Mixed Tempered Stable Distribution: Project Home – R-Forge

Project description

This package provides detailed functions for univariate Mixed Tempered Stable distribution distribution with Gamma mixing density. The package contains routine for mle estimation, for the computation of density, probability, quantile and random numbers

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Tags: Finance, Mixture, density estimation, finance, model selection

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Registered: 2014-07-21 14:47
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge