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oleksii-nikolaienko
ExtDist:Extending the Range of Functions for Probability Distributions
A consistent, unified and extensible framework for estimation of parameters for probability distributions, including parameter estimation procedures that allow for weighted samples; the current set of distributions included are: the standard beta, The four-parameter beta, Burr, gamma, Gumbel, Johnson SB and SU, Laplace, logistic, normal, symmetric truncated normal, truncated normal, symmetric-reflected truncated beta, standard symmetric-reflected truncated beta, triangular, uniform, and Weibull distributions; decision criteria and selections based on these decision criteria.
Maintained by Oleksii Nikolaienko. Last updated 2 years ago.
1 stars 5.84 score 58 scripts 2 dependentsbpfaff
QRM:Provides R-Language Code to Examine Quantitative Risk Management Concepts
Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.
Maintained by Bernhard Pfaff. Last updated 5 years ago.
4.53 score 181 scripts 5 dependents