Skip to content

tsdistributions

Location Scale Standardized Distributions

v1.0.4 · Mar 14, 2026 · GPL-2

Description

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.

Downloads

974

Last 30 days

3857th

2.8K

Last 90 days

11.2K

Last year

Trend: +1.6% (30d vs prior 30d)

CRAN Check Status

7 NOTE
7 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (7 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

compiled code

File ‘tsdistributions/libs/tsdistributions.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-linux-x86_64-debian-gcc

compiled code

File ‘tsdistributions/libs/tsdistributions.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-windows-x86_64

compiled code

File 'tsdistributions/libs/x64/tsdistributions.dll':
  Found non-API call to R: 'R_UnboundValue'

Compiled code should not call non-API entry points in R.

See 'Writing portable packages' in the 'Writing R Extensions' manual,
and section 'Moving into C API compliance' for issues with the use of
non-API entry points.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 44.5Mb
  sub-directories of 1Mb or more:
    libs  43.6Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 45.9Mb
  sub-directories of 1Mb or more:
    libs  45.0Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is 14.8Mb
  sub-directories of 1Mb or more:
    libs  13.9Mb
NOTE r-patched-linux-x86_64

compiled code

File ‘tsdistributions/libs/tsdistributions.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.

Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 45.7Mb
  sub-directories of 1Mb or more:
    libs  45.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 45.7Mb
  sub-directories of 1Mb or more:
    libs  45.0Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is 14.6Mb
  sub-directories of 1Mb or more:
    libs  13.9Mb

Reverse Dependencies (4)

suggests

Dependency Network

Dependencies Reverse dependencies tsmethods Rcpp TMB Rdpack GeneralizedHyperbolic KernSmooth SkewHyperbolic mev data.table Rsolnp sandwich future.apply future progressr tsgarch tsissm tsmarch tstests tsdistributions

Version History

updated 1.0.4 ← 1.0.3 diff Mar 14, 2026
new 1.0.3 Mar 10, 2026
updated 1.0.3 ← 1.0.2 diff Apr 16, 2025
updated 1.0.2 ← 1.0.1 diff Aug 22, 2024
updated 1.0.1 ← 1.0.0 diff May 12, 2024
new 1.0.0 Mar 16, 2024