Package: TempStable
Type: Package
Title: A Collection of Methods to Estimate Parameters of Different
        Tempered Stable Distributions
Version: 0.1.0
Authors@R: c( person(given = "Till", family = "Massing",
                     email = "till.massing@uni-due.de",
                     role = "aut"),
              person(given = "Cedric Maximilian", family = "Juessen", 
                     email = "cedric.juessen@vwl.uni-due.de",
                     role = "cre"))
Description: 
  A collection of methods to estimate parameters of different tempered stable 
  distributions. Currently, there are three different tempered stable 
  distributions to choose from: Tempered stable subordinator distribution, 
  classical tempered stable distribution, normal tempered stable distribution.
  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:
  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>
  Kawai & Masuda (2011) <doi:10.1016/j.cam.2010.12.014>
  Kim et al. (2008) <doi:10.1016/j.jbankfin.2007.11.004>
  Kuechler & Tappe (2013) <doi:10.1016/j.spa.2013.06.012>
  Rachev et al. (2011) <doi:10.1002/9781118268070>.
URL: https://cedricjuessen.github.io/TempStable/
License: GPL (>= 2)
Encoding: UTF-8
Imports: doParallel (>= 1.0.17), foreach (>= 1.5.2), methods (>=
        4.1.2), moments (>= 0.14.1), numDeriv (>= 2016.8-1.1),
        stabledist (>= 0.7-1), StableEstim (>= 2.1), rootSolve (>=
        1.8.2.3), VGAM (>= 1.1-7)
RoxygenNote: 7.2.3
Suggests: knitr (>= 1.4), rmarkdown (>= 2.17), testthat (>= 3.1.5), V8
        (>= 4.2.2)
VignetteBuilder: knitr
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2023-03-17 08:40:23 UTC; Cedric
Author: Till Massing [aut],
  Cedric Maximilian Juessen [cre]
Maintainer: Cedric Maximilian Juessen <cedric.juessen@vwl.uni-due.de>
Repository: CRAN
Date/Publication: 2023-03-17 17:30:04 UTC
