Showing 16 of total 16 results (show query)
runehaubo
ordinal:Regression Models for Ordinal Data
Implementation of cumulative link (mixed) models also known as ordered regression models, proportional odds models, proportional hazards models for grouped survival times and ordered logit/probit/... models. Estimation is via maximum likelihood and mixed models are fitted with the Laplace approximation and adaptive Gauss-Hermite quadrature. Multiple random effect terms are allowed and they may be nested, crossed or partially nested/crossed. Restrictions of symmetry and equidistance can be imposed on the thresholds (cut-points/intercepts). Standard model methods are available (summary, anova, drop-methods, step, confint, predict etc.) in addition to profile methods and slice methods for visualizing the likelihood function and checking convergence.
Maintained by Rune Haubo Bojesen Christensen. Last updated 4 months ago.
38 stars 13.72 score 1.3k scripts 178 dependents
twolodzko
extraDistr:Additional Univariate and Multivariate Distributions
Density, distribution function, quantile function and random generation for a number of univariate and multivariate distributions. This package implements the following distributions: Bernoulli, beta-binomial, beta-negative binomial, beta prime, Bhattacharjee, Birnbaum-Saunders, bivariate normal, bivariate Poisson, categorical, Dirichlet, Dirichlet-multinomial, discrete gamma, discrete Laplace, discrete normal, discrete uniform, discrete Weibull, Frechet, gamma-Poisson, generalized extreme value, Gompertz, generalized Pareto, Gumbel, half-Cauchy, half-normal, half-t, Huber density, inverse chi-squared, inverse-gamma, Kumaraswamy, Laplace, location-scale t, logarithmic, Lomax, multivariate hypergeometric, multinomial, negative hypergeometric, non-standard beta, normal mixture, Poisson mixture, Pareto, power, reparametrized beta, Rayleigh, shifted Gompertz, Skellam, slash, triangular, truncated binomial, truncated normal, truncated Poisson, Tukey lambda, Wald, zero-inflated binomial, zero-inflated negative binomial, zero-inflated Poisson.
Maintained by Tymoteusz Wolodzko. Last updated 25 days ago.
c-plus-plusc-plus-plus-11distributionmultivariate-distributionsprobabilityrandom-generationrcppstatisticscpp
53 stars 11.60 score 1.5k scripts 107 dependents
vigou3
actuar:Actuarial Functions and Heavy Tailed Distributions
Functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss size and frequency: 23 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities. Main reference: <doi:10.18637/jss.v025.i07>. Implementation of the Feller-Pareto family of distributions: <doi:10.18637/jss.v103.i06>.
Maintained by Vincent Goulet. Last updated 3 months ago.
12 stars 9.44 score 732 scripts 35 dependents
cran
evd:Functions for Extreme Value Distributions
Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate maxima models, and for univariate and bivariate threshold models.
Maintained by Alec Stephenson. Last updated 6 months ago.
2 stars 7.58 score 84 dependents
john-d-fox
RcmdrMisc:R Commander Miscellaneous Functions
Various statistical, graphics, and data-management functions used by the Rcmdr package in the R Commander GUI for R.
Maintained by John Fox. Last updated 2 years ago.
1 stars 7.02 score 432 scripts 42 dependents
harrysouthworth
texmex:Statistical Modelling of Extreme Values
Statistical extreme value modelling of threshold excesses, maxima and multivariate extremes. Univariate models for threshold excesses and maxima are the Generalised Pareto, and Generalised Extreme Value model respectively. These models may be fitted by using maximum (optionally penalised-)likelihood, or Bayesian estimation, and both classes of models may be fitted with covariates in any/all model parameters. Model diagnostics support the fitting process. Graphical output for visualising fitted models and return level estimates is provided. For serially dependent sequences, the intervals declustering algorithm of Ferro and Segers (2003) <doi:10.1111/1467-9868.00401> is provided, with diagnostic support to aid selection of threshold and declustering horizon. Multivariate modelling is performed via the conditional approach of Heffernan and Tawn (2004) <doi:10.1111/j.1467-9868.2004.02050.x>, with graphical tools for threshold selection and to diagnose estimation convergence.
Maintained by Harry Southworth. Last updated 1 years ago.
7 stars 6.44 score 66 scripts 1 dependents
bendeivide
leem:Laboratory of Teaching to Statistics and Mathematics
An educational package for teaching statistics and mathematics in both primary and higher education. The objective is to assist in the teaching/learning process, both for student study planning and teacher teaching strategies. The leem package aims to provide, in a simple yet in-depth manner, knowledge of statistics and mathematics to anyone who wants to study these areas of knowledge.
Maintained by Ben Deivide. Last updated 2 days ago.
4 stars 5.44 score 152 scripts
lbelzile
VaRES:Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Computes Value at risk and expected shortfall, two most popular measures of financial risk, for over one hundred parametric distributions, including all commonly known distributions. Also computed are the corresponding probability density function and cumulative distribution function. See Chan, Nadarajah and Afuecheta (2015) <doi:10.1080/03610918.2014.944658> for more details.
Maintained by Leo Belzile. Last updated 2 years ago.
1 stars 4.57 score 123 scripts 2 dependents
tpetzoldt
FAdist:Distributions that are Sometimes Used in Hydrology
Probability distributions that are sometimes useful in hydrology.
Maintained by Thomas Petzoldt. Last updated 3 years ago.
4 stars 4.49 score 51 scripts 1 dependentscran
mistr:Mixture and Composite Distributions
A flexible computational framework for mixture distributions with the focus on the composite models.
Maintained by Lukas Sablica. Last updated 2 years ago.
3.38 score 4 dependents
dutangc
gumbel:The Gumbel-Hougaard Copula
Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).
Maintained by Christophe Dutang. Last updated 5 months ago.
3.29 score 13 scripts 1 dependents
blunde1
dgumbel:The Gumbel Distribution Functions and Gradients
Gumbel distribution functions (De Haan L. (2007) <doi:10.1007/0-387-34471-3>) implemented with the techniques of automatic differentiation (Griewank A. (2008) <isbn:978-0-89871-659-7>). With this tool, a user should be able to quickly model extreme events for which the Gumbel distribution is the domain of attraction. The package makes available the density function, the distribution function the quantile function and a random generating function. In addition, it supports gradient functions. The package combines 'Adept' (C++ templated automatic differentiation) (Hogan R. (2017) <doi:10.5281/zenodo.1004730>) and 'Eigen' (templated matrix-vector library) for fast computations of both objective functions and exact gradients. It relies on 'RcppEigen' for easy access to 'Eigen' and bindings to R.
Maintained by Berent Ånund Strømnes Lunde. Last updated 5 years ago.
2 stars 3.00 score 3 scriptscran
powdist:Power and Reversal Power Distributions
Density, distribution function, quantile function and random generation for the family of power and reversal power distributions.
Maintained by Susan Anyosa. Last updated 7 years ago.
1.48 score 1 dependents
alexcannon
GEVcdn:GEV Conditional Density Estimation Network
Implements a flexible nonlinear modelling framework for nonstationary generalized extreme value analysis in hydroclimatology following Cannon (2010) <doi:10.1002/hyp.7506>.
Maintained by Alex J. Cannon. Last updated 5 years ago.
1 stars 1.00 score 5 scripts