fitdistcp package - RDocumentation

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Please ignore this repo for now. I'm planning to release the fitdistcp package soon. Information will be posted at www.fitdistcp.info.

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Install

install.packages('fitdistcp')

Monthly Downloads

214

Version

0.1.1

License

MIT + file LICENSE

Maintainer

Stephen Jewson

Last Published

April 23rd, 2025

Functions in fitdistcp (0.1.1)

analytic_cpmethod

Generates a comment about the method

The first derivative of the density

bayesian_dq_4terms_v1

Evaluate DMGS equation 3.3

DMGS equation 3.3, f1 term

adhoc_dmgs_cpmethod

Generates a comment about the method

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative matrix of the normalized log-likelihood

Cauchy Distribution Predictions Based on a Calibrating Prior

determine revert2ml or not

DMGS equation 3.3, f2 term

The second derivative of the density

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the second derivative of the normalized log-likelihood

The third derivative of the normalized log-likelihood

Cauchy Distribution with a Predictor, Predictions Based on a Calibrating Prior

DMGS equation 2.1, f1 term

log-likelihood function

DMGS equation 2.1, f2 term

The first derivative of the density

The second derivative of the density

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

DMGS equation 3.3, mu2 term

DMGS equation 3.3, mu1 term

The second derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

cauchy_p1_lddda

The third derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

One component of the third derivative of the normalized log-likelihood

cauchy_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

cauchy_p1_means

Cauchy distribution: RHP mean

DMGS equation 3.3, mu1 term

cauchy_p1_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, p1 term

d105burr_example_data_v1

This is data to be included in my package

DMGS equation 3.3, mu2 term

DMGS equation 3.3, p2 term

d151gev_p12_example_data_v1_t

This is data to be included in my package

d150gev_p1_example_data_v1_x

This is data to be included in my package

d152gev_p123_example_data_v1_t

This is data to be included in my package

DMGS equation 3.3, p1 term

d101invgamma_example_data_v1

This is data to be included in my package

d151gev_p12_example_data_v1_x

This is data to be included in my package

d31norm_dmgs_example_data_v1

This is data to be included in my package

d102invgauss_example_data_v1

This is data to be included in my package

cauchy_p1_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

cauchy_p1_loglik

Cauchy-with-p1 observed log-likelihood function

d152gev_p123_example_data_v1_x

This is data to be included in my package

d11pareto_k2_example_data_v1

This is data to be included in my package

d110gev_example_data_v1

This is data to be included in my package

cauchy_p1_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

d61lnorm_p1_example_data_v1_x

This is data to be included in my package

DMGS equation 2.1, p2 term

d20halfnorm_example_data_v1

This is data to be included in my package

d35lnorm_example_data_v1

This is data to be included in my package

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative matrix of the normalized log-likelihood

d42cauchy_example_data_v1

This is data to be included in my package

d50gumbel_example_data_v1

This is data to be included in my package

d36lnorm_dmgs_example_data_v1

This is data to be included in my package

cauchy_p1_predictordata

Predicted Parameter and Generalized Residuals

d70gumbel_p1_example_data_v1_x

This is data to be included in my package

d71frechet_p2k1_example_data_v1_t

This is data to be included in my package

d64cauchy_p1_example_data_v1_t

This is data to be included in my package

d62logis_p1_example_data_v1_t

This is data to be included in my package

d81lst_p12k3_example_data_v1_t1

This is data to be included in my package

d63lst_p1k3_example_data_v1_x

This is data to be included in my package

d55exp_p1_example_data_v1_x

This is data to be included in my package

d32gnorm_k3_example_data_v1

This is data to be included in my package

d53gev_k3_example_data_v1

This is data to be included in my package

d52weibull_example_data_v1

This is data to be included in my package

d100gamma_example_data_v1

This is data to be included in my package

d51frechet_k1_example_data_v1

This is data to be included in my package

d30norm_example_data_v1

This is data to be included in my package

d25unif_example_data_v1

This is data to be included in my package

crhpflat_dmgs_cpmethod

Generates a comment about the method

d120gpd_k1_example_data_v1

This is data to be included in my package

d150gev_p1_example_data_v1_t

This is data to be included in my package

d40logis_example_data_v1

This is data to be included in my package

d10exp_example_data_v1

This is data to be included in my package

d41lst_k3_example_data_v1

This is data to be included in my package

Densities from MLE and RHP

Densities from MLE and RHP

d81lst_p12k3_example_data_v1_t2

This is data to be included in my package

Cauchy-with-p1 density function

d60norm_p1_example_data_v1_x

This is data to be included in my package

d62logis_p1_example_data_v1_x

This is data to be included in my package

d61lnorm_p1_example_data_v1_t

This is data to be included in my package

d55exp_p1_example_data_v1_t

This is data to be included in my package

d64cauchy_p1_example_data_v1_x

This is data to be included in my package

Densities from MLE and RHP

d63lst_p1k3_example_data_v1_t

This is data to be included in my package

d56pareto_p1k2_example_data_v1_t

This is data to be included in my package

d71frechet_p2k1_example_data_v1_x

This is data to be included in my package

d70gumbel_p1_example_data_v1_t

This is data to be included in my package

Extract the results from derivatives and put them into ldd

Extract the results from derivatives and put them into ldd

d74gev_p1k3_example_data_v1_t

This is data to be included in my package

Extract the results from derivatives and put them into f2

Densities from MLE and RHP

d73weibull_p2_example_data_v1_x

This is data to be included in my package

Frechet_k1-with-p2 density function

GEV-with-known-shape-with-p1 density function

d72weibull_p1_example_data_v1_t

This is data to be included in my package

Densities for 5 predictions

Densities for 5 predictions

Densities from MLE and RHP

Densities from MLE and RHP

d72weibull_p1_example_data_v1_x

This is data to be included in my package

d73weibull_p2_example_data_v1_t

This is data to be included in my package

d82weibull_p12_example_data_v1_t2

This is data to be included in my package

Densities for 5 predictions

dfrechet_p2k1sub

Densities from MLE and RHP

Gumbel-with-p1 density function

Densities for 5 predictions

d74gev_p1k3_example_data_v1_x

This is data to be included in my package

d56pareto_p1k2_example_data_v1_x

This is data to be included in my package

d80norm_p12_example_data_v1_t1

This is data to be included in my package

d82weibull_p12_example_data_v1_x

This is data to be included in my package

Densities from MLE and RHP

GEVD-with-p1: Density function

d80norm_p12_example_data_v1_x

This is data to be included in my package

d80norm_p12_example_data_v1_t2

This is data to be included in my package

d60norm_p1_example_data_v1_t

This is data to be included in my package

GEVD-with-p1: Density function

Extract the results from derivatives and put them into lddd

Exponential-with-p1 density function

Densities from MLE and RHP

Densities from MLE and RHP

d81lst_p12k3_example_data_v1_x

This is data to be included in my package

Normal-with-p1 density function

dnorm_p1_formula

Linear regression formula, densities

Densities from MLE and RHP

Logistic-with-p1 density function

GEVD-with-p1: Density function

Densities from MLE and RHP

Densities for 5 predictions

d82weibull_p12_example_data_v1_t1

This is data to be included in my package

Densities from MLE and RHP

Densities from MLE and RHP

Densities from MLE and cp

dpareto_p1k2sub

Densities from MLE and RHP

Densities from MLE and RHP

Predictive PDFs

Normal-with-p1 density function

Densities from MLE and RHP

Evaluate DMGS equation 3.3

Densities from MLE and RHP

Densities from MLE and RHP

Densities from MLE and RHP

The second derivative of the normalized log-likelihood

Densities from MLE and RHP

Third derivative tensor of the log-likelihood

Third derivative of the normalized log-likelihood

The second derivative of the normalized log-likelihood

DMGS equation 2.1, f1 term

The first derivative of the density

Densities from MLE and RHP

Densities from MLE and RHP

Weibull-with-p1 density function

Densities from MLE and RHP

DMGS equation 2.1, f2 term

The second derivative of the density

DMGS equation 2.1, f1 term

pareto_k1-with-p2 density function

Densities from MLE and RHP

The first derivative of the density

Log scores for MLE and RHP predictions calculated using leave-one-out

The third derivative of the normalized log-likelihood

Exponential Distribution with a Predictor, Predictions Based on a Calibrating Prior

Third derivative tensor of the normalized log-likelihood

The third derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

One component of the third derivative of the normalized log-likelihood

LST-with-p1 density function

Densities from MLE and RHP

Exponential Distribution Predictions Based on a Calibrating Prior

Densities from MLE and RHP

Densities from MLE and RHP

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, p1 term

The first derivative of the cdf

The second derivative of the normalized log-likelihood

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Minus the second derivative of the cdf, at alpha

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, mu2 term

Second derivative matrix of the normalized log-likelihood

DMGS equation 3.3, mu1 term

exp distribution: RHP means

exp_p1_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

DMGS equation 2.1, f2 term

The second derivative of the density

Minus the first derivative of the cdf, at alpha

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

observed log-likelihood function

The second derivative of the cdf

DMGS equation 2.1, p2 term

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

exp_p1_predictordata

Predicted Parameter and Generalized Residuals

Deal with situations in which the user wants d or p outside the GPD range

The first derivative of the cdf

The second derivative of the cdf

frechet_k1_f2fa

The second derivative of the density

DMGS equation 3.3, f2 term

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Frechet Distribution Predictions Based on a Calibrating Prior

Deal with situations in which the user wants d or p outside the GEV range

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f1 term

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_k1_f1fa

The first derivative of the density

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_k1_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_k1_logf

frechet_k1_mu1f

DMGS equation 3.3, mu1 term

One component of the second derivative of the normalized log-likelihood

frechet_k1_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_k1_mu2fa

Minus the second derivative of the cdf, at alpha

frechet_k1_waic

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_k1_p1fa

The first derivative of the cdf

frechet_k1_ldda

The second derivative of the normalized log-likelihood

DMGS equation 3.3, p2 term

Second derivative matrix of the normalized log-likelihood

DMGS equation 3.3, p1 term

frechet_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

frechet_p2k1_f1f

DMGS equation 2.1, f1 term

log-likelihood function

frechet_p2k1_f1fa

The first derivative of the density

frechet_p2k1_fdd

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_k1_p2fa

The second derivative of the cdf

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_p2k1_fd

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_p2k1_f2fa

The second derivative of the density

frechet_k1_lmnp

One component of the third derivative of the normalized log-likelihood

frechet_p2k1_f2f

DMGS equation 2.1, f2 term

frechet_k1_mu2f

DMGS equation 3.3, mu2 term

MLE and RHP predictive means

frechet_k1_mu1fa

Minus the first derivative of the cdf, at alpha

frechet_k1_lddda

The third derivative of the normalized log-likelihood

frechet_k1_lddd

Third derivative tensor of the normalized log-likelihood

frechet_p2k1_cp

Frechet Distribution with Predictor, Predictions Based on a Calibrating Prior

frechet_p2k1_lmnp

One component of the second derivative of the normalized log-likelihood

frechet_p2k1_lmn

One component of the second derivative of the normalized log-likelihood

frechet_p2k1_ldd

Second derivative matrix of the normalized log-likelihood

frechet_p2k1_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_p2k1_loglik

observed log-likelihood function

frechet_p2k1_logf

frechet_p2k1_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_p2k1_lddd

Third derivative tensor of the normalized log-likelihood

frechet_p2k1_lddda

The third derivative of the normalized log-likelihood

frechet_p2k1_ldda

The second derivative of the normalized log-likelihood

frechet_p2k1_mu1f

DMGS equation 3.3, mu1 term

frechet_p2k1_p1f

DMGS equation 2.1, p1 term

frechet_p2k1_mu1fa

Minus the first derivative of the cdf, at alpha

frechet_p2k1_p2fa

The second derivative of the cdf

frechet_p2k1_p2f

DMGS equation 2.1, p2 term

frechet_p2k1_mu2fa

Minus the second derivative of the cdf, at alpha

frechet_p2k1_mu2f

DMGS equation 3.3, mu2 term

frechet_p2k1_p1fa

The first derivative of the cdf

DMGS equation 3.3, f2 term

The second derivative of the density

Gamma Distribution Predictions Based on a Calibrating Prior

The first derivative of the density

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f1 term

frechet_p2k1_predictordata

Predicted Parameter and Generalized Residuals

frechet_p2k1_waic

frechet_p2k1_pd

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_p2k1_pdd

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

frechet_p2k1_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

frechet_p2k1_means

frechet_k1 distribution: RHP mean

One component of the second derivative of the normalized log-likelihood

The second derivative of the normalized log-likelihood

Second derivative matrix of the expected log-likelihood

Third derivative tensor of the normalized log-likelihood

Second derivative matrix of the normalized log-likelihood

The third derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

One component of the second derivative of the expected log-likelihood

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

MLE and RHP predictive means

DMGS equation 3.3, mu2 term

DMGS equation 3.3, p2 term

DMGS equation 3.3, mu1 term

DMGS equation 3.3, p1 term

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

log-likelihood function

gamma_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

DMGS equation 3.3, f2 term

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Generalized Extreme Value Distribution, Predictions Based on a Calibrating Prior

DMGS equation 3.3, f1 term

The first derivative of the density

The second derivative of the density

Derivative of inverse expected information matrix, based on MEV routine gev.infomat

Derivative of expected information matrix, based on MEV routine gev.infomat

The second derivative of the normalized log-likelihood

The first derivative of the density

The second derivative of the density

gev_k12_ppm_minusloglik

Temporary dummy for one of the ppm models

Second derivative matrix of the normalized log-likelihood

DMGS equation 3.3, f1 term

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f2 term

Generalized Extreme Value Distribution with Known Shape, Predictions Based on a Calibrating Prior

Third derivative tensor of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

DMGS equation 3.3, mu1 term

MLE and RHP means

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The third derivative of the normalized log-likelihood

One component of the third derivative of the normalized log-likelihood

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

log-likelihood function

Minus the first derivative of the cdf, at alpha

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, mu2 term

The combined derivative of the normalized log-likelihood

The first derivative of the normalized log-likelihood

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Minus the second derivative of the cdf, at alpha

The third derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Analytical Expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1

log-likelihood function

One component of the second derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

Second derivative matrix of the normalized log-likelihood

The second derivative of the normalized log-likelihood

First derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, mu2 term

gev_p123_checkmle

DMGS equation 2.1, f1 term, fixed shape parameter DMGS equation 2.1, f1 term

Minus the first derivative of the cdf, at alpha

DMGS equation 3.3, mu1 term

Minus the second derivative of the cdf, at alpha

Generalized Extreme Value Distribution with Three Predictors, Predictions based on a Calibrating Prior

The first derivative of the density

Second derivative matrix of the normalized log-likelihood

The second derivative of the density

GEVD-with-p1: DMGS equation 1.2 f2 term

One component of the second derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood, with fixed shape parameter

gev_p123_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the second derivative of the normalized log-likelihood

The third derivative of the normalized log-likelihood

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the normalized log-likelihood

gev_p123_loglik

observed log-likelihood function

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gev_p123_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gev_p123_predictordata

Predicted Parameter and Generalized Residuals

Minus the first derivative of the cdf, at alpha

GEVD-with-p1: DMGS equation 3.3 mu2 term

Minus the second derivative of the cdf, at alpha

Analytical expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1

GEVD-with-p1: DMGS equation 3.3 mu1 term

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, f1 term

gev_p123_setics

Set initial conditions

gev_p12_checkmle

The first derivative of the density

The second derivative of the density

Generalized Extreme Value Distribution with Two Predictors, Predictions based on a Calibrating Prior

GEVD-with-p1: DMGS equation 1.2 f2 term

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the normalized log-likelihood

Derivative of information matrix, based on ldd

The third derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

gev_p12_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative tensor of the normalized log-likelihood, with fixed shape parameter

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the second derivative of the normalized log-likelihood

Second derivative matrix of the normalized log-likelihood

observed log-likelihood function

Analytical expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1

gev_p12_predictordata

Predicted Parameter and Generalized Residuals

Minus the first derivative of the cdf, at alpha

GEVD-with-p1: DMGS equation 3.3 mu1 term

Set initial conditions

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The first derivative of the density

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative matrix of the normalized log-likelihood, with fixed shape parameter

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the normalized log-likelihood

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative tensor of the normalized log-likelihood, with fixed shape parameter

The second derivative of the density

Minus the second derivative of the cdf, at alpha

GEVD-with-p1: DMGS equation 3.3 mu2 term

GEVD-with-p1: DMGS equation 1.2 f2 term

DMGS equation 2.1, f1 term, fixed shape parameter

GEVD-with-p1: DMGS equation 3.3 mu2 term, fixed shape parameter

gev_p12k3_mu1fa

Minus the first derivative of the cdf, at alpha

GEVD-with-p1: DMGS equation 3.3 mu1 term, fixed shape parameter

gev_p12k3_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gev_p1_checkmle

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gev_p12k3_lddda

The third derivative of the normalized log-likelihood

gev_p12k3_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gev_p12k3_mu2fa

Minus the second derivative of the cdf, at alpha

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative matrix of the normalized log-likelihood

DMGS equation 2.1, f1 term

Generalized Extreme Value Distribution with a Predictor, Predictions Based on a Calibrating Prior

The second derivative of the normalized log-likelihood

Derivative of information matrix, based on ldd

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The first derivative of the density

The second derivative of the density

GEVD-with-p1: DMGS equation 1.2 f2 term

One component of the second derivative of the normalized log-likelihood

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

GEVD-with-p1: DMGS equation 3.3 mu1 term

Analytical expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1

The third derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

observed log-likelihood function

Third derivative tensor of the normalized log-likelihood, with fixed shape parameter

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gev_p1_predictordata

Predicted Parameter and Generalized Residuals

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

GEVD-with-p1: DMGS equation 3.3 mu2 term

Minus the first derivative of the cdf, at alpha

GEV Distribution with Known Shape with a Predictor, Predictions Based on a Calibrating Prior

DMGS equation 2.1, f1 term, fixed shape parameter

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Set initial conditions

Minus the second derivative of the cdf, at alpha

The first derivative of the density

GEVD-with-p1: DMGS equation 1.2 f2 term

The second derivative of the density

The second derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood, with fixed shape parameter

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The third derivative of the normalized log-likelihood

Second derivative matrix of the normalized log-likelihood, with fixed shape parameter

One component of the second derivative of the normalized log-likelihood

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

GEVD-with-p1: DMGS equation 3.3 mu2 term, fixed shape parameter

GEVD-with-p1: DMGS equation 3.3 mu1 term, fixed shape parameter

One component of the second derivative of the normalized log-likelihood

Minus the first derivative of the cdf, at alpha

Minus the second derivative of the cdf, at alpha

gev_p1k3_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gev_p1k3_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Analytical expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1

PWM parameter estimation

gev_p1k3_loglik

GEV-with-known-shape-with-p1 observed log-likelihood function

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gev_p1k3_predictordata

Predicted Parameter and Generalized Residuals

Generalized Normal Distribution Predictions Based on a Calibrating Prior

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f1 term

The third derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

The second derivative of the normalized log-likelihood

Second derivative matrix of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gnorm_k3_loglik

log-likelihood function

gnorm_k3_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

DMGS equation 3.3, p2 term

The second derivative of the density

DMGS equation 3.3, p1 term

DMGS equation 3.3, f2 term

gnorm_k3_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Set initial conditions

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The first derivative of the density

DMGS equation 3.3, mu2 term

DMGS equation 3.3, mu1 term

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f2 term

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the second derivative of the normalized log-likelihood

gnorm_k3_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f1 term

The first derivative of the density

One component of the second derivative of the normalized log-likelihood

One component of the third derivative of the normalized log-likelihood

DMGS equation 3.3, mu2 term

The second derivative of the density

Minus the second derivative of the cdf, at alpha

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gpd_k13_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Minus the first derivative of the cdf, at alpha

DMGS equation 3.3, mu1 term

The third derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

Generalized Pareto Distribution with Known Location Parameter, Predictions Based on a Calibrating Prior

Second derivative matrix of the normalized log-likelihood, with fixed shape

The second derivative of the normalized log-likelihood

DMGS equation 3.3, f1 term

DMGS equation 3.3, p2 term

gpd_k1_checkmle

The first derivative of the density

DMGS equation 3.3, p1 term

DMGS equation 3.3, f2 term

The second derivative of the density

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

The third derivative of the normalized log-likelihood

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative matrix of the normalized log-likelihood

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Derivative of expected information matrix, based on MEV routine gpd.infomat

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the second derivative of the normalized log-likelihood

Minus the first derivative of the cdf, at alpha

DMGS equation 3.3, mu1 term

log-likelihood function

Analytical Expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1

DMGS equation 3.3, p1 term

DMGS equation 3.3, p2 term

DMGS equation 3.3, mu2 term

Minus the second derivative of the cdf, at alpha

The first derivative of the density

The second derivative of the density

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f1 term

Set initial conditions

Gumbel Distribution Predictions Based on a Calibrating Prior

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative matrix of the normalized log-likelihood

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the normalized log-likelihood

The third derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

DMGS equation 3.3, f2 term

Third derivative tensor of the normalized log-likelihood

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the third derivative of the normalized log-likelihood

DMGS equation 3.3, mu2 term

Minus the second derivative of the cdf, at alpha

DMGS equation 3.3, mu1 term

DMGS equation 2.1, f1 term

gumbel_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

Minus the first derivative of the cdf, at alpha

MLE and RHP predictive means

The first derivative of the density

log-likelihood function

Gumbel Distribution with a Predictor, Predictions Based on a Calibrating Prior

Third derivative tensor of the normalized log-likelihood

gumbel_p1_lddda

The third derivative of the normalized log-likelihood

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the second derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

The second derivative of the density

Second derivative matrix of the normalized log-likelihood

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the normalized log-likelihood

DMGS equation 2.1, f2 term

gumbel_p1_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, mu1 term

gumbel_p1_mu1fa

Minus the first derivative of the cdf, at alpha

gumbel_p1_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gumbel_p1_means

Gumbel distribution: RHP mean

gumbel_p1_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gumbel_p1_loglik

observed log-likelihood function

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

gumbel_p1_predictordata

Predicted Parameter and Generalized Residuals

DMGS equation 3.3, p1 term

The first derivative of the cdf

DMGS equation 3.3, mu2 term

The second derivative of the cdf

DMGS equation 2.1, p2 term

gumbel_p1_mu2fa

Minus the second derivative of the cdf, at alpha

DMGS equation 2.1, p1 term

DMGS equation 3.3, p2 term

Half-Normal Distribution Predictions Based on a Calibrating Prior

The first derivative of the cdf

DMGS equation 2.1, f1 term

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the cdf

The third derivative of the normalized log-likelihood

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the density

The second derivative of the normalized log-likelihood

DMGS equation 2.1, f2 term

Third derivative tensor of the log-likelihood

Third derivative of the normalized log-likelihood

The second derivative of the normalized log-likelihood

Expected information matrix

The first derivative of the density

Second derivative of the expected log-likelihood

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

halfnorm_loglik

Log-likelihood function

halfnorm_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

DMGS equation 2.1, p2 term

DMGS equation 3.3, mu2 term

DMGS equation 2.1, p1 term

DMGS equation 3.3, mu1 term

MLE and RHP predictive means RHP mean based on the expectation of DMGS equation 2.1

halfnorm_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

halfnorm_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the normalized log-likelihood

The first derivative of the density

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f2 term

Second derivative matrix of the normalized log-likelihood

Inverse Gamma Distribution, Predictions Based on a Calibrating Prior

DMGS equation 3.3, f1 term

Third derivative tensor of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

The third derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the density

invgamma_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

invgamma_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, mu1 term

DMGS equation 3.3, mu2 term

The first derivative of the density

DMGS equation 3.3, f2 term

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the density

DMGS equation 3.3, f1 term

DMGS equation 3.3, p1 term

invgamma_logscores

Log scores for MLE and cp predictions calculated using leave-one-out

invgamma_loglik

log-likelihood function

DMGS equation 3.3, p2 term

Inverse Gauss Distribution, Predictions Based on a Calibrating Prior

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the second derivative of the normalized log-likelihood

invgauss_loglik

log-likelihood function

One component of the second derivative of the normalized log-likelihood

invgauss_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative tensor of the normalized log-likelihood

The third derivative of the normalized log-likelihood

invgauss_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative matrix of the normalized log-likelihood

The second derivative of the normalized log-likelihood

invgauss_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

DMGS equation 3.3, mu1 term

DMGS equation 3.3, mu2 term

Jeffreys' Prior with two parameters

DMGS equation 3.3, p1 term

Jeffreys' Prior with three parameters

DMGS equation 3.3, p2 term

Jeffreys' Prior with four parameters

MLE and RHP predictive means

lnorm_dmgs_means

MLE and RHP predictive means

lnorm_dmgs_mu2f

DMGS equation 3.3, mu2 term

lnorm_dmgs_gg12

One component of the second derivative of the expected log-likelihood

Log-normal Distribution Predictions Based on a Calibrating Prior, using DMGS (for testing only)

lnorm_dmgs_mu1f

DMGS equation 3.3, mu1 term

lnorm_dmgs_gg11

One component of the second derivative of the expected log-likelihood

lnorm_dmgs_gg22

One component of the second derivative of the expected log-likelihood

Log-normal Distribution Predictions Based on a Calibrating Prior

lnorm_dmgs_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

lnorm_dmgs_loglik

log-likelihood function

The first derivative of the density

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

lnorm_dmgs_waic

DMGS equation 3.3, f1 term

The second derivative of the density

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f2 term

DMGS equation 3.3, p1 term

Second derivative matrix of the lnormalized log-likelihood

DMGS equation 3.3, p2 term

One component of the second derivative of the normalized log-likelihood

The third derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

The second derivative of the normalized log-likelihood

Third derivative tensor of the lnormalized log-likelihood

lnorm_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, f2 term

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, f1 term

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative matrix of the normalized log-likelihood

The second derivative of the density

Minus the first derivative of the cdf, at alpha

Minus the second derivative of the cdf, at alpha

Log-normal Distribution with a Predictor, Predictions Based on a Calibrating Prior

lnorm_p1_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

Minus the first derivative of the cdf, at alpha

The second derivative of the normalized log-likelihood

lnorm_p1_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative tensor of the normalized log-likelihood

lnorm_p1_loglik

Log-normal-with-p1 observed log-likelihood function

The third derivative of the normalized log-likelihood

The first derivative of the density

One component of the second derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

The second derivative of the cdf

Minus the second derivative of the cdf, at alpha

The first derivative of the cdf

The second derivative of the cdf

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

lnorm_p1_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

lnorm_p1_predictordata

Predicted Parameter and Generalized Residuals

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The first derivative of the cdf

DMGS equation 3.3, f2 term

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The first derivative of the density

The second derivative of the density

DMGS equation 3.3, f1 term

Second derivative matrix of the normalized log-likelihood

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the third derivative of the normalized log-likelihood

log-likelihood function

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Logistic Distribution Predictions Based on a Calibrating Prior

Third derivative tensor of the normalized log-likelihood

The second derivative of the normalized log-likelihood

logis_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

One component of the second derivative of the normalized log-likelihood

The third derivative of the normalized log-likelihood

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, mu2 term

Logistic Distribution with a Predictor, Predictions Based on a Calibrating Prior

The first derivative of the density

The second derivative of the density

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, f2 term

Minus the second derivative of the cdf, at alpha

Second derivative matrix of the normalized log-likelihood

logis_p1_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

logis_p1_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, f1 term

One component of the second derivative of the normalized log-likelihood

Logistic distribution: RHP mean

The second derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

DMGS equation 3.3, mu1 term

Minus the first derivative of the cdf, at alpha

One component of the second derivative of the normalized log-likelihood

Minus the first derivative of the cdf, at alpha

The third derivative of the normalized log-likelihood

DMGS equation 3.3, mu1 term

logis_p1_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

logis_p1_loglik

Logistic-with-p1 observed log-likelihood function

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the cdf

DMGS equation 3.3, mu2 term

Minus the second derivative of the cdf, at alpha

The first derivative of the cdf

DMGS equation 2.1, p1 term

DMGS equation 3.3, p2 term

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

logis_p1_predictordata

Predicted Parameter and Generalized Residuals

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the cdf

The first derivative of the density

DMGS equation 3.3, f2 term

t Distribution Predictions Based on a Calibrating Prior

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, p1 term

The second derivative of the density

DMGS equation 2.1, p2 term

The first derivative of the cdf

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f1 term

One component of the third derivative of the normalized log-likelihood

The second derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

log-likelihood function

The first derivative of the density

DMGS equation 3.3, mu2 term

One component of the second derivative of the normalized log-likelihood

DMGS equation 2.1, f1 term

The third derivative of the normalized log-likelihood

DMGS equation 3.3, mu1 term

DMGS equation 2.1, f2 term

The second derivative of the density

lst_k3_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, p1 term

DMGS equation 3.3, p2 term

Second derivative matrix of the normalized log-likelihood

t Distribution with a Predictor, Predictions Based on a Calibrating Prior

The second derivative of the normalized log-likelihood

Second derivative matrix of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, p2 term

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, mu2 term

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

lst_p1k3_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, p1 term

lst_p1k3_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

DMGS equation 3.3, mu1 term

The third derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

lst_p1k3_predictordata

Predicted Parameter and Generalized Residuals

lst_p1k3_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

lst_p1k3_loglik

LST-with-p1 observed log-likelihood function

lst_p1k3_setics

Set initial conditions

Make Standard Errors from lddi

A blank function I use for setting up the man page information

Calculates quantiles from simulations by inverting the Hazen CDF

Return message for f1f, p1f, mu1f

Return message for dsub

Return message for lddd

Return message for lnn

Return message for lnnn

Return message for ldd

Return message for Logf

Return message for loglik

Return message for f2f, p2f, mu2f

Blank function I use for setting up the man page information for the functions

Return message for logscores

movexiawayfromzero

Move xi away from zero a bit

Return message for WAIC

Return message for vector

Message to explain why GEV and GPD d*** and p*** routines don't return DMGS pdfs and cdfs

ms_predictors_2tail

Model Selection Among 6 Distributions with predictors from the fitdistcp Package

Return message for means

Illustration of Model Selection Among 10 One Tail Distributions from the fitdistcp Package

Illustration of Model Selection Among 18 Distributions from the fitdistcp Package

ms_predictors_1tail

Model Selection Among 5 Distributions with predictors from the fitdistcp Package

norm_dmgs_loglik

log-likelihood function

DMGS equation 3.3, p2 term

norm_dmgs_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

norm_dmgs_means

MLE and RHP predictive means

DMGS equation 3.3, mu1 term

DMGS equation 3.3, p1 term

Normal Distribution Predictions Based on a Calibrating Prior

Return message for predictor.

DMGS equation 3.3, mu2 term

Normal Distribution Predictions Based on a Calibrating Prior, using DMGS (for testing only)

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 3.3, f1 term

The first derivative of the density

Second derivative matrix of the normalized log-likelihood

The second derivative of the density

DMGS equation 3.3, f2 term

Second derivative matrix of the expected per-observation log-likelihood

One component of the second derivative of the expected log-likelihood

The second derivative of the normalized log-likelihood

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

One component of the second derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

The third derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Log scores for MLE and RHP predictions calculated using leave-one-out

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, f1 term

The first derivative of the density

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Maximum likelihood estimator

Second derivative matrix of the normalized log-likelihood

Minus the first derivative of the cdf, at alpha

The second derivative of the normalized log-likelihood

Minus the second derivative of the cdf, at alpha

DMGS equation 2.1, f2 term

norm_p1_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

The second derivative of the density

norm_p1_mlparams

Maximum likelihood estimator

Third derivative tensor of the normalized log-likelihood

The third derivative of the normalized log-likelihood

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The first derivative of the cdf

One component of the second derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

Normal Distribution with a Predictor, Predictions Based on a Calibrating Prior

The second derivative of the cdf

Minus the first derivative of the cdf, at alpha

Minus the second derivative of the cdf, at alpha

The second derivative of the density

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The first derivative of the density

norm_p1_predictordata

Predicted Parameter and Generalized Residuals

DMGS equation 2.1, f2 term

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Third derivative of the normalized log-likelihood

pareto_k2_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

norm_unbiasedv_params

Method of moments estimator

The second derivative of the normalized log-likelihood

norm_p1_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the normalized log-likelihood

pareto_k2_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

pareto_k2_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

Normal-with-p1 observed log-likelihood function

pareto_p1k2_f1f

DMGS equation 2.1, f1 term

Pareto Distribution with a Predictor, Predictions Based on a Calibrating Prior

Third derivative tensor of the log-likelihood

pareto_k2_lddda

The third derivative of the normalized log-likelihood

The first derivative of the cdf

pareto_k2_mu2fa

Minus the second derivative of the cdf, at alpha

pareto_p1k2_lmn

One component of the second derivative of the normalized log-likelihood

pareto_k2_ml_params

Maximum likelihood estimator

pareto_p1k2_lddda

The third derivative of the normalized log-likelihood

pareto_k2_mu1fa

Minus the first derivative of the cdf, at alpha

The second derivative of the cdf

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

pareto_p1k2_f2fa

The second derivative of the density

pareto_p1k2_lmnp

One component of the second derivative of the normalized log-likelihood

pareto_p1k2_ldda

The second derivative of the normalized log-likelihood

pareto_p1k2_lddd

Third derivative tensor of the normalized log-likelihood

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

pareto_p1k2_f1fa

The first derivative of the density

The first derivative of the cdf

The second derivative of the cdf

DMGS equation 2.1, f1 term

Pareto Distribution Predictions Based on a Calibrating Prior

pareto_p1k2_ldd

Second derivative matrix of the normalized log-likelihood

pareto_p1k2_fdd

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

pareto_p1k2_mu1f

DMGS equation 3.3, mu1 term

pareto_p1k2_means

pareto_k1 distribution: RHP mean

pareto_p1k2_waic

pareto_p1k2_logf

pareto_p1k2_mu1fa

Minus the first derivative of the cdf, at alpha

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

pareto_p1k2_f2f

DMGS equation 2.1, f2 term

pareto_p1k2_p2fa

The second derivative of the cdf

pareto_p1k2_predictordata

Predicted Parameter and Generalized Residuals

Exponential-with-p1 distribution function

Gumbel-with-p1 distribution function

pareto_p1k2_mu2f

DMGS equation 3.3, mu2 term

pareto_p1k2_pdd

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

pareto_p1k2_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

pareto_p1k2_mu2fa

Minus the second derivative of the cdf, at alpha

pareto_p1k2_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Cauchy-with-p1 distribution function

GEVD-with-p1: Distribution function

pareto_p1k2_loglik

observed log-likelihood function

pareto_p1k2_p1fa

The first derivative of the cdf

GEVD-with-p1: Distribution function

LST-with-p1 distribution function

pareto_p1k2_p2f

DMGS equation 2.1, p2 term

Logistic-with-p1 distribution function

pareto_p1k2_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

pareto_p1k2_p1f

DMGS equation 2.1, p1 term

Normal-with-p1 distribution function

pnorm_p1_formula

Linear regression formula, densities

Cauchy-with-p1 quantile function

GEVD-with-p1: Distribution function

Frechet_k1-with-p2 distribution function

Weibull-with-p1 distribution function

GEV-with-known-shape-with-p1 distribution function

pareto_k1-with-p2 distribution function

Frechet_k1-with-p2 quantile function

-with-p1 quantile function

Temporary dummy for one of the ppm models

Temporary dummy for one of the ppm models

GEVD-with-p1: Quantile function

GEVD-with-p1: Quantile function

GEV-with-known-shape-with-p1 quantile function

Predictive CDFs

Normal-with-p1 distribution function

Temporary dummy for one of the cp models

Weibull-with-p1 quantile function

Normal-with-p1 quantile function

Temporary dummy for one of the ppm models

Evaluation of Reliability for Models in the fitdistcp Package

GEVD-with-p1: Quantile function

Temporary dummy for one of the ppm models

Temporary dummy for one of the ppm models

Gumbel-with-p1 quantile function

Temporary dummy for one of the ppm models

qnorm_p1_formula

Linear regression formula, quantiles

LST-with-p1 quantile function

Normal-with-p1 quantile function

Temporary dummy for one of the ppm models

pareto_k1-with-p2 quantile function

Predictive Quantiles

Logistic-with-p1 quantile function

reltest2_predict

Make prediction from one model

reltest_makemaxep

Calculate MaxEP from one model

Calculate EP from one model

reltest2_makeep

Plotting routine for reltest2

reltest_predict

Make prediction from one model

Evaluation of Reliability for Certain Additional Models in the fitdistcp Package

reltest_simulate

Random training data from one model

reltest2_simulate

Random training data from one model

Uniform Distribution Predictions Based on a Calibrating Prior

rgev but with maxlik xi guaranteed within bounds

rgev_p123_minmax

rgev for gev_p123 but with maxlik xi within bounds

rgev for gev_p1 but with maxlik xi within bounds

rgpd for gpd_k1 but with maxlik xi within bounds

rgev_p12_minmax

rgev for gev_p12 but with maxlik xi within bounds

Plotting routine for testppm

Weibull Distribution Predictions Based on a Calibrating Prior

rhp_dmgs_cpmethod

Generates a comment about the method

Second derivative matrix of the normalized log-likelihood

Generates a comment about the method

The second derivative of the density

DMGS equation 3.3, f2 term

The second derivative of the normalized log-likelihood

The third derivative of the normalized log-likelihood

Third derivative tensor of the normalized log-likelihood

DMGS equation 3.3, mu1 term

Minus the first derivative of the cdf, at alpha

One component of the second derivative of the normalized log-likelihood

One component of the third derivative of the normalized log-likelihood

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

weibull_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

log-likelihood function

weibull Distribution with a Predictor on the Scale Parameter, Predictions Based on a Calibrating Prior

DMGS equation 3.3, f1 term

MLE and RHP predictive means

weibull_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

The first derivative of the density

DMGS equation 2.1, f2 term

DMGS equation 3.3, mu2 term

weibull_p2_f1fa

The first derivative of the density

Minus the second derivative of the cdf, at alpha

weibull_p2_f2fa

The second derivative of the density

DMGS equation 3.3, p1 term

DMGS equation 2.1, f1 term

The first derivative of the cdf

First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

weibull_p2_lmnp

One component of the second derivative of the normalized log-likelihood

weibull_p2_logf

weibull_p2_ldda

The second derivative of the normalized log-likelihood

weibull_p2_logfdd

Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

weibull_p2_logfddd

Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

weibull_p2_lddda

The third derivative of the normalized log-likelihood

One component of the second derivative of the normalized log-likelihood

weibull_p2_lddd

Third derivative tensor of the normalized log-likelihood

weibull_p2_p1fa

The first derivative of the cdf

weibull_p2_logscores

Log scores for MLE and RHP predictions calculated using leave-one-out

weibull_p2_loglik

observed log-likelihood function

Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

DMGS equation 2.1, p1 term

weibull_p2_mu2fa

Minus the second derivative of the cdf, at alpha

Second derivative matrix of the normalized log-likelihood

DMGS equation 2.1, p2 term

weibull_p2_means

weibull distribution: RHP mean

weibull_p2_mu1f

DMGS equation 3.3, mu1 term

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

weibull_p2_mu1fa

Minus the first derivative of the cdf, at alpha

weibull_p2_waic

Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

weibull_p2_predictordata

Predicted Parameter and Generalized Residuals

weibull_p2_mu2f

DMGS equation 3.3, mu2 term

DMGS equation 3.3, p2 term

weibull_p2_p2fa

The second derivative of the cdf

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol

The second derivative of the cdf

First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol