| Name : R-TempStable
| |
| Version : 0.2.2
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp155.5.1
| Date : 2024-09-11 02:41:05
|
| Group : Development/Libraries/Other
| Source RPM : R-TempStable-0.2.2-lp155.5.1.src.rpm
|
| Size : 1.00 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : A Collection of Methods to Estimate Parameters of Different Tempered Stable Distributions
|
Description :
A collection of methods to estimate parameters of different tempered
stable distributions (TSD). Currently, there are seven different
tempered stable distributions to choose from: Tempered stable
subordinator distribution, classical TSD, generalized classical TSD,
normal TSD, modified TSD, rapid decreasing TSD, and Kim-Rachev TSD. The
package also provides functions to compute density and probability
functions and tools to run Monte Carlo simulations. This package has
already been used for the estimation of tempered stable distributions
(Massing (2023) < arXiv:2303.07060>). The following references form the
theoretical background for various functions in this package.
References for each function are explicitly listed in its
documentation: Bianchi et al. (2010) < doi:10.1007/978-88-470-1481-7_4>
Bianchi et al. (2011) < doi:10.1137/S0040585X97984632> Carrasco (2017)
< doi:10.1017/S0266466616000025> Feuerverger (1981)
< doi:10.1111/j.2517-6161.1981.tb01143.x> Hansen et al. (1996)
< doi:10.1080/07350015.1996.10524656> Hansen (1982)
< doi:10.2307/1912775> Hofert (2011) < doi:10.1145/2043635.2043638> Kawai
& Masuda (2011) < doi:10.1016/j.cam.2010.12.014> Kim et al. (2008)
< doi:10.1016/j.jbankfin.2007.11.004> Kim et al. (2009)
< doi:10.1007/978-3-7908-2050-8_5> Kim et al. (2010)
< doi:10.1016/j.jbankfin.2010.01.015> Kuechler & Tappe (2013)
< doi:10.1016/j.spa.2013.06.012> Rachev et al. (2011)
< doi:10.1002/9781118268070>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
