R Observatory: Metrics for TempStable version 0.2.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

TempStable

0.2.2Package record

A Collection of Methods to Estimate Parameters of Different Tempered Stable Distributions

0packages depend

2.8Kdownloads / year

27.9%test coverage

11/13flavors OK

Overview

About

Maintained by Till MassingCRAN page ↗GitHub ↗Issues ↗

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.

Changes in 0.2.2

Breaking changes

Package moved on GitHub from cedricjuessen to TMoek

Minor improvements and fixes

@aliases TempStable-package added in documentation
Fisher Information for TSS patched

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("TempStable", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("TMoek/TempStable")

Development version from TMoek/TempStable. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tempstable

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-TempStable

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-TempStable

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

2NOTE11OK

Check messages

NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc

Maintainer: ‘Till Massing <till.massing@uni-due.de>’

The Description field contains
  (Massing (2023) <arXiv:2303.07060>).  The following references form the
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

CRAN check page ↗

Slowest check: 7.3 min · r-oldrel-windows-x86_64

Status changes

NOTE11 OK, 2 NOTE2026-09-08
ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2.2

READMEYes · 274 wordsVignettesNoNEWSYes · 100% structured · mentions 0.2.2Citation fileNo

Help pages: 35includes a package overview page
Examples that run: 64%18 run in a plain check · 10 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 82%
Documented parameters: 85%
Return-value docs: 100%
Help pages citing references: 57%

How these are measured

Downloads

2.8K

CRAN downloads in the past year

Rank #15,805 · ~8/day · ~234/mo

Releases R versions

Daily download trend is not available in this view yet.

30430 days

77690 days

2.8K1 year

Compare downloads with other packages →

Also on89 r2u1 autocran45 c2d4u

How downloads are counted

Repository

tmoek/tempstable ↗Account: TMoek

1Stars

1Forks

1Open issues

0Open PRs

1Releases

183Commits

3Commit identities

183 commits · Last activity 2025-04-26 · Default branch at 0.2.2.9000, ahead of CRAN 0.2.2 (checked 2026-10-18)

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 2
Median days to close, 50 most recently updated closed PRs: 2

Stars over time

2023-04-13 · 12026-07-07 · 1

How these are measured

PracticesBeta

6 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/tmoek/tempstable on 2026-10-18.

Docs source (3)

README.Rmdpkgdown

GitHub Pages site last deployed 2025-04-26

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

15 external dependencies (excludes base and recommended)

Installing TempStable adds 28 packages (16 with compiled code, 20 MB of source tarballs). Heaviest: copula 3.5 MB, colorspace 2.0 MB, deSolve 1.9 MB.

Depends (2)

R >= 4.2methods

Imports (11)

copula doParallel foreach gsl hypergeo moments numDeriv stabledist StableEstim (>= 2.1)rootSolve VGAM

LinkingTo (0)

none

Suggests (4)

knitr rmarkdown testthat V8

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (2)

Till Massing

Maintainer since 0.2.2 (2023), Author

Cedric Maximilian Juessen

Author

Previously maintained by Cedric Maximilian Juessen (0.1.0 to 0.2.0).

Listed in earlier versions (1)

Mert Basaran

no longer listed · 0.2.0

Releases (4)

Pick two releases to compare their code metrics.

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
0.2.2Latest
record
2023-10-24 · current release · diff ↗
0.2.0
record
2023-07-08 · diff ↗ ·
added 15 exports
charGTS, charKRTS, charMTS, charRDTS, dGTS, dKRTS, dMTS, dRDTS, pGTS, pMTS, pRDTS, rGTS, rKRTS, rMTS, rRDTS
R
R 4.3.0 released · 2023-04-21
0.1.1
record
2023-03-27 · diff ↗
0.1.0
record
2023-03-17
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2023-03-17
Total releases: 4 / 3 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 4.2
Download size: 167 KB

Appears in task views

Probability Distributions

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("TempStable")

Format

Massing, T., & Juessen, C. M. (2023). TempStable: A Collection of Methods to Estimate Parameters of Different Tempered Stable Distributions (Version 0.2.2) [Computer software]. https://doi.org/10.32614/CRAN.package.TempStable

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.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for TempStable version 0.2.2 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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