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: | 1.0.1 |
| Depends: | R (≥ 3.5.0), methods, tsmethods |
| Imports: | TMB (≥ 1.7.20), Rdpack, GeneralizedHyperbolic, KernSmooth, SkewHyperbolic, mev, stats, utils, data.table, zoo, Rsolnp, sandwich, future.apply, future, progressr |
| LinkingTo: | TMB, RcppEigen |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2024-05-13 |
| 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 |
| Reference manual: | tsdistributions.pdf |
| Vignettes: |
Estimation Demo Location Scale Distributions Profile Demo Semi-Parametric Distribution Demo |
| Package source: | tsdistributions_1.0.1.tar.gz |
| Windows binaries: | r-devel: tsdistributions_1.0.0.zip, r-release: tsdistributions_1.0.1.zip, r-oldrel: tsdistributions_1.0.1.zip |
| macOS binaries: | r-release (arm64): tsdistributions_1.0.1.tgz, r-oldrel (arm64): tsdistributions_1.0.1.tgz, r-release (x86_64): tsdistributions_1.0.1.tgz, r-oldrel (x86_64): tsdistributions_1.0.1.tgz |
| Old sources: | tsdistributions archive |
| Reverse imports: | tsgarch |
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