R codes to implement kernel density and distribution estimators for data with support on R, R_+, and (0,1) by using a transformation approach.
Tractable Bayesian Variable Selection: Beyond normality. Analysis of DLD data using two-piece residual errors and non-local priors.
Cumulative distribution function, quantile function, hazard function, and cumulative hazard function of the Generalised Weibull distribution.
Probability density function, cumulative distribution function, quantile function, random number generation, hazard function, and cumulative hazard function of the Exponentiated Weibull distribution.
An objective prior for the number of degrees of freedom of a multivariate t distribution
The Jeffreys prior for the skewness parameter in skew–symmetric models
A tractable, scalable, expression for the Kullback Leibler divergence between a multivariate t and a multivariate normal distributions
A tractable, scalable, expression for the Kullback Leibler divergence between two multivariate t distributions
An application of an objective prior for the number of degrees of freedom of a multivariate t distribution
A financial application of an objective prior for the number of degrees of freedom of a multivariate t distribution
Several types of Nonparametric estimators of P(X<Y) for paired data
Galton’s Forecasting Competition data modelling using the DTP R package.
Implementation of a weakly informative prior for the degrees of freedom of the t distribution.
Mollification of two-piece distributions.
Implementation of the Laplace and two piece Laplace distributions (using the R package twopiece).
Real data example to illustrate the use of Jeffreys and Total Variation priors for the shape parameter of the skew-normal distribution
A real data example to illustrate how to fit a t-copula with t and two piece t marginals
The TPSAS R package implements the univariate two-piece sinh–arcsinh distribution
Implementation of the probability density function, cumulative distribution function, quantile function, and random number generation of the SAS distribution.
Bayesian inference for the ratio of the means of two normal populations with unequal variances using reference priors.
A simple approach to maximum intractable likelihood estimation: AMLE. Two toy examples.
Implementaion of the distribution of the ratio of two independent normal distributions and a normal approximation.
Implementation of Posterior QQ envelopes for normality test.
Implementation of Posterior QQ envelopes and predictive QQ plots in the context of linear regression.
Bayesian AFT models with two-piece errors
Bayesian Accelerated Failure Time models with skew-symmetric errors.
Accelerated failure time models with two-piece errors using maximum likelihood estimation.
The twopiece R package implements the family of Two-Piece distributions.
The DTP R package implements the family of Double Two-Piece distributions.
Description and implementation of the two-piece Generalised Hyperbolic distribution.
Implementation and description of the two-piece Variance Gamma distribution.
Implementation and description of the two-piece Johnson-SU distribution