Location Scale Standardized Distributions
Overview
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.
- Rf_error fix prompted by Rcpp team
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK13 OK2026-05-02
Show 3 earlier changesHide 3 earlier changes
- NOTE11 OK, 3 NOTE2026-04-22
- ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18
- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 35 (1 internal)includes a package overview page
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 11%
- Documented parameters
- 86%
- Return-value docs
- 100%
- Help pages citing references
- 3% with a bibliography file
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 1
- Median days to close, 50 most recently updated closed PRs
- not measured
Stars over time
Issues over time
4 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/tsmodels/tsdistributions on 2026-10-11.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Dependencies
Installing tsdistributions adds 27 packages (15 with compiled code, 19 MB of source tarballs). Heaviest: data.table 5.7 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.0.4Latest
- 1.0.32025-04-17 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 1.0.2
- 1.0.1
- RR 4.4.0 released · 2024-04-24
- 1.0.02024-03-17
- RR 4.3.0 released · 2023-04-21
Package metadata
- First published
- 2024-03-17
- Total releases
- 5 / 2 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 437 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("tsdistributions")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.
From data release v2026-10-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.