Package: tsdistributions 1.0.2

Alexios Galanos

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. Also included is the semi-parametric piece wise distribution ('spd') with Pareto tails and kernel interior.

Authors:Alexios Galanos [aut, cre, cph]

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Bug tracker:https://github.com/tsmodels/tsdistributions/issues

On CRAN:

distributionsfinanceprobability-distributionprobability-distributionsstatistical-distributionstimeseries

56 exports 4 stars 1.69 score 32 dependencies 1 dependents 18 scripts 1.0k downloads

Last updated 26 days agofrom:20288703d0. Checks:OK: 9. Indexed: yes.

Exports:authorized_domainddistdgeddghdghstdghypdistribution_boundsdistribution_modelspecdjsudkurtosisdnigdsgeddskewnessdsnormdspddsstddstdghyptransformnigtransformpdistpgedpghpghstpghyppjsupnigpsgedpsnormpspdpsstdpstdqdistqgedqghqghstqghypqjsuqnigqsgedqsnormqspdqsstdqstdrdistrgedrghrghstrghyprjsurnigrsgedrsnormrspdrsstdrstdspd_modelspec

Dependencies:alabamacodetoolsdata.tabledigestDistributionUtilsfuturefuture.applyGeneralizedHyperbolicglobalsKernSmoothlatticelistenvMASSMatrixmevnleqslvnumDerivparallellyprogressrrbibutilsRcppRcppArmadilloRcppEigenRdpackRsolnpsandwichSkewHyperbolicTMBtruncnormtsmethodsxtszoo