CRAN/E | tsdistributions

tsdistributions

Location Scale Standardized Distributions

Installation

About

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.

www.nopredict.com/packages/tsdistributions
github.com/tsmodels/tsdistributions

Key Metrics

Version 1.0.0
R ≥ 3.5.0
Published 2024-03-17 51 days ago
Needs compilation? yes
License GPL-2
CRAN checks tsdistributions results

Downloads

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Maintainer

Maintainer

Alexios Galanos

alexios@4dscape.com

Authors

Alexios Galanos

aut / cre / cph

Material

NEWS
Reference manual
Package source

Vignettes

Estimation Demo
Location Scale Distributions
Profile Demo

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 3.5.0
methods
tsmethods

Imports

TMB ≥ 1.7.20
GeneralizedHyperbolic
SkewHyperbolic
stats
utils
data.table
zoo
Rsolnp
sandwich
future.apply
future
progressr

Suggests

knitr
rmarkdown
testthat ≥ 3.0.0

LinkingTo

TMB
RcppEigen