fitdistcp package - RDocumentation

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Install

install.packages('fitdistcp')

Monthly Downloads

161

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

cauchy_f1fa

The first derivative of the density

bayesian_dq_4terms_v1

Evaluate DMGS equation 3.3

cauchy_f1f

DMGS equation 3.3, f1 term

adhoc_dmgs_cpmethod

Generates a comment about the method

cauchy_logfddd

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

cauchy_logfdd

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

cauchy_fdd

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

cauchy_ldd

Second derivative matrix of the normalized log-likelihood

cauchy_cp

Cauchy Distribution Predictions Based on a Calibrating Prior

calc_revert2ml

determine revert2ml or not

cauchy_f2f

DMGS equation 3.3, f2 term

cauchy_f2fa

The second derivative of the density

cauchy_fd

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

cauchy_lmn

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

cauchy_lddda

The third derivative of the normalized log-likelihood

cauchy_p1_cp

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

cauchy_p1_f1f

DMGS equation 2.1, f1 term

cauchy_loglik

log-likelihood function

cauchy_p1_f2f

DMGS equation 2.1, f2 term

cauchy_p1_f1fa

The first derivative of the density

cauchy_p1_f2fa

The second derivative of the density

cauchy_p1_fd

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

cauchy_ldda

The second derivative of the normalized log-likelihood

cauchy_lddd

Third derivative tensor of the normalized log-likelihood

cauchy_p1_lmnp

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

cauchy_mu2f

DMGS equation 3.3, mu2 term

cauchy_mu1f

DMGS equation 3.3, mu1 term

cauchy_p1_ldda

The second derivative of the normalized log-likelihood

cauchy_p1_lddd

Third derivative tensor of the normalized log-likelihood

cauchy_p1_lddda

The third derivative of the normalized log-likelihood

cauchy_p1_lmn

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

cauchy_lmnp

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

cauchy_logf

Logf for RUST

cauchy_logscores

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

cauchy_p1_means

Cauchy distribution: RHP mean

cauchy_p1_mu1f

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

cauchy_p1_p1f

DMGS equation 2.1, p1 term

cauchy_waic

Waic

d105burr_example_data_v1

This is data to be included in my package

cauchy_p1_mu2f

DMGS equation 3.3, mu2 term

cauchy_p1_logf

Logf for RUST

cauchy_p2f

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

cauchy_p1_waic

Waic

d152gev_p123_example_data_v1_t

This is data to be included in my package

cauchy_p1f

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

cauchy_p1_p2f

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

cauchy_p1_fdd

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

cauchy_p1_ldd

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

dcauchy_p1sub

Densities from MLE and RHP

dfrechetsub

Densities from MLE and RHP

d81lst_p12k3_example_data_v1_t2

This is data to be included in my package

dcauchy_p1

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

dgammasub

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

deriv_copyld2

Extract the results from derivatives and put them into ldd

deriv_copyldd

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

deriv_copyfdd

Extract the results from derivatives and put them into f2

dcauchysub

Densities from MLE and RHP

d73weibull_p2_example_data_v1_x

This is data to be included in my package

dfrechet_p2k1

Frechet_k1-with-p2 density function

dgev_p1k3

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

d72weibull_p1_example_data_v1_t

This is data to be included in my package

dgev_p12sub

Densities for 5 predictions

dgev_p123sub

Densities for 5 predictions

dexp_p1sub

Densities from MLE and RHP

dexpsub

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

dgevsub

Densities for 5 predictions

dfrechet_p2k1sub

Densities from MLE and RHP

dgumbel_p1

Gumbel-with-p1 density function

dgev_p1sub

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

dgev_k3sub

Densities from MLE and RHP

dgev_p1

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

dgev_p12

GEVD-with-p1: Density function

deriv_copylddd

Extract the results from derivatives and put them into lddd

dexp_p1

Exponential-with-p1 density function

dgumbel_p1sub

Densities from MLE and RHP

dgev_p1k3sub

Densities from MLE and RHP

d81lst_p12k3_example_data_v1_x

This is data to be included in my package

dnorm_p1

Normal-with-p1 density function

dnorm_p1_formula

Linear regression formula, densities

dlogis2sub

Densities from MLE and RHP

dlogis_p1

Logistic-with-p1 density function

dgev_p123

GEVD-with-p1: Density function

dlnorm_p1sub

Densities from MLE and RHP

dgpdsub

Densities for 5 predictions

d82weibull_p12_example_data_v1_t1

This is data to be included in my package

dgnorm_k3sub

Densities from MLE and RHP

dlnormsub

Densities from MLE and RHP

dinvgammasub

Densities from MLE and cp

dpareto_p1k2sub

Densities from MLE and RHP

dinvgausssub

Densities from MLE and RHP

dunif_formula

Predictive PDFs

dlnorm_p1

Normal-with-p1 density function

dlnorm_dmgssub

Densities from MLE and RHP

dmgs

Evaluate DMGS equation 3.3

dnorm_dmgssub

Densities from MLE and RHP

dgumbelsub

Densities from MLE and RHP

dnorm_p1sub

Densities from MLE and RHP

exp_ldda

The second derivative of the normalized log-likelihood

dnormsub

Densities from MLE and RHP

exp_lddd

Third derivative tensor of the log-likelihood

exp_l111

Third derivative of the normalized log-likelihood

exp_ldd

The second derivative of the normalized log-likelihood

exp_f1f

DMGS equation 2.1, f1 term

exp_f1fa

The first derivative of the density

dlst_k3sub

Densities from MLE and RHP

dlogis_p1sub

Densities from MLE and RHP

dweibull_p2

Weibull-with-p1 density function

dweibull_p2sub

Densities from MLE and RHP

exp_f2f

DMGS equation 2.1, f2 term

exp_f2fa

The second derivative of the density

exp_p1_f1f

DMGS equation 2.1, f1 term

dpareto_p1k2

pareto_k1-with-p2 density function

dpareto_k2_sub

Densities from MLE and RHP

exp_logf

Logf for RUST

exp_p1_f1fa

The first derivative of the density

exp_logscores

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

exp_lddda

The third derivative of the normalized log-likelihood

exp_p1_cp

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

exp_p1_lddd

Third derivative tensor of the normalized log-likelihood

exp_p1_lddda

The third derivative of the normalized log-likelihood

exp_p1_lmn

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

exp_p1_lmnp

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

dlst_p1k3

LST-with-p1 density function

dweibullsub

Densities from MLE and RHP

exp_cp

Exponential Distribution Predictions Based on a Calibrating Prior

dhalfnormsub

Densities from MLE and RHP

dlst_p1k3sub

Densities from MLE and RHP

exp_logfdd

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

exp_fdd

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

exp_fd

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

exp_p1_p1f

DMGS equation 2.1, p1 term

exp_p1_p1fa

The first derivative of the cdf

exp_p1_ldda

The second derivative of the normalized log-likelihood

exp_p1_logfdd

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

exp_p1_mu2fa

Minus the second derivative of the cdf, at alpha

exp_p1_logf

Logf for RUST

exp_logfddd

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

exp_p1_mu2f

DMGS equation 3.3, mu2 term

exp_p1_ldd

Second derivative matrix of the normalized log-likelihood

exp_p1_mu1f

DMGS equation 3.3, mu1 term

exp_p1_means

exp distribution: RHP means

exp_p1_logscores

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

exp_p1_f2f

DMGS equation 2.1, f2 term

exp_p1_f2fa

The second derivative of the density

exp_p1_mu1fa

Minus the first derivative of the cdf, at alpha

exp_p1_logfddd

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

exp_p1_fd

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

exp_p1_fdd

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

exp_p1_loglik

observed log-likelihood function

exp_p1_p2fa

The second derivative of the cdf

exp_p1_p2f

DMGS equation 2.1, p2 term

exp_p1_waic

Waic

exp_p1_pd

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

fixgpdrange

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

exp_p1fa

The first derivative of the cdf

exp_p2fa

The second derivative of the cdf

frechet_k1_f2fa

The second derivative of the density

frechet_k1_f2f

DMGS equation 3.3, f2 term

frechet_k1_fd

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

exp_waic

Waicscores

frechet_k1_cp

Frechet Distribution Predictions Based on a Calibrating Prior

fixgevrange

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

exp_p1_pdd

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

frechet_k1_f1f

DMGS equation 3.3, f1 term

exp_pdd

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

exp_pd

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

frechet_k1_fdd

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

Logf for RUST

frechet_k1_mu1f

DMGS equation 3.3, mu1 term

frechet_k1_lmn

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

Waic

frechet_k1_pdd

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

frechet_k1_p2f

DMGS equation 3.3, p2 term

frechet_k1_ldd

Second derivative matrix of the normalized log-likelihood

frechet_k1_p1f

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

frechet_loglik

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

frechet_k1_pd

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

frechet_means

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

Logf for RUST

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

gamma_f2f

DMGS equation 3.3, f2 term

gamma_f2fa

The second derivative of the density

gamma_cp

Gamma Distribution Predictions Based on a Calibrating Prior

gamma_f1fa

The first derivative of the density

gamma_fd

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

gamma_f1f

DMGS equation 3.3, f1 term

frechet_p2k1_predictordata

Predicted Parameter and Generalized Residuals

frechet_p2k1_waic

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

gamma_lmnp

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

gamma_logf

Logf for RUST

gamma_ldda

The second derivative of the normalized log-likelihood

gamma_gg

Second derivative matrix of the expected log-likelihood

gamma_lddd

Third derivative tensor of the normalized log-likelihood

gamma_ldd

Second derivative matrix of the normalized log-likelihood

gamma_lddda

The third derivative of the normalized log-likelihood

gamma_lmn

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

gamma_gmn

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

gamma_fdd

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

gamma_means

MLE and RHP predictive means

gamma_mu2f

DMGS equation 3.3, mu2 term

gamma_p2f

DMGS equation 3.3, p2 term

gamma_mu1f

DMGS equation 3.3, mu1 term

gamma_waic

Waic

gamma_p1f

DMGS equation 3.3, p1 term

gamma_logfdd

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

gamma_logfddd

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

gamma_loglik

log-likelihood function

gamma_logscores

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

gev_f2f

DMGS equation 3.3, f2 term

gev_checkmle

Check MLE

gev_fd

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

gev_fdd

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

gev_cp

Generalized Extreme Value Distribution, Predictions Based on a Calibrating Prior

gev_f1f

DMGS equation 3.3, f1 term

gev_f1fa

The first derivative of the density

gev_f2fa

The second derivative of the density

gev_ggid_mev

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

gev_ggd_mev

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

gev_k3_ldda

The second derivative of the normalized log-likelihood

gev_k3_f1fa

The first derivative of the density

gev_k3_f2fa

The second derivative of the density

gev_k12_ppm_minusloglik

Temporary dummy for one of the ppm models

gev_k3_ldd

Second derivative matrix of the normalized log-likelihood

gev_k3_f1f

DMGS equation 3.3, f1 term

gev_k3_fd

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

gev_k3_fdd

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

gev_k3_f2f

DMGS equation 3.3, f2 term

gev_k3_cp

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

gev_k3_lddd

Third derivative tensor of the normalized log-likelihood

gev_k3_lmn

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

gev_k3_mu1f

DMGS equation 3.3, mu1 term

gev_k3_means

MLE and RHP means

gev_k3_logfddd

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

gev_k3_lddda

The third derivative of the normalized log-likelihood

gev_k3_lmnp

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

gev_k3_logf

Logf for RUST

gev_k3_logfdd

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

gev_k3_loglik

log-likelihood function

gev_k3_mu1fa

Minus the first derivative of the cdf, at alpha

gev_k3_pdd

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

gev_k3_waic

Waic

gev_k3_mu2f

DMGS equation 3.3, mu2 term

gev_ld12a

The combined derivative of the normalized log-likelihood

gev_lda

The first derivative of the normalized log-likelihood

gev_logfdd

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

gev_logfddd

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

gev_k3_mu2fa

Minus the second derivative of the cdf, at alpha

gev_lddda

The third derivative of the normalized log-likelihood

gev_lddd

Third derivative tensor of the normalized log-likelihood

gev_k3_pd

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

gev_means

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

gev_loglik

log-likelihood function

gev_lmn

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

gev_lmnp

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

gev_ldd

Second derivative matrix of the normalized log-likelihood

gev_logf

Logf for RUST

gev_ldda

The second derivative of the normalized log-likelihood

gev_logfd

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

gev_mu2f

DMGS equation 3.3, mu2 term

gev_p123_checkmle

Check MLE

gev_p123_f1f

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

gev_mu1fa

Minus the first derivative of the cdf, at alpha

gev_mu1f

DMGS equation 3.3, mu1 term

gev_mu2fa

Minus the second derivative of the cdf, at alpha

gev_p123_cp

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

gev_p123_f1fa

The first derivative of the density

gev_p123_ldd

Second derivative matrix of the normalized log-likelihood

gev_p123_f2fa

The second derivative of the density

gev_p123_f2f

GEVD-with-p1: DMGS equation 1.2 f2 term

gev_p123_lmn

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

gev_p123_lddd

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

gev_p123_lmnp

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

gev_p123_logf

Logf for RUST

gev_p123_lddda

The third derivative of the normalized log-likelihood

gev_p123_fd

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

gev_p123_fdd

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

gev_p123_ldda

The second derivative of the normalized log-likelihood

gev_p123_loglik

observed log-likelihood function

gev_p123_pdd

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

gev_p123_mu1fa

Minus the first derivative of the cdf, at alpha

gev_p123_mu2f

GEVD-with-p1: DMGS equation 3.3 mu2 term

gev_p123_mu2fa

Minus the second derivative of the cdf, at alpha

gev_p123_means

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

gev_p123_mu1f

GEVD-with-p1: DMGS equation 3.3 mu1 term

gev_p123_pd

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

gev_p12_f1f

DMGS equation 2.1, f1 term

gev_p123_setics

Set initial conditions

gev_p12_checkmle

Check MLE

gev_p12_f1fa

The first derivative of the density

gev_p12_f2fa

The second derivative of the density

gev_p12_cp

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

gev_p12_f2f

GEVD-with-p1: DMGS equation 1.2 f2 term

gev_p12_fd

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

gev_p123_waic

Waic

gev_p12_fdd

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

gev_p12_logf

Logf for RUST

gev_p12_ldda

The second derivative of the normalized log-likelihood

gev_p12_ggd

Derivative of information matrix, based on ldd

gev_p12_lddda

The third derivative of the normalized log-likelihood

gev_p12_lmnp

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

gev_p12_lddd

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

gev_p12_logfdd

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

gev_p12_lmn

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

gev_p12_ldd

Second derivative matrix of the normalized log-likelihood

gev_p12_loglik

observed log-likelihood function

gev_p12_means

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

gev_p12_predictordata

Predicted Parameter and Generalized Residuals

gev_p12_mu1fa

Minus the first derivative of the cdf, at alpha

gev_p12_mu1f

GEVD-with-p1: DMGS equation 3.3 mu1 term

gev_p12_setics

Set initial conditions

gev_p12_pd

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

gev_p12_waic

Waic

gev_p12k3_f1fa

The first derivative of the density

gev_p12_pdd

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

gev_p12k3_ldd

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

gev_p12k3_fdd

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

gev_p12k3_ldda

The second derivative of the normalized log-likelihood

gev_p12k3_fd

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

gev_p12k3_lddd

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

gev_p12k3_f2fa

The second derivative of the density

gev_p12_mu2fa

Minus the second derivative of the cdf, at alpha

gev_p12_mu2f

GEVD-with-p1: DMGS equation 3.3 mu2 term

gev_p12k3_f2f

GEVD-with-p1: DMGS equation 1.2 f2 term

gev_p12k3_f1f

DMGS equation 2.1, f1 term, fixed shape parameter

gev_p12k3_mu2f

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

gev_p12k3_mu1fa

Minus the first derivative of the cdf, at alpha

gev_p12k3_mu1f

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

Check MLE

gev_p12k3_pdd

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

gev_p12k3_pd

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

gev_p1_fd

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

gev_p1_ldd

Second derivative matrix of the normalized log-likelihood

gev_p1_f1f

DMGS equation 2.1, f1 term

gev_p1_cp

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

gev_p1_ldda

The second derivative of the normalized log-likelihood

gev_p1_ggd

Derivative of information matrix, based on ldd

gev_p1_fdd

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

gev_p1_f1fa

The first derivative of the density

gev_p1_f2fa

The second derivative of the density

gev_p1_f2f

GEVD-with-p1: DMGS equation 1.2 f2 term

gev_p1_lmn

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

gev_p1_logfdd

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

gev_p1_logf

Logf for RUST

gev_p1_mu1f

GEVD-with-p1: DMGS equation 3.3 mu1 term

gev_p1_means

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

gev_p1_lddda

The third derivative of the normalized log-likelihood

gev_p1_lmnp

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

gev_p1_loglik

observed log-likelihood function

gev_p1_lddd

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

gev_p1_logfddd

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

gev_p1_pd

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

gev_p1_mu2f

GEVD-with-p1: DMGS equation 3.3 mu2 term

gev_p1_waic

Waic

gev_p1_mu1fa

Minus the first derivative of the cdf, at alpha

gev_p1k3_cp

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

gev_p1k3_f1f

DMGS equation 2.1, f1 term, fixed shape parameter

gev_p1_pdd

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

gev_p1_setics

Set initial conditions

gev_p1_mu2fa

Minus the second derivative of the cdf, at alpha

gev_p1k3_f1fa

The first derivative of the density

gev_p1k3_f2f

GEVD-with-p1: DMGS equation 1.2 f2 term

gev_p1k3_f2fa

The second derivative of the density

gev_p1k3_ldda

The second derivative of the normalized log-likelihood

gev_p1k3_lddd

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

gev_p1k3_fdd

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

gev_p1k3_lddda

The third derivative of the normalized log-likelihood

gev_p1k3_ldd

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

gev_p1k3_lmn

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

gev_p1k3_fd

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

gev_p1k3_mu2f

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

gev_p1k3_mu1f

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

gev_p1k3_logf

Logf for RUST

gev_p1k3_lmnp

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

gev_p1k3_mu1fa

Minus the first derivative of the cdf, at alpha

gev_p1k3_mu2fa

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

gev_p1k3_means

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

gev_pwm_params

PWM parameter estimation

gev_p1k3_loglik

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

gev_p1k3_pd

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

gev_p1k3_pdd

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

gev_waic

Waic

gnorm_k3_cp

Generalized Normal Distribution Predictions Based on a Calibrating Prior

gev_p1k3_waic

Waic

gev_pdd

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

gev_pd

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

gnorm_k3_f1f

DMGS equation 3.3, f1 term

gnorm_k3_lddda

The third derivative of the normalized log-likelihood

gnorm_k3_lddd

Third derivative tensor of the normalized log-likelihood

gnorm_k3_ldda

The second derivative of the normalized log-likelihood

gnorm_k3_ldd

Second derivative matrix of the normalized log-likelihood

gnorm_k3_lmn

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

gnorm_k3_fd

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

gnorm_k3_p2f

DMGS equation 3.3, p2 term

gnorm_k3_f2fa

The second derivative of the density

gnorm_k3_p1f

DMGS equation 3.3, p1 term

gnorm_k3_f2f

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

gev_setics

Set initial conditions

gnorm_k3_fdd

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

gnorm_k3_f1fa

The first derivative of the density

gnorm_k3_logf

Logf for RUST

gnorm_k3_mu2f

DMGS equation 3.3, mu2 term

gnorm_k3_mu1f

DMGS equation 3.3, mu1 term

gpd_k13_fd

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

gpd_k13_f2f

DMGS equation 3.3, f2 term

gpd_k13_fdd

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

gnorm_lmnp

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

gpd_k13_f1f

DMGS equation 3.3, f1 term

gpd_k13_f1fa

The first derivative of the density

gpd_k13_l11

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

gpd_k13_l111

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

gpd_k13_mu2f

DMGS equation 3.3, mu2 term

gpd_k13_f2fa

The second derivative of the density

gpd_k13_mu2fa

Minus the second derivative of the cdf, at alpha

gpd_k13_logfdd

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

gnorm_waic

Waic for RUST

gpd_k13_mu1fa

Minus the first derivative of the cdf, at alpha

gpd_k13_mu1f

DMGS equation 3.3, mu1 term

gpd_k13_lddda

The third derivative of the normalized log-likelihood

gpd_k13_lddd

Third derivative tensor of the normalized log-likelihood

gpd_k1_cp

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

gpd_k13_ldd

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

gpd_k13_ldda

The second derivative of the normalized log-likelihood

gpd_k1_f1f

DMGS equation 3.3, f1 term

gpd_k13_p2f

DMGS equation 3.3, p2 term

gpd_k1_checkmle

Check MLE

gpd_k1_f1fa

The first derivative of the density

gpd_k13_p1f

DMGS equation 3.3, p1 term

gpd_k1_f2f

DMGS equation 3.3, f2 term

gpd_k1_f2fa

The second derivative of the density

gpd_k13_pdd

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

gpd_k13_pd

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

gpd_k1_ldda

The second derivative of the normalized log-likelihood

gpd_k1_lddd

Third derivative tensor of the normalized log-likelihood

gpd_k1_logf

Logf for RUST

gpd_k1_lmnp

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

gpd_k1_lddda

The third derivative of the normalized log-likelihood

gpd_k1_fd

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

gpd_k1_ldd

Second derivative matrix of the normalized log-likelihood

gpd_k1_logfddd

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

gpd_k1_ggd_mev

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

gpd_k1_logfdd

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

gpd_k1_fdd

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

gpd_k1_lmn

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

gpd_k1_mu1fa

Minus the first derivative of the cdf, at alpha

gpd_k1_mu1f

DMGS equation 3.3, mu1 term

gpd_k1_loglik

log-likelihood function

gpd_k1_means

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

gpd_k1_p1f

DMGS equation 3.3, p1 term

gpd_k1_p2f

DMGS equation 3.3, p2 term

gpd_k1_mu2f

DMGS equation 3.3, mu2 term

gpd_k1_mu2fa

Minus the second derivative of the cdf, at alpha

gumbel_f1fa

The first derivative of the density

gumbel_f2fa

The second derivative of the density

gumbel_fd

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

gpd_k1_pd

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

gumbel_f1f

DMGS equation 3.3, f1 term

gpd_k1_setics

Set initial conditions

gumbel_cp

Gumbel Distribution Predictions Based on a Calibrating Prior

gpd_k1_pdd

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

gpd_k1_waic

Waic

gumbel_ldd

Second derivative matrix of the normalized log-likelihood

gumbel_fdd

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

gumbel_ldda

The second derivative of the normalized log-likelihood

gumbel_lddda

The third derivative of the normalized log-likelihood

gumbel_lmn

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

gumbel_f2f

DMGS equation 3.3, f2 term

gumbel_lddd

Third derivative tensor of the normalized log-likelihood

gumbel_logfdd

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

gumbel_logfddd

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

gumbel_logf

Logf for RUST

gumbel_lmnp

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

gumbel_mu2f

DMGS equation 3.3, mu2 term

gumbel_mu2fa

Minus the second derivative of the cdf, at alpha

gumbel_mu1f

DMGS equation 3.3, mu1 term

gumbel_p1_f1f

DMGS equation 2.1, f1 term

gumbel_logscores

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

gumbel_mu1fa

Minus the first derivative of the cdf, at alpha

gumbel_means

MLE and RHP predictive means

gumbel_p1_f1fa

The first derivative of the density

gumbel_loglik

log-likelihood function

gumbel_p1_cp

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

gumbel_p1_lddd

Third derivative tensor of the normalized log-likelihood

gumbel_p1_lddda

The third derivative of the normalized log-likelihood

gumbel_p1_fdd

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

gumbel_p1_lmn

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

gumbel_p1_lmnp

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

gumbel_p1_f2fa

The second derivative of the density

gumbel_p1_ldd

Second derivative matrix of the normalized log-likelihood

gumbel_p1_fd

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

gumbel_p1_ldda

The second derivative of the normalized log-likelihood

gumbel_p1_f2f

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

gumbel_p1_mu1f

DMGS equation 3.3, mu1 term

gumbel_p1_mu1fa

Minus the first derivative of the cdf, at alpha

gumbel_p1_logf

Logf for RUST

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

gumbel_p1_pd

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

gumbel_p1_loglik

observed log-likelihood function

gumbel_p1_pdd

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

gumbel_p1_waic

Waic

gumbel_p1f

DMGS equation 3.3, p1 term

gumbel_p1fa

The first derivative of the cdf

gumbel_p1_mu2f

DMGS equation 3.3, mu2 term

gumbel_p1_p2fa

The second derivative of the cdf

gumbel_p1_p2f

DMGS equation 2.1, p2 term

gumbel_p1_mu2fa

Minus the second derivative of the cdf, at alpha

gumbel_p1_p1f

DMGS equation 2.1, p1 term

gumbel_waic

Waic

gumbel_p2f

DMGS equation 3.3, p2 term

halfnorm_cp

Half-Normal Distribution Predictions Based on a Calibrating Prior

gumbel_p1_p1fa

The first derivative of the cdf

halfnorm_f1f

DMGS equation 2.1, f1 term

gumbel_pd

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

gumbel_p2fa

The second derivative of the cdf

halfnorm_lddda

The third derivative of the normalized log-likelihood

gumbel_pdd

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

halfnorm_f2fa

The second derivative of the density

halfnorm_ldda

The second derivative of the normalized log-likelihood

halfnorm_f2f

DMGS equation 2.1, f2 term

halfnorm_lddd

Third derivative tensor of the log-likelihood

halfnorm_l111

Third derivative of the normalized log-likelihood

halfnorm_ldd

The second derivative of the normalized log-likelihood

halfnorm_logf

Logf for RUST

halfnorm_gg

Expected information matrix

halfnorm_f1fa

The first derivative of the density

halfnorm_gg11

Second derivative of the expected log-likelihood

halfnorm_fd

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

halfnorm_fdd

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

halfnorm_p2f

DMGS equation 2.1, p2 term

halfnorm_mu2f

DMGS equation 3.3, mu2 term

halfnorm_p1f

DMGS equation 2.1, p1 term

halfnorm_waic

Waic

halfnorm_mu1f

DMGS equation 3.3, mu1 term

halfnorm_means

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

invgamma_ldda

The second derivative of the normalized log-likelihood

invgamma_f1fa

The first derivative of the density

invgamma_fdd

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

invgamma_f2f

DMGS equation 3.3, f2 term

invgamma_ldd

Second derivative matrix of the normalized log-likelihood

invgamma_cp

Inverse Gamma Distribution, Predictions Based on a Calibrating Prior

invgamma_f1f

DMGS equation 3.3, f1 term

invgamma_lddd

Third derivative tensor of the normalized log-likelihood

invgamma_lmnp

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

invgamma_lddda

The third derivative of the normalized log-likelihood

invgamma_logf

Logf for RUST

invgamma_lmn

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

invgamma_fd

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

invgamma_f2fa

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

invgamma_mu1f

DMGS equation 3.3, mu1 term

invgamma_mu2f

DMGS equation 3.3, mu2 term

invgauss_f1fa

The first derivative of the density

invgauss_f2f

DMGS equation 3.3, f2 term

invgauss_fd

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

invgauss_f2fa

The second derivative of the density

invgauss_f1f

DMGS equation 3.3, f1 term

invgamma_p1f

DMGS equation 3.3, p1 term

invgamma_waic

Waic

invgamma_logscores

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

invgamma_loglik

log-likelihood function

invgamma_p2f

DMGS equation 3.3, p2 term

invgauss_cp

Inverse Gauss Distribution, Predictions Based on a Calibrating Prior

invgauss_fdd

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

invgauss_lmn

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

invgauss_loglik

log-likelihood function

invgauss_lmnp

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

invgauss_lddd

Third derivative tensor of the normalized log-likelihood

invgauss_lddda

The third derivative of the normalized log-likelihood

invgauss_logf

Logf for RUST

invgauss_logfdd

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

invgauss_ldd

Second derivative matrix of the normalized log-likelihood

invgauss_ldda

The second derivative of the normalized log-likelihood

invgauss_logscores

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

invgauss_mu1f

DMGS equation 3.3, mu1 term

invgauss_mu2f

DMGS equation 3.3, mu2 term

jpf2p

Jeffreys' Prior with two parameters

invgauss_waic

Waic

invgauss_p1f

DMGS equation 3.3, p1 term

jpf3p

Jeffreys' Prior with three parameters

invgauss_p2f

DMGS equation 3.3, p2 term

jpf4p

Jeffreys' Prior with four parameters

invgauss_means

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

lnorm_dmgs_cp

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

lnorm_cp

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

lnorm_f1fa

The first derivative of the density

lnorm_fdd

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

lnorm_dmgs_waic

Waic

lnorm_f1f

DMGS equation 3.3, f1 term

lnorm_f2fa

The second derivative of the density

lnorm_fd

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

lnorm_f2f

DMGS equation 3.3, f2 term

lnorm_dmgs_p1f

DMGS equation 3.3, p1 term

lnorm_ldd

Second derivative matrix of the lnormalized log-likelihood

lnorm_dmgs_p2f

DMGS equation 3.3, p2 term

lnorm_lmnp

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

lnorm_lddda

The third derivative of the normalized log-likelihood

lnorm_lmn

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

lnorm_logf

Logf for RUST

lnorm_ldda

The second derivative of the normalized log-likelihood

lnorm_lddd

Third derivative tensor of the lnormalized log-likelihood

lnorm_logscores

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

lnorm_logfdd

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

lnorm_logfddd

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

lnorm_p1_f2f

DMGS equation 2.1, f2 term

lnorm_p1_fd

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

lnorm_p1_f1f

DMGS equation 2.1, f1 term

lnorm_p1_fdd

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

lnorm_p1_ldd

Second derivative matrix of the normalized log-likelihood

lnorm_p1_f2fa

The second derivative of the density

lnorm_mu1fa

Minus the first derivative of the cdf, at alpha

lnorm_mu2fa

Minus the second derivative of the cdf, at alpha

lnorm_p1_cp

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

lnorm_p1_mu1fa

Minus the first derivative of the cdf, at alpha

lnorm_p1_ldda

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

lnorm_p1_lddd

Third derivative tensor of the normalized log-likelihood

lnorm_p1_loglik

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

lnorm_p1_lddda

The third derivative of the normalized log-likelihood

lnorm_p1_f1fa

The first derivative of the density

lnorm_p1_lmnp

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

lnorm_p1_lmn

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

lnorm_p1_p2fa

The second derivative of the cdf

lnorm_p1_mu2fa

Minus the second derivative of the cdf, at alpha

lnorm_p1_p1fa

The first derivative of the cdf

lnorm_p2fa

The second derivative of the cdf

lnorm_pd

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

lnorm_p1_logf

Logf for RUST

lnorm_p1_pd

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

lnorm_p1_pdd

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

lnorm_p1_waic

Waic

lnorm_p1fa

The first derivative of the cdf

logis_f2f

DMGS equation 3.3, f2 term

logis_fd

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

logis_f1fa

The first derivative of the density

logis_f2fa

The second derivative of the density

logis_f1f

DMGS equation 3.3, f1 term

logis_ldd

Second derivative matrix of the normalized log-likelihood

lnorm_pdd

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

logis_lmnp

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

logis_loglik

log-likelihood function

lnorm_waic

Waic for RUST

logis_fdd

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

logis_cp

Logistic Distribution Predictions Based on a Calibrating Prior

logis_lddd

Third derivative tensor of the normalized log-likelihood

logis_ldda

The second derivative of the normalized log-likelihood

logis_logscores

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

logis_logf

Logf for RUST

logis_lmn

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

logis_lddda

The third derivative of the normalized log-likelihood

logis_logfdd

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

logis_logfddd

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

logis_mu2f

DMGS equation 3.3, mu2 term

logis_p1_cp

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

logis_p1_f1fa

The first derivative of the density

logis_p1_f2fa

The second derivative of the density

logis_p1_fd

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

logis_p1_f2f

DMGS equation 2.1, f2 term

logis_mu2fa

Minus the second derivative of the cdf, at alpha

logis_p1_ldd

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

logis_p1_fdd

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

logis_p1_f1f

DMGS equation 2.1, f1 term

logis_p1_lmnp

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

logis_p1_logf

Logf for RUST

logis_p1_means

Logistic distribution: RHP mean

logis_p1_ldda

The second derivative of the normalized log-likelihood

logis_p1_lddd

Third derivative tensor of the normalized log-likelihood

logis_p1_mu1f

DMGS equation 3.3, mu1 term

logis_p1_mu1fa

Minus the first derivative of the cdf, at alpha

logis_p1_lmn

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

logis_mu1fa

Minus the first derivative of the cdf, at alpha

logis_p1_lddda

The third derivative of the normalized log-likelihood

logis_mu1f

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

logis_p1_pd

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

logis_p1_p2fa

The second derivative of the cdf

logis_p1_mu2f

DMGS equation 3.3, mu2 term

logis_p1_mu2fa

Minus the second derivative of the cdf, at alpha

logis_p1fa

The first derivative of the cdf

logis_p1_p1f

DMGS equation 2.1, p1 term

logis_p2f

DMGS equation 3.3, p2 term

logis_p1_pdd

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

logis_pd

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

logis_p2fa

The second derivative of the cdf

lst_k3_f1fa

The first derivative of the density

lst_k3_f2f

DMGS equation 3.3, f2 term

lst_k3_cp

t Distribution Predictions Based on a Calibrating Prior

logis_pdd

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

logis_waic

Waic

logis_p1f

DMGS equation 3.3, p1 term

lst_k3_f2fa

The second derivative of the density

logis_p1_p2f

DMGS equation 2.1, p2 term

logis_p1_waic

Waic

logis_p1_p1fa

The first derivative of the cdf

lst_k3_fd

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

lst_k3_f1f

DMGS equation 3.3, f1 term

lst_k3_lmnp

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

lst_k3_logf

Logf for RUST

lst_k3_ldda

The second derivative of the normalized log-likelihood

lst_k3_lddd

Third derivative tensor of the normalized log-likelihood

lst_k3_loglik

log-likelihood function

lst_p1k3_f1fa

The first derivative of the density

lst_k3_mu2f

DMGS equation 3.3, mu2 term

lst_k3_lmn

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

lst_p1k3_f1f

DMGS equation 2.1, f1 term

lst_k3_lddda

The third derivative of the normalized log-likelihood

lst_k3_mu1f

DMGS equation 3.3, mu1 term

lst_p1k3_f2f

DMGS equation 2.1, f2 term

lst_p1k3_f2fa

The second derivative of the density

lst_k3_logscores

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

lst_k3_fdd

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

lst_k3_p1f

DMGS equation 3.3, p1 term

lst_k3_p2f

DMGS equation 3.3, p2 term

lst_k3_ldd

Second derivative matrix of the normalized log-likelihood

lst_p1k3_cp

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

lst_p1k3_ldda

The second derivative of the normalized log-likelihood

lst_p1k3_ldd

Second derivative matrix of the normalized log-likelihood

lst_p1k3_lmnp

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

lst_p1k3_lmn

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

lst_p1k3_fd

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

lst_p1k3_waic

Waic

lst_p1k3_p2f

DMGS equation 2.1, p2 term

lst_p1k3_fdd

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

lst_p1k3_logf

Logf for RUST

lst_p1k3_mu2f

DMGS equation 3.3, mu2 term

lst_k3_logfdd

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

lst_k3_logfddd

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

lst_k3_waic

Waic

lst_p1k3_p1f

DMGS equation 2.1, p1 term

lst_p1k3_logscores

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

lst_p1k3_mu1f

DMGS equation 3.3, mu1 term

lst_p1k3_lddda

The third derivative of the normalized log-likelihood

lst_p1k3_lddd

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

maket0

Determine t0

make_se

Make Standard Errors from lddi

make_maic

Calculate MAIC

man

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

mandsub

Return message for dsub

manlddd

Return message for lddd

manlnn

Return message for lnn

manlnnn

Return message for lnnn

manldd

Return message for ldd

manlogf

Return message for Logf

manloglik

Return message for loglik

man2f

Return message for f2f, p2f, mu2f

manf

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

manlogscores

Return message for logscores

movexiawayfromzero

Move xi away from zero a bit

manwaic

Return message for WAIC

manvector

Return message for vector

nopdfcdfmsg

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

manmeans

Return message for means

ms_flat_1tail

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

ms_flat_2tail

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

norm_dmgs_waic

Waic

norm_dmgs_p2f

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

norm_dmgs_mu1f

DMGS equation 3.3, mu1 term

norm_dmgs_p1f

DMGS equation 3.3, p1 term

norm_cp

Normal Distribution Predictions Based on a Calibrating Prior

manpredictor

Return message for predictor.

norm_dmgs_mu2f

DMGS equation 3.3, mu2 term

norm_dmgs_cp

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

norm_fd

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

norm_f1f

DMGS equation 3.3, f1 term

norm_f1fa

The first derivative of the density

norm_ldd

Second derivative matrix of the normalized log-likelihood

norm_f2fa

The second derivative of the density

norm_f2f

DMGS equation 3.3, f2 term

norm_gg

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

norm_gmn

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

norm_ldda

The second derivative of the normalized log-likelihood

norm_fdd

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

norm_lmn

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

norm_lmnp

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

norm_lddda

The third derivative of the normalized log-likelihood

norm_logf

Logf for RUST

norm_lddd

Third derivative tensor of the normalized log-likelihood

norm_logfddd

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

norm_logscores

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

norm_logfdd

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

norm_p1_f1f

DMGS equation 2.1, f1 term

norm_p1_f1fa

The first derivative of the density

norm_p1_fdd

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

norm_p1_fd

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

norm_ml_params

Maximum likelihood estimator

norm_p1_ldd

Second derivative matrix of the normalized log-likelihood

norm_mu1fa

Minus the first derivative of the cdf, at alpha

norm_p1_ldda

The second derivative of the normalized log-likelihood

norm_mu2fa

Minus the second derivative of the cdf, at alpha

norm_p1_f2f

DMGS equation 2.1, f2 term

norm_p1_logf

Logf for RUST

norm_p1_logscores

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

norm_p1_f2fa

The second derivative of the density

norm_p1_mlparams

Maximum likelihood estimator

norm_p1_lddd

Third derivative tensor of the normalized log-likelihood

norm_p1_lddda

The third derivative of the normalized log-likelihood

norm_p1_logfdd

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

norm_p1_p1fa

The first derivative of the cdf

norm_p1_lmnp

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

norm_p1_lmn

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

norm_p1_cp

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

norm_p1_p2fa

The second derivative of the cdf

norm_p1_mu1fa

Minus the first derivative of the cdf, at alpha

norm_p1_mu2fa

Minus the second derivative of the cdf, at alpha

pareto_k2_f2fa

The second derivative of the density

norm_pdd

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

pareto_k2_fd

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

norm_p1_pd

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

norm_pd

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

norm_p1_pdd

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

norm_p1_waic

Waic

pareto_k2_f1fa

The first derivative of the density

norm_p1_predictordata

Predicted Parameter and Generalized Residuals

pareto_k2_f2f

DMGS equation 2.1, f2 term

pareto_k2_fdd

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

pareto_k2_l111

Third derivative of the normalized log-likelihood

pareto_k2_logf

Logf for RUST

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

norm_waic

Waic

pareto_k2_ldda

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

pareto_k2_ldd

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

norm_p1_loglik

Normal-with-p1 observed log-likelihood function

pareto_p1k2_f1f

DMGS equation 2.1, f1 term

pareto_p1k2_cp

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

pareto_k2_lddd

Third derivative tensor of the log-likelihood

pareto_k2_lddda

The third derivative of the normalized log-likelihood

pareto_k2_p1fa

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

pareto_k2_p2fa

The second derivative of the cdf

pareto_k2_pd

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

pareto_k2_pdd

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

norm_p1fa

The first derivative of the cdf

norm_p2fa

The second derivative of the cdf

pareto_k2_f1f

DMGS equation 2.1, f1 term

pareto_k2_waic

Waic

pareto_k2_cp

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

Minus the first derivative of the cdf, at alpha

pareto_p1k2_fd

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

pareto_p1k2_pd

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

pexp_p1

Exponential-with-p1 distribution function

pgumbel_p1

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

pcauchy_p1

Cauchy-with-p1 distribution function

pgev_p12

GEVD-with-p1: Distribution function

pareto_p1k2_loglik

observed log-likelihood function

pareto_p1k2_p1fa

The first derivative of the cdf

pgev_p1

GEVD-with-p1: Distribution function

plst_p1k3

LST-with-p1 distribution function

pareto_p1k2_p2f

DMGS equation 2.1, p2 term

plogis_p1

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

pnorm_p1

Normal-with-p1 distribution function

pnorm_p1_formula

Linear regression formula, densities

qcauchy_p1

Cauchy-with-p1 quantile function

pgev_p123

GEVD-with-p1: Distribution function

pfrechet_p2k1

Frechet_k1-with-p2 distribution function

pweibull_p2

Weibull-with-p1 distribution function

pgev_p1k3

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

ppareto_p1k2

pareto_k1-with-p2 distribution function

qfrechet_p2k1

Frechet_k1-with-p2 quantile function

qexp_p1

-with-p1 quantile function

qgev_k12_ppm

Temporary dummy for one of the ppm models

qgev_mpd_ppm

Temporary dummy for one of the ppm models

qgev_p1

GEVD-with-p1: Quantile function

qgev_p12

GEVD-with-p1: Quantile function

qgev_p1k3

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

punif_formula

Predictive CDFs

plnorm_p1

Normal-with-p1 distribution function

qgamma_k1_ppm

Temporary dummy for one of the cp models

qweibull_p2

Weibull-with-p1 quantile function

qlnorm_p1

Normal-with-p1 quantile function

qgev_ppm

Temporary dummy for one of the ppm models

reltest

Evaluation of Reliability for Models in the fitdistcp Package

qgev_p123

GEVD-with-p1: Quantile function

qgev_p1_ppm

Temporary dummy for one of the ppm models

qgamma_ppm

Temporary dummy for one of the ppm models

qgumbel_p1

Gumbel-with-p1 quantile function

qgpd_k1_ppm

Temporary dummy for one of the ppm models

qnorm_p1_formula

Linear regression formula, quantiles

qlst_p1k3

LST-with-p1 quantile function

qnorm_p1

Normal-with-p1 quantile function

qntt_ppm

Temporary dummy for one of the ppm models

qpareto_p1k2

pareto_k1-with-p2 quantile function

qunif_formula

Predictive Quantiles

qlogis_p1

Logistic-with-p1 quantile function

reltest2_predict

Make prediction from one model

reltest_makemaxep

Calculate MaxEP from one model

reltest2_cases

Cases

reltest_makeep

Calculate EP from one model

reltest2_makeep

Cases

reltest2_plot

Plotting routine for reltest2

reltest_predict

Make prediction from one model

reltest2

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

unif_cp

Uniform Distribution Predictions Based on a Calibrating Prior

rgev_minmax

rgev but with maxlik xi guaranteed within bounds

rgev_p123_minmax

rgev for gev_p123 but with maxlik xi within bounds

rgev_p1_minmax

rgev for gev_p1 but with maxlik xi within bounds

rgpd_k1_minmax

rgpd for gpd_k1 but with maxlik xi within bounds

rgev_p12_minmax

rgev for gev_p12 but with maxlik xi within bounds

testppm_plot

Plotting routine for testppm

weibull_cp

Weibull Distribution Predictions Based on a Calibrating Prior

rhp_dmgs_cpmethod

Generates a comment about the method

weibull_ldd

Second derivative matrix of the normalized log-likelihood

rust_pumethod

Generates a comment about the method

weibull_f2fa

The second derivative of the density

weibull_f2f

DMGS equation 3.3, f2 term

weibull_ldda

The second derivative of the normalized log-likelihood

weibull_lddda

The third derivative of the normalized log-likelihood

weibull_lddd

Third derivative tensor of the normalized log-likelihood

weibull_mu1f

DMGS equation 3.3, mu1 term

weibull_mu1fa

Minus the first derivative of the cdf, at alpha

weibull_lmn

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

weibull_lmnp

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

weibull_logf

Logf for RUST

weibull_logfdd

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

weibull_fdd

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

weibull_fd

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

weibull_loglik

log-likelihood function

weibull_p2_cp

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

weibull_f1f

DMGS equation 3.3, f1 term

weibull_means

MLE and RHP predictive means

weibull_logscores

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

weibull_f1fa

The first derivative of the density

weibull_p2_f2f

DMGS equation 2.1, f2 term

weibull_mu2f

DMGS equation 3.3, mu2 term

weibull_p2_f1fa

The first derivative of the density

weibull_mu2fa

Minus the second derivative of the cdf, at alpha

weibull_p2_f2fa

The second derivative of the density

weibull_p1f

DMGS equation 3.3, p1 term

weibull_p2_f1f

DMGS equation 2.1, f1 term

weibull_p1fa

The first derivative of the cdf

weibull_p2_fd

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

Logf for RUST

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

weibull_p2_lmn

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

weibull_p2_fdd

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

weibull_p2_p1f

DMGS equation 2.1, p1 term

weibull_p2_mu2fa

Minus the second derivative of the cdf, at alpha

weibull_p2_ldd

Second derivative matrix of the normalized log-likelihood

weibull_p2_p2f

DMGS equation 2.1, p2 term

weibull_p2_means

weibull distribution: RHP mean

weibull_p2_mu1f

DMGS equation 3.3, mu1 term

weibull_p2_pdd

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

Waic

weibull_pdd

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_waic

Waic for RUST

weibull_p2_mu2f

DMGS equation 3.3, mu2 term

weibull_p2f

DMGS equation 3.3, p2 term

weibull_p2_p2fa

The second derivative of the cdf

weibull_p2_pd

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

weibull_p2fa

The second derivative of the cdf

weibull_pd

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