TempStable 0.2.2

Breaking changes

• Package moved on GitHub from cedricjuessen to TMoek

Minor improvements and fixes

• @aliases TempStable-package added in documentation

• Fisher Information for TSS patched

TempStable 0.2.0

New features

• 4 new tempered stable distribution were implemented: Generalized classical TS, modified TS, rapid decreasing TS, and Kim-Rachev TS.

• With each new distribution, among other things, function for determining the characteristic function and density function were implemented.

• In addition, a random variates generation function was implemented for each new distribution.

• All new distributions were also implemented in the Monte Carlo and the estimation function.

Changes to existing functions and code

• A new method to generate random variates of a tempered stable distribution has been added to the existing TS distributions, which is also the current default method

• For estimator CGMM for NTS there was a small error in calculation: There was a small error in the calculation of the variable Cmat in CGMM_NTS.R line 359 and 360

TempStable 0.1.1

Small patch due to CRAN request (no functional changes)

• Changes in DESCRIPTION file due to “imports” and “depends”

• Some changes in test files

TempStable 0.1.0

• First version, no downstream dependencies.