Package: tsdistributions
Type: Package
Title: Location Scale Standardized Distributions
Version: 1.0.3
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "alexios@4dscape.com", comment = c(ORCID = "0009-0000-9308-0457")))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Depends: R (>= 3.5.0), methods, tsmethods
LinkingTo: Rcpp, TMB, RcppEigen
Imports: Rcpp, TMB (>= 1.7.20), Rdpack, GeneralizedHyperbolic,
        KernSmooth, SkewHyperbolic, mev, stats, utils, data.table,
        Rsolnp, sandwich, future.apply, future, progressr
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.
License: GPL-2
Encoding: UTF-8
RoxygenNote: 7.3.2
VignetteBuilder: knitr
RdMacros: Rdpack
URL: https://www.nopredict.com/packages/tsdistributions,
        https://github.com/tsmodels/tsdistributions
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: yes
Packaged: 2025-04-17 08:58:44 UTC; alexios
Author: Alexios Galanos [aut, cre, cph]
    (<https://orcid.org/0009-0000-9308-0457>)
Repository: CRAN
Date/Publication: 2025-04-17 09:50:02 UTC
Built: R 4.6.0; x86_64-w64-mingw32; 2025-04-20 02:22:45 UTC; windows
Archs: x64
