MixedTS: Mixed Tempered Stable Distribution
This package provides detailed functions for univariate Mixed Tempered Stable distribution distribution with Gamma density. This distribution encompasses, Variance Gamma and Symmetric Geo-Stable as special cases. The package contains routine for mle estimation, for the computation of density, probability, quantile and random numbers
| Version: |
1.0.1 |
| Depends: |
methods, stats4, MASS |
| Published: |
2014-08-04 |
| Author: |
Lorenzo Mercuri, Edit Rroji |
| Maintainer: |
Lorenzo Mercuri <lorenzo.mercuri at unimi.it> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
MixedTS results |
Downloads: