Skip to content

Tempered Stable Subordinators and Related Distributions

0packages depend
2.6Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Contains methods for the simulation of tempered stable subordinators and related distributions. Including classical tempered stable (both finite and infinite variation), rapidly deceasing tempered stable, truncated stable, truncated tempered stable, generalized Dickman, truncated gamma, generalized gamma, and p-gamma. For details, see Dassios et al (2019) doi:10.1017/jpr.2019.6, Dassios et al (2020) doi:10.1145/3368088, Grabchak (2021) doi:10.1016/j.spl.2020.109015, Grabchak (2026) doi:10.48550/arXiv.2604.17732.

Install

Health

CRAN checks
13OK
Slowest check: 2.7 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
21includes a package overview page
Examples that run
100%21 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

2.6K
CRAN downloads in the past year
Rank #13,609 · ~7/day · ~216/mo
Daily download trend is not available in this view yet.
39030 days
85990 days
2.6K1 year
Compare downloads with other packages →
Also on365 r2u4 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing SubTS adds 14 packages (10 with compiled code, 10 MB of source tarballs). Heaviest: copula 3.5 MB, colorspace 2.0 MB, tweedie 1.8 MB.

Depends (0)
none
Imports (4)
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (2)
Author, Maintainer since 1.0 (2023)
Author · added in 2.0
Listed in earlier versions (1)
Lijuan Can
no longer listed · 1.0
Releases (2)

Pick two releases to compare their code metrics.

  • 2.0Latest
    record
    2026-09-13 · current release · diff ↗ ·
    added 2 exports
    rCTSM, rCTSP
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 1.0
    record
    2023-02-17
  • R
    R 4.2.0 released · 2022-04-22

Package metadata

First published
2023-02-17
Total releases
2 / 3 yrs
License
GPL (>= 3) OSI
Download size
16 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("SubTS")
Grabchak, M., & Cao, L. (2026). SubTS: Tempered Stable Subordinators and Related Distributions (Version 2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.SubTS

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for SubTS version 2.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy