{ "_id": "6a104042acfb0bcc41c9d0b5", "Package": "TempStable", "Type": "Package", "Title": "A Collection of Methods to Estimate Parameters of Different\nTempered Stable Distributions", "Version": "0.2.2.9000", "Authors@R": "c( person(given = \"Till\", family = \"Massing\",\nemail = \"till.massing@uni-due.de\",\nrole = c(\"cre\",\"aut\")),\nperson(given = \"Cedric Maximilian\", family = \"Juessen\",\nemail = \"cedric.juessen@vwl.uni-due.de\",\nrole = \"aut\"))", "Description": "A collection of methods to estimate parameters of\ndifferent tempered stable distributions (TSD). Currently, there\nare seven different tempered stable distributions to choose\nfrom: Tempered stable subordinator distribution, classical TSD,\ngeneralized classical TSD, normal TSD, modified TSD, rapid\ndecreasing TSD, and Kim-Rachev TSD. The package also provides\nfunctions to compute density and probability functions and\ntools to run Monte Carlo simulations. This package has already\nbeen used for the estimation of tempered stable distributions\n(Massing (2023) ). The following references\nform the theoretical background for various functions in this\npackage. References for each function are explicitly listed in\nits documentation: Bianchi et al. (2010)\n Bianchi et al. (2011)\n Carrasco (2017)\n Feuerverger (1981)\n Hansen et al. (1996)\n Hansen (1982)\n Hofert (2011)\n Kawai & Masuda (2011)\n Kim et al. (2008)\n Kim et al. (2009)\n Kim et al. (2010)\n Kuechler & Tappe (2013)\n Rachev et al. (2011)\n.", "URL": "https://github.com/TMoek/TempStable", "License": "GPL (>= 2)", "Encoding": "UTF-8", "RoxygenNote": "7.2.3", "Roxygen": "list(markdown = TRUE)", "Config/testthat/edition": "3", "BugReports": "https://github.com/TMoek/TempStable/issues", "Config/pak/sysreqs": "libgsl0-dev pari-gp", "Repository": "https://tmoek.r-universe.dev", "Date/Publication": "2025-04-26 08:11:22 UTC", "RemoteUrl": "https://github.com/tmoek/tempstable", "RemoteRef": "HEAD", "RemoteSha": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-11 08:22:32 UTC", "User": "root" }, "Author": "Till Massing [cre, aut],\nCedric Maximilian Juessen [aut]", "Maintainer": "Till Massing ", "MD5sum": "e8d316a4d352073a9c5b2b192f210897", "_user": "tmoek", "_type": "src", "_file": "TempStable_0.2.2.9000.tar.gz", "_fileid": "b2f5372ad7311848dff869824370aaecd0a7d1e41fb38fc57f2312b9f39579ff", "_filesize": 441152, "_sha256": "b2f5372ad7311848dff869824370aaecd0a7d1e41fb38fc57f2312b9f39579ff", "_created": "2026-05-11T08:22:32.000Z", "_published": "2026-05-22T11:38:42.836Z", "_distro": "noble", "_jobs": [ { "job": 77371975296, "time": 280, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "6913702006" }, { "job": 77371975328, "time": 286, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6913701607" }, { "job": 77371975306, "time": 310, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "6913699096" }, { "job": 77371975236, "time": 242, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6913674582" }, { "job": 77371975101, "time": 208, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "6913604030" }, { "job": 77371974825, "time": 118, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7159577829" }, { "job": 77371975340, "time": 294, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "6913704475" }, { "job": 77371975491, "time": 292, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "6913703638" }, { "job": 77371975468, "time": 268, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "6913695984" } ], "_buildurl": "https://github.com/r-universe/tmoek/actions/runs/25658635142", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/tmoek/tempstable", "_commit": { "id": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "author": "Cedric Jüssen <61745670+cedricjuessen@users.noreply.github.com>", "committer": "GitHub ", "message": "Merge pull request #5 from kalibera/win-tol\n\nAvoid tests that give too different results on Windows with mingw-w64 v12.", "time": 1745655082 }, "_maintainer": { "name": "Till Massing", "email": "till.massing@uni-due.de", "login": "tmoek", "uuid": 20446060 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.2", "role": "Depends" }, { "package": "methods", "role": "Depends" }, { "package": "copula", "version": ">= 1.1-2", "role": "Imports" }, { "package": "doParallel", "version": ">= 1.0.12", "role": "Imports" }, { "package": "foreach", "version": ">= 1.5.0", "role": "Imports" }, { "package": "gsl", "version": ">= 2.1-8", "role": "Imports" }, { "package": "hypergeo", "version": ">= 1.2-13", "role": "Imports" }, { "package": "moments", "version": ">= 0.14", "role": "Imports" }, { "package": "numDeriv", "version": ">= 2016.8-1", "role": "Imports" }, { "package": "stabledist", "version": ">= 0.7-1", "role": "Imports" }, { "package": "StableEstim", "version": ">= 2.1", "role": "Imports" }, { "package": "rootSolve", "version": ">= 1.8", "role": "Imports" }, { "package": "VGAM", "version": ">= 1.1-7", "role": "Imports" }, { "package": "knitr", "version": ">= 1.4", "role": "Suggests" }, { "package": "rmarkdown", "version": ">= 2.17", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.1", "role": "Suggests" }, { "package": "V8", "version": ">= 4.2", "role": "Suggests" } ], "_owner": "tmoek", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 1, "_contributors": [ { "user": "cedricjuessen", "count": 139, "uuid": 61745670 }, { "user": "tmoek", "count": 43, "uuid": 20446060 }, { "user": "kalibera", "count": 1, "uuid": 1734520 } ], "_userbio": { "uuid": 20446060, "type": "user", "name": "Till Massing" }, "_downloads": { "count": 249, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/TempStable" }, "_devurl": "https://github.com/tmoek/tempstable", "_searchresults": 6, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/TempStable.html", "manual.pdf" ], "_homeurl": "https://github.com/tmoek/tempstable", "_realowner": "tmoek", "_cranurl": true, "_releases": [ { "version": "0.1.0", "date": "2023-03-17" }, { "version": "0.1.1", "date": "2023-03-27" }, { "version": "0.2.0", "date": "2023-07-08" }, { "version": "0.2.2", "date": "2023-10-24" } ], "_exports": [ "charCTS", "charGTS", "charKRTS", "charMTS", "charNTS", "charRDTS", "charTSS", "dCTS", "dGTS", "dKRTS", "dMTS", "dNTS", "dRDTS", "dTSS", "parallelizeMCsimulation", "pCTS", "pGTS", "pMTS", "pNTS", "pRDTS", "pTSS", "qCTS", "qNTS", "qTSS", "rCTS", "rGTS", "rKRTS", "rMTS", "rNTS", "rRDTS", "rTSS", "TemperedEstim", "TemperedEstim_Simulation" ], "_help": [ { "page": "charCTS", "title": "Characteristic function of the classical tempered stable (CTS) distribution", "topics": [ "charCTS" ] }, { "page": "charGTS", "title": "Characteristic function of the generalized classical tempered stable (GTS) distribution.", "topics": [ "charGTS" ] }, { "page": "charKRTS", "title": "Characteristic function of the Kim-Rachev tempered stable distribution", "topics": [ "charKRTS" ] }, { "page": "charMTS", "title": "Characteristic function of the modified tempered stable distribution", "topics": [ "charMTS" ] }, { "page": "charNTS", "title": "Characteristic function of the normal tempered stable (NTS) distribution", "topics": [ "charNTS" ] }, { "page": "charRDTS", "title": "Characteristic function of the rapidly decreasing tempered stable (RDTS) distribution", "topics": [ "charRDTS" ] }, { "page": "charTSS", "title": "Characteristic function of the tempered stable subordinator", "topics": [ "charTSS" ] }, { "page": "dCTS", "title": "Density function of the classical tempered stable (CTS) distribution", "topics": [ "dCTS" ] }, { "page": "dGTS", "title": "Density function of generalized classical tempered stable distribution", "topics": [ "dGTS" ] }, { "page": "dKRTS", "title": "Density Function of the Kim-Rachev tempered stable distribution", "topics": [ "dKRTS" ] }, { "page": "dMTS", "title": "Density function of the modified tempered stable (MTS) distribution", "topics": [ "dMTS" ] }, { "page": "dNTS", "title": "Density function of the normal tempered stable (NTS) distribution", "topics": [ "dNTS" ] }, { "page": "dRDTS", "title": "Density function of the rapidly decreasing tempered stable (CTS) distribution", "topics": [ "dRDTS" ] }, { "page": "dTSS", "title": "Density function of the tempered stable subordinator (TSS) distribution", "topics": [ "dTSS" ] }, { "page": "parallelizeMCsimulation", "title": "Function to parallelize the Monte Carlo Simulation", "topics": [ "parallelizeMCsimulation" ] }, { "page": "pCTS", "title": "Cumulative probability function of the classical tempered stable (CTS) distribution", "topics": [ "pCTS" ] }, { "page": "pGTS", "title": "Cumulative probability function of the generalized classical tempered stable (GTS) distribution", "topics": [ "pGTS" ] }, { "page": "pKRTS", "title": "Cumulative probability distribution function of the Kim-Rachev tempered stable (KRTS) distribution", "topics": [ "pKRTS" ] }, { "page": "pMTS", "title": "Cumulative probability function of the modified tempered stable (MTS) distribution", "topics": [ "pMTS" ] }, { "page": "pNTS", "title": "Cumulative probability function of the normal tempered stable (NTS) distribution", "topics": [ "pNTS" ] }, { "page": "pRDTS", "title": "Cumulative probability function of the rapidly decreasing tempered stable (RDTS) distribution", "topics": [ "pRDTS" ] }, { "page": "pTSS", "title": "Cumulative probability distribution function of the tempered stable subordinator distribution", "topics": [ "pTSS" ] }, { "page": "qCTS", "title": "Quantile function of the classical tempered stable (CTS)", "topics": [ "qCTS" ] }, { "page": "qNTS", "title": "Quantile function of the normal tempered stable (NTS)", "topics": [ "qNTS" ] }, { "page": "qTSS", "title": "Quantile function of the tempered stable subordinator distribution", "topics": [ "qTSS" ] }, { "page": "rCTS", "title": "Function to generate random variates of CTS distribution.", "topics": [ "rCTS" ] }, { "page": "rGTS", "title": "Function to generate random variates of GTS distribution.", "topics": [ "rGTS" ] }, { "page": "rKRTS", "title": "Function to generate random variates of KRTS distribution.", "topics": [ "rKRTS" ] }, { "page": "rMTS", "title": "Function to generate random variates of MTS distribution", "topics": [ "rMTS" ] }, { "page": "rNTS", "title": "Function to generate random variates of NTS distribution.", "topics": [ "rNTS" ] }, { "page": "rRDTS", "title": "Function to generate random variates of RDTS distribution.", "topics": [ "rRDTS" ] }, { "page": "rTSS", "title": "Function to generate random variates of the TSS distribution.", "topics": [ "rTSS" ] }, { "page": "TemperedEstim", "title": "Estimation function", "topics": [ "TemperedEstim" ] }, { "page": "TemperedEstim_Simulation", "title": "Monte Carlo Simulation", "topics": [ "TemperedEstim_Simulation" ] }, { "page": "TempStable", "title": "TempStable: A collection of methods to estimate parameters of different tempered stable distributions.", "topics": [ "TempStable-package", "TempStable" ] } ], "_pkglogo": "https://github.com/tmoek/tempstable/raw/HEAD/man/figures/logo.png", "_readme": "https://github.com/tmoek/tempstable/raw/HEAD/README.md", "_rundeps": [ "ADGofTest", "cluster", "codetools", "colorspace", "contfrac", "copula", "deSolve", "doParallel", "elliptic", "fBasics", "foreach", "gsl", "gss", "hypergeo", "iterators", "lattice", "MASS", "Matrix", "moments", "mvtnorm", "numDeriv", "pcaPP", "pspline", "rbibutils", "Rdpack", "rootSolve", "spatial", "stabledist", "StableEstim", "timeDate", "timeSeries", "VGAM" ], "_score": 3, "_indexed": true, "_nocasepkg": "tempstable", "_universes": [ "tmoek" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.2.2.9000", "date": "2026-05-11T08:25:16.000Z", "distro": "noble", "commit": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "fileid": "6eec3d0e770168cea9d057aad3edc07be15f727b664793ca2fe2a27d8b136c72", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tmoek/actions/runs/25658635142" }, { "r": "4.6.0", "os": "linux", "version": "0.2.2.9000", "date": "2026-05-11T08:25:17.000Z", "distro": "noble", "commit": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "fileid": "7dff769b6307e385e7d2e77089a69f2d515905657934c8fcc413e20064dee267", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tmoek/actions/runs/25658635142" }, { "r": "4.5.3", "os": "mac", "version": "0.2.2.9000", "date": "2026-05-11T08:25:20.000Z", "commit": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "fileid": "e934d9d1008c5e374c2a87f55dccab447e1c3bb9ebb3eb6578b1399e303e5036", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tmoek/actions/runs/25658635142" }, { "r": "4.6.0", "os": "mac", "version": "0.2.2.9000", "date": "2026-05-11T08:24:38.000Z", "commit": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "fileid": "f9aa7125432c507618f4eae02e6b6957d064314ef7a481bb1c55154f071c9503", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tmoek/actions/runs/25658635142" }, { "r": "4.7.0", "os": "win", "version": "0.2.2.9000", "date": "2026-05-11T08:24:18.000Z", "commit": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "fileid": "b1a068088bfc7adaf325aeebac32b858aabc05eb22f1477c6571afbc3de75e43", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tmoek/actions/runs/25658635142" }, { "r": "4.5.3", "os": "win", "version": "0.2.2.9000", "date": "2026-05-11T08:24:29.000Z", "commit": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "fileid": "ea7c58e136f2e1c390276ed16844fd58e5e920791622158019117a65bd34a3ed", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tmoek/actions/runs/25658635142" }, { "r": "4.6.0", "os": "win", "version": "0.2.2.9000", "date": "2026-05-11T08:24:05.000Z", "commit": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "fileid": "4e157fec0a84564a56885c5090cf08b05996c2d8e87982122ce8cca3ddd7f1f5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tmoek/actions/runs/25658635142" }, { "r": "4.6.0", "os": "wasm", "version": "0.2.2.9000", "date": "2026-05-22T11:38:24.000Z", "commit": "e59b4a6c38bdcc8a80e1b0ef80f05d2dcd1f69b3", "fileid": "1763fa7d6d766930258a810e5c4c5b997bfaa0ee9b1b159077cb1851d9399710", "status": "success", "buildurl": "https://github.com/r-universe/tmoek/actions/runs/25658635142" } ] }