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.

Version: 1.0.0
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
LinkingTo: TMB, RcppEigen
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2024-03-17
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
CRAN checks: tsdistributions results

Documentation:

Reference manual: tsdistributions.pdf
Vignettes: Estimation Demo
Location Scale Distributions
Profile Demo

Downloads:

Package source: tsdistributions_1.0.0.tar.gz
Windows binaries: r-prerel: tsdistributions_1.0.0.zip, r-release: tsdistributions_1.0.0.zip, r-oldrel: tsdistributions_1.0.0.zip
macOS binaries: r-prerel (arm64): tsdistributions_1.0.0.tgz, r-release (arm64): tsdistributions_1.0.0.tgz, r-oldrel (arm64): tsdistributions_1.0.0.tgz, r-prerel (x86_64): tsdistributions_1.0.0.tgz, r-release (x86_64): tsdistributions_1.0.0.tgz

Linking:

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