tsdistributions

Location Scale Standardized Distributions

CRAN Package

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.

  • Version1.0.2
  • R version≥ 3.5.0 methods,
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release08/23/2024

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  • Depends2 packages
  • Imports15 packages
  • Suggests3 packages
  • Linking To3 packages
  • Reverse Imports1 package
  • Reverse Suggests1 package