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FJRubio

https://sites.google.com/site/fjavierrubio67/

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The Generalised Weibull Distribution
Cumulative distribution function, quantile function, hazard function, and cumulative hazard function of the Generalised Weibull distribution.
The Exponentiated 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
An objective prior for the number of degrees of freedom of a multivariate t distribution
The Jeffreys prior for skew–symmetric models
The Jeffreys prior for the skewness parameter in skew–symmetric models
Kullback Leibler divergence between a multivariate t and a multivariate normal distributions
A tractable, scalable, expression for the Kullback Leibler divergence between a multivariate t and a multivariate normal distributions
Kullback Leibler divergence between two multivariate t 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
Nonparametric estimation of P(X<Y) for paired data
Several types of Nonparametric estimators of P(X<Y) for paired data
Galton’s Forecasting Competition
Galton’s Forecasting Competition data modelling using the DTP R package.
A weakly informative prior for the degrees of freedom of the t distribution
Implementation of a weakly informative prior for the degrees of freedom of the t distribution.
Mollified two-piece distributions
Mollification of two-piece distributions.
The Laplace and two-piece Laplace Distributions
Implementation of the Laplace and two piece Laplace distributions (using the R package twopiece).
Natural (non-) informative priors for the skew-normal distribution
Real data example to illustrate the use of Jeffreys and Total Variation priors for the shape parameter of the skew-normal distribution
t-copula with t and two piece t marginals
A real data example to illustrate how to fit a t-copula with t and two piece t marginals
TPSAS R Package
The TPSAS R package implements the univariate two-piece sinh–arcsinh distribution
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 normals
Bayesian inference for the ratio of the means of two normal populations with unequal variances using reference priors.
Approximate Maximum Likelihood Estimation (AMLE)
A simple approach to maximum intractable likelihood estimation: AMLE. Two toy examples.
Ratio of two normals and a normal approximation
Implementaion of the distribution of the ratio of two independent normal distributions and a normal approximation.
Posterior QQ envelopes: normality test
Implementation of Posterior QQ envelopes for normality test.
Posterior QQ envelopes: Linear regression
Implementation of Posterior QQ envelopes and predictive QQ plots in the context of linear regression.
Flexible AFT Models III: Bayesian + two-piece
Bayesian AFT models with two-piece errors
Flexible AFT Models II: Bayesian + skew-symmetric
Bayesian Accelerated Failure Time models with skew-symmetric errors.
Flexible AFT Models I: MLE + two-piece
Accelerated failure time models with two-piece errors using maximum likelihood estimation.
twopiece R package with applications
The twopiece R package implements the family of Two-Piece distributions.
DTP R package
The DTP R package implements the family of Double Two-Piece distributions.
Two-piece Generalised Hyperbolic distribution
Description and implementation of the two-piece Generalised Hyperbolic distribution.
Two-piece Variance Gamma distribution
Implementation and description of the two-piece Variance Gamma distribution.
Two-piece Johnson-SU distribution
Implementation and description of the two-piece Johnson-SU distribution