0.zip
macOS binaries:	r-release (arm64): SubTS_1.0.tgz, r-oldrel (arm64): SubTS_1.0.tgz, r-release (x86_64): SubTS_1.0.tgz, r-oldrel (x86_64): SubTS_1.0.tgz
Old sources:	SubTS archive

Linking:

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