TempStable

0.2.2

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

0packages depend

2.7Kdownloads / year

27.9%test coverage

11/13checks pass

Overview

About

Maintained by Till MassingFirst published 2023-03-174 releasesCRAN page ↗GitHub ↗

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.

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.

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).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 11.5 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.06

27.9%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 274 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 68%
Documented parameters: 85%
Return-value docs: 100%
References docs: 57%

Downloads

2.7K

CRAN downloads in the past year

Rank #14,598 · ~7/day · ~226/mo

Releases R versions

Daily download trend is not available in this view yet.

24130 days

75990 days

2.7K1 year

Compare downloads with other packages →

Also on94 r2u31 autocran17 c2d4u

Repository

GitHub ↗ tmoek/tempstable

1Stars

1Forks

1Open issues

0Open PRs

1Releases

183Commits

3Contributors

183 commits · Last activity 2025-04-26

Stars over time

2023-04-13 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/tmoek/tempstable on 2026-07-19.

CRAN release process (1)

cran-comments.md

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

15 external dependencies (excludes base and recommended)

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.

Code & Tests

Code Composition

R 22,311 (89%)Rd 2,885 (11%)

Code characteristics

Object systems

S4 class8S4 method16

Cyclomatic complexity: 1.0 median / 43 max
Test cases: 59 / 0.06 per code line

Test coverage

Line coverage

28%

Expression

27.2%

Tests / Examples

27.9% / 3% ex

Functions

626 33 exported

Complexity

2.7 avg / 43 max

Call network

626 nodes / 922 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

626 functions

Function	Cyclo	Coverage
charGTS exp	5	0%
charKRTS exp	9	0%
charMTS exp	10	0%
charRDTS exp	19	0%
dGTS exp	7	0%
dKRTS exp	7	0%

People & History

People (2)

Maintainer (1)

Till Massing

Maintainer, Author

Authors (2)

Till Massing

Maintainer, Author

Cedric Maximilian Juessen

Author

Listed in earlier versions (1)

Mert Basaran

no longer listed · 0.2.0

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

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
2023-10-24 · current release · diff ↗
0.2.0
2023-07-08 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.1.1
2023-03-27 · diff ↗
0.1.0
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
Installed size: not tracked yet
With dependencies: not tracked yet

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