Showing 4 of total 4 results (show query)
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 23 days ago.
c-plus-plusc-plus-plus-11distributionmultivariate-distributionsprobabilityrandom-generationrcppstatisticscpp
53 stars 11.60 score 1.5k scripts 107 dependents
r-forge
crch:Censored Regression with Conditional Heteroscedasticity
Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals. Infrastructure for working with censored or truncated normal, logistic, and Student-t distributions, i.e., d/p/q/r functions and distributions3 objects.
Maintained by Achim Zeileis. Last updated 4 days ago.
8.21 score 93 scripts 2 dependents
lbelzile
TruncatedNormal:Truncated Multivariate Normal and Student Distributions
A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.
Maintained by Leo Belzile. Last updated 29 days ago.
gaussianstudent-distributionstruncatedopenblascppopenmp
8 stars 8.08 score 116 scripts 18 dependents
windwill
cascsim:Casualty Actuarial Society Individual Claim Simulator
It is an open source insurance claim simulation engine sponsored by the Casualty Actuarial Society. It generates individual insurance claims including open claims, reopened claims, incurred but not reported claims and future claims. It also includes claim data fitting functions to help set simulation assumptions. It is useful for claim level reserving analysis. Parodi (2013) <https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty>.
Maintained by Kailan Shang. Last updated 5 years ago.
2.99 score 98 scripts