| d100gamma_example_data_v1 |
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| d101invgamma_example_data_v1 |
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| d102invgauss_example_data_v1 |
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| d105burr_example_data_v1 |
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| d10exp_example_data_v1 |
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| d110gev_example_data_v1 |
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| d11pareto_k2_example_data_v1 |
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| d120gpd_k1_example_data_v1 |
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| d150gev_p1_example_data_v1_t |
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| d150gev_p1_example_data_v1_x |
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| d151gev_p12_example_data_v1_t |
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| d151gev_p12_example_data_v1_x |
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| d152gev_p123_example_data_v1_t |
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| d152gev_p123_example_data_v1_x |
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| d20halfnorm_example_data_v1 |
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| d25unif_example_data_v1 |
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| d30norm_example_data_v1 |
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| d31norm_dmgs_example_data_v1 |
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| d32gnorm_k3_example_data_v1 |
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| d35lnorm_example_data_v1 |
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| d36lnorm_dmgs_example_data_v1 |
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| d40logis_example_data_v1 |
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| d41lst_k3_example_data_v1 |
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| d42cauchy_example_data_v1 |
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| d50gumbel_example_data_v1 |
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| d51frechet_k1_example_data_v1 |
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| d52weibull_example_data_v1 |
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| d53gev_k3_example_data_v1 |
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| d55exp_p1_example_data_v1_t |
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| d55exp_p1_example_data_v1_x |
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| d56pareto_p1k2_example_data_v1_t |
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| d56pareto_p1k2_example_data_v1_x |
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| d60norm_p1_example_data_v1_t |
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| d60norm_p1_example_data_v1_x |
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| d61lnorm_p1_example_data_v1_t |
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| d61lnorm_p1_example_data_v1_x |
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| d62logis_p1_example_data_v1_t |
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| d62logis_p1_example_data_v1_x |
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| d63lst_p1k3_example_data_v1_t |
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| d63lst_p1k3_example_data_v1_x |
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| d64cauchy_p1_example_data_v1_t |
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| d64cauchy_p1_example_data_v1_x |
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| d70gumbel_p1_example_data_v1_t |
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| d70gumbel_p1_example_data_v1_x |
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| d71frechet_p2k1_example_data_v1_t |
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| d71frechet_p2k1_example_data_v1_x |
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| d72weibull_p1_example_data_v1_t |
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| d73weibull_p2_example_data_v1_t |
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| d74gev_p1k3_example_data_v1_t |
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| d80norm_p12_example_data_v1_t1 |
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| d80norm_p12_example_data_v1_t2 |
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| d80norm_p12_example_data_v1_x |
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| d81lst_p12k3_example_data_v1_t1 |
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| d81lst_p12k3_example_data_v1_t2 |
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| d82weibull_p12_example_data_v1_t1 |
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| d82weibull_p12_example_data_v1_t2 |
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| d82weibull_p12_example_data_v1_x |
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| dcauchysub |
Densities from MLE and RHP |
| dcauchy_cp |
Cauchy Distribution Predictions Based on a Calibrating Prior |
| dcauchy_p1 |
Cauchy-with-p1 density function |
| dcauchy_p1sub |
Densities from MLE and RHP |
| dcauchy_p1_cp |
Cauchy Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| deriv_copyfdd |
Extract the results from derivatives and put them into f2 |
| deriv_copyld2 |
Extract the results from derivatives and put them into ldd |
| deriv_copyldd |
Extract the results from derivatives and put them into ldd |
| deriv_copylddd |
Extract the results from derivatives and put them into lddd |
| dexpsub |
Densities from MLE and RHP |
| dexp_cp |
Exponential Distribution Predictions Based on a Calibrating Prior |
| dexp_p1 |
Exponential-with-p1 density function |
| dexp_p1sub |
Densities from MLE and RHP |
| dexp_p1_cp |
Exponential Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| dfrechetsub |
Densities from MLE and RHP |
| dfrechet_k1_cp |
Frechet Distribution Predictions Based on a Calibrating Prior |
| dfrechet_p2k1 |
Frechet_k1-with-p2 density function |
| dfrechet_p2k1sub |
Densities from MLE and RHP |
| dfrechet_p2k1_cp |
Frechet Distribution with Predictor, Predictions Based on a Calibrating Prior |
| dgammasub |
Densities from MLE and RHP |
| dgamma_cp |
Gamma Distribution Predictions Based on a Calibrating Prior |
| dgevsub |
Densities for 5 predictions |
| dgev_cp |
Generalized Extreme Value Distribution, Predictions Based on a Calibrating Prior |
| dgev_k3sub |
Densities from MLE and RHP |
| dgev_k3_cp |
Generalized Extreme Value Distribution with Known Shape, Predictions Based on a Calibrating Prior |
| dgev_p1 |
GEVD-with-p1: Density function |
| dgev_p12 |
GEVD-with-p1: Density function |
| dgev_p123 |
GEVD-with-p1: Density function |
| dgev_p123sub |
Densities for 5 predictions |
| dgev_p123_cp |
Generalized Extreme Value Distribution with Three Predictors, Predictions based on a Calibrating Prior |
| dgev_p12sub |
Densities for 5 predictions |
| dgev_p12_cp |
Generalized Extreme Value Distribution with Two Predictors, Predictions based on a Calibrating Prior |
| dgev_p1k3 |
GEV-with-known-shape-with-p1 density function |
| dgev_p1k3sub |
Densities from MLE and RHP |
| dgev_p1k3_cp |
GEV Distribution with Known Shape with a Predictor, Predictions Based on a Calibrating Prior |
| dgev_p1sub |
Densities for 5 predictions |
| dgev_p1_cp |
Generalized Extreme Value Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| dgnorm_k3sub |
Densities from MLE and RHP |
| dgnorm_k3_cp |
Generalized Normal Distribution Predictions Based on a Calibrating Prior |
| dgpdsub |
Densities for 5 predictions |
| dgpd_k1_cp |
Generalized Pareto Distribution with Known Location Parameter, Predictions Based on a Calibrating Prior |
| dgumbelsub |
Densities from MLE and RHP |
| dgumbel_cp |
Gumbel Distribution Predictions Based on a Calibrating Prior |
| dgumbel_p1 |
Gumbel-with-p1 density function |
| dgumbel_p1sub |
Densities from MLE and RHP |
| dgumbel_p1_cp |
Gumbel Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| dhalfnormsub |
Densities from MLE and RHP |
| dhalfnorm_cp |
Half-Normal Distribution Predictions Based on a Calibrating Prior |
| dinvgammasub |
Densities from MLE and cp |
| dinvgamma_cp |
Inverse Gamma Distribution, Predictions Based on a Calibrating Prior |
| dinvgausssub |
Densities from MLE and RHP |
| dinvgauss_cp |
Inverse Gauss Distribution, Predictions Based on a Calibrating Prior |
| dlnormsub |
Densities from MLE and RHP |
| dlnorm_cp |
Log-normal Distribution Predictions Based on a Calibrating Prior |
| dlnorm_dmgssub |
Densities from MLE and RHP |
| dlnorm_dmgs_cp |
Log-normal Distribution Predictions Based on a Calibrating Prior, using DMGS (for testing only) |
| dlnorm_p1 |
Normal-with-p1 density function |
| dlnorm_p1sub |
Densities from MLE and RHP |
| dlnorm_p1_cp |
Log-normal Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| dlogis2sub |
Densities from MLE and RHP |
| dlogis_cp |
Logistic Distribution Predictions Based on a Calibrating Prior |
| dlogis_p1 |
Logistic-with-p1 density function |
| dlogis_p1sub |
Densities from MLE and RHP |
| dlogis_p1_cp |
Logistic Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| dlst_k3sub |
Densities from MLE and RHP |
| dlst_k3_cp |
t Distribution Predictions Based on a Calibrating Prior |
| dlst_p1k3 |
LST-with-p1 density function |
| dlst_p1k3sub |
Densities from MLE and RHP |
| dlst_p1k3_cp |
t Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| dmgs |
Evaluate DMGS equation 3.3 |
| dnormsub |
Densities from MLE and RHP |
| dnorm_cp |
Normal Distribution Predictions Based on a Calibrating Prior |
| dnorm_dmgssub |
Densities from MLE and RHP |
| dnorm_dmgs_cp |
Normal Distribution Predictions Based on a Calibrating Prior, using DMGS (for testing only) |
| dnorm_p1 |
Normal-with-p1 density function |
| dnorm_p1sub |
Densities from MLE and RHP |
| dnorm_p1_cp |
Normal Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| dnorm_p1_formula |
Linear regression formula, densities |
| dpareto_k2_cp |
Pareto Distribution Predictions Based on a Calibrating Prior |
| dpareto_k2_sub |
Densities from MLE and RHP |
| dpareto_p1k2 |
pareto_k1-with-p2 density function |
| dpareto_p1k2sub |
Densities from MLE and RHP |
| dpareto_p1k2_cp |
Pareto Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| dunif_cp |
Uniform Distribution Predictions Based on a Calibrating Prior |
| dunif_formula |
Predictive PDFs |
| dweibullsub |
Densities from MLE and RHP |
| dweibull_cp |
Weibull Distribution Predictions Based on a Calibrating Prior |
| dweibull_p2 |
Weibull-with-p1 density function |
| dweibull_p2sub |
Densities from MLE and RHP |
| dweibull_p2_cp |
weibull Distribution with a Predictor on the Scale Parameter, Predictions Based on a Calibrating Prior |
| gamma_cp |
Gamma Distribution Predictions Based on a Calibrating Prior |
| gamma_f1f |
DMGS equation 3.3, f1 term |
| gamma_f1fa |
The first derivative of the density |
| gamma_f2f |
DMGS equation 3.3, f2 term |
| gamma_f2fa |
The second derivative of the density |
| gamma_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gamma_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gamma_gg |
Second derivative matrix of the expected log-likelihood |
| gamma_gmn |
One component of the second derivative of the expected log-likelihood |
| gamma_ldd |
Second derivative matrix of the normalized log-likelihood |
| gamma_ldda |
The second derivative of the normalized log-likelihood |
| gamma_lddd |
Third derivative tensor of the normalized log-likelihood |
| gamma_lddda |
The third derivative of the normalized log-likelihood |
| gamma_lmn |
One component of the second derivative of the normalized log-likelihood |
| gamma_lmnp |
One component of the second derivative of the normalized log-likelihood |
| gamma_logf |
Logf for RUST |
| gamma_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gamma_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gamma_loglik |
log-likelihood function |
| gamma_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| gamma_means |
MLE and RHP predictive means |
| gamma_mu1f |
DMGS equation 3.3, mu1 term |
| gamma_mu2f |
DMGS equation 3.3, mu2 term |
| gamma_p1f |
DMGS equation 3.3, p1 term |
| gamma_p2f |
DMGS equation 3.3, p2 term |
| gamma_waic |
Waic |
| gev_checkmle |
Check MLE |
| gev_cp |
Generalized Extreme Value Distribution, Predictions Based on a Calibrating Prior |
| gev_f1f |
DMGS equation 3.3, f1 term |
| gev_f1fa |
The first derivative of the density |
| gev_f2f |
DMGS equation 3.3, f2 term |
| gev_f2fa |
The second derivative of the density |
| gev_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_ggd_mev |
Derivative of expected information matrix, based on MEV routine gev.infomat |
| gev_ggid_mev |
Derivative of inverse expected information matrix, based on MEV routine gev.infomat |
| gev_k12_ppm_minusloglik |
Temporary dummy for one of the ppm models |
| gev_k3_cp |
Generalized Extreme Value Distribution with Known Shape, Predictions Based on a Calibrating Prior |
| gev_k3_f1f |
DMGS equation 3.3, f1 term |
| gev_k3_f1fa |
The first derivative of the density |
| gev_k3_f2f |
DMGS equation 3.3, f2 term |
| gev_k3_f2fa |
The second derivative of the density |
| gev_k3_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_k3_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_k3_ldd |
Second derivative matrix of the normalized log-likelihood |
| gev_k3_ldda |
The second derivative of the normalized log-likelihood |
| gev_k3_lddd |
Third derivative tensor of the normalized log-likelihood |
| gev_k3_lddda |
The third derivative of the normalized log-likelihood |
| gev_k3_lmn |
One component of the second derivative of the normalized log-likelihood |
| gev_k3_lmnp |
One component of the third derivative of the normalized log-likelihood |
| gev_k3_logf |
Logf for RUST |
| gev_k3_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_k3_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_k3_loglik |
log-likelihood function |
| gev_k3_means |
MLE and RHP means |
| gev_k3_mu1f |
DMGS equation 3.3, mu1 term |
| gev_k3_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gev_k3_mu2f |
DMGS equation 3.3, mu2 term |
| gev_k3_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gev_k3_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_k3_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_k3_waic |
Waic |
| gev_ld12a |
The combined derivative of the normalized log-likelihood |
| gev_lda |
The first derivative of the normalized log-likelihood |
| gev_ldd |
Second derivative matrix of the normalized log-likelihood |
| gev_ldda |
The second derivative of the normalized log-likelihood |
| gev_lddd |
Third derivative tensor of the normalized log-likelihood |
| gev_lddda |
The third derivative of the normalized log-likelihood |
| gev_lmn |
One component of the second derivative of the normalized log-likelihood |
| gev_lmnp |
One component of the second derivative of the normalized log-likelihood |
| gev_logf |
Logf for RUST |
| gev_logfd |
First derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_loglik |
log-likelihood function |
| gev_means |
Analytical Expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1 |
| gev_mu1f |
DMGS equation 3.3, mu1 term |
| gev_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gev_mu2f |
DMGS equation 3.3, mu2 term |
| gev_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gev_p123_checkmle |
Check MLE |
| gev_p123_cp |
Generalized Extreme Value Distribution with Three Predictors, Predictions based on a Calibrating Prior |
| gev_p123_f1f |
DMGS equation 2.1, f1 term, fixed shape parameter DMGS equation 2.1, f1 term |
| gev_p123_f1fa |
The first derivative of the density |
| gev_p123_f2f |
GEVD-with-p1: DMGS equation 1.2 f2 term |
| gev_p123_f2fa |
The second derivative of the density |
| gev_p123_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p123_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p123_ldd |
Second derivative matrix of the normalized log-likelihood |
| gev_p123_ldda |
The second derivative of the normalized log-likelihood |
| gev_p123_lddd |
Third derivative tensor of the normalized log-likelihood, with fixed shape parameter |
| gev_p123_lddda |
The third derivative of the normalized log-likelihood |
| gev_p123_lmn |
One component of the second derivative of the normalized log-likelihood |
| gev_p123_lmnp |
One component of the second derivative of the normalized log-likelihood |
| gev_p123_logf |
Logf for RUST |
| gev_p123_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p123_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p123_loglik |
observed log-likelihood function |
| gev_p123_means |
Analytical expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1 |
| gev_p123_mu1f |
GEVD-with-p1: DMGS equation 3.3 mu1 term |
| gev_p123_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gev_p123_mu2f |
GEVD-with-p1: DMGS equation 3.3 mu2 term |
| gev_p123_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gev_p123_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p123_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p123_predictordata |
Predicted Parameter and Generalized Residuals |
| gev_p123_setics |
Set initial conditions |
| gev_p123_waic |
Waic |
| gev_p12k3_f1f |
DMGS equation 2.1, f1 term, fixed shape parameter |
| gev_p12k3_f1fa |
The first derivative of the density |
| gev_p12k3_f2f |
GEVD-with-p1: DMGS equation 1.2 f2 term |
| gev_p12k3_f2fa |
The second derivative of the density |
| gev_p12k3_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12k3_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12k3_ldd |
Second derivative matrix of the normalized log-likelihood, with fixed shape parameter |
| gev_p12k3_ldda |
The second derivative of the normalized log-likelihood |
| gev_p12k3_lddd |
Third derivative tensor of the normalized log-likelihood, with fixed shape parameter |
| gev_p12k3_lddda |
The third derivative of the normalized log-likelihood |
| gev_p12k3_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12k3_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12k3_mu1f |
GEVD-with-p1: DMGS equation 3.3 mu1 term, fixed shape parameter |
| gev_p12k3_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gev_p12k3_mu2f |
GEVD-with-p1: DMGS equation 3.3 mu2 term, fixed shape parameter |
| gev_p12k3_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gev_p12k3_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12k3_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12_checkmle |
Check MLE |
| gev_p12_cp |
Generalized Extreme Value Distribution with Two Predictors, Predictions based on a Calibrating Prior |
| gev_p12_f1f |
DMGS equation 2.1, f1 term |
| gev_p12_f1fa |
The first derivative of the density |
| gev_p12_f2f |
GEVD-with-p1: DMGS equation 1.2 f2 term |
| gev_p12_f2fa |
The second derivative of the density |
| gev_p12_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12_ggd |
Derivative of information matrix, based on ldd |
| gev_p12_ldd |
Second derivative matrix of the normalized log-likelihood |
| gev_p12_ldda |
The second derivative of the normalized log-likelihood |
| gev_p12_lddd |
Third derivative tensor of the normalized log-likelihood, with fixed shape parameter |
| gev_p12_lddda |
The third derivative of the normalized log-likelihood |
| gev_p12_lmn |
One component of the second derivative of the normalized log-likelihood |
| gev_p12_lmnp |
One component of the second derivative of the normalized log-likelihood |
| gev_p12_logf |
Logf for RUST |
| gev_p12_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12_loglik |
observed log-likelihood function |
| gev_p12_means |
Analytical expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1 |
| gev_p12_mu1f |
GEVD-with-p1: DMGS equation 3.3 mu1 term |
| gev_p12_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gev_p12_mu2f |
GEVD-with-p1: DMGS equation 3.3 mu2 term |
| gev_p12_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gev_p12_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p12_predictordata |
Predicted Parameter and Generalized Residuals |
| gev_p12_setics |
Set initial conditions |
| gev_p12_waic |
Waic |
| gev_p1k3_cp |
GEV Distribution with Known Shape with a Predictor, Predictions Based on a Calibrating Prior |
| gev_p1k3_f1f |
DMGS equation 2.1, f1 term, fixed shape parameter |
| gev_p1k3_f1fa |
The first derivative of the density |
| gev_p1k3_f2f |
GEVD-with-p1: DMGS equation 1.2 f2 term |
| gev_p1k3_f2fa |
The second derivative of the density |
| gev_p1k3_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1k3_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1k3_ldd |
Second derivative matrix of the normalized log-likelihood, with fixed shape parameter |
| gev_p1k3_ldda |
The second derivative of the normalized log-likelihood |
| gev_p1k3_lddd |
Third derivative tensor of the normalized log-likelihood, with fixed shape parameter |
| gev_p1k3_lddda |
The third derivative of the normalized log-likelihood |
| gev_p1k3_lmn |
One component of the second derivative of the normalized log-likelihood |
| gev_p1k3_lmnp |
One component of the second derivative of the normalized log-likelihood |
| gev_p1k3_logf |
Logf for RUST |
| gev_p1k3_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1k3_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1k3_loglik |
GEV-with-known-shape-with-p1 observed log-likelihood function |
| gev_p1k3_means |
Analytical expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1 |
| gev_p1k3_mu1f |
GEVD-with-p1: DMGS equation 3.3 mu1 term, fixed shape parameter |
| gev_p1k3_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gev_p1k3_mu2f |
GEVD-with-p1: DMGS equation 3.3 mu2 term, fixed shape parameter |
| gev_p1k3_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gev_p1k3_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1k3_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1k3_predictordata |
Predicted Parameter and Generalized Residuals |
| gev_p1k3_waic |
Waic |
| gev_p1_checkmle |
Check MLE |
| gev_p1_cp |
Generalized Extreme Value Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| gev_p1_f1f |
DMGS equation 2.1, f1 term |
| gev_p1_f1fa |
The first derivative of the density |
| gev_p1_f2f |
GEVD-with-p1: DMGS equation 1.2 f2 term |
| gev_p1_f2fa |
The second derivative of the density |
| gev_p1_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1_ggd |
Derivative of information matrix, based on ldd |
| gev_p1_ldd |
Second derivative matrix of the normalized log-likelihood |
| gev_p1_ldda |
The second derivative of the normalized log-likelihood |
| gev_p1_lddd |
Third derivative tensor of the normalized log-likelihood, with fixed shape parameter |
| gev_p1_lddda |
The third derivative of the normalized log-likelihood |
| gev_p1_lmn |
One component of the second derivative of the normalized log-likelihood |
| gev_p1_lmnp |
One component of the second derivative of the normalized log-likelihood |
| gev_p1_logf |
Logf for RUST |
| gev_p1_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1_loglik |
observed log-likelihood function |
| gev_p1_means |
Analytical expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1 |
| gev_p1_mu1f |
GEVD-with-p1: DMGS equation 3.3 mu1 term |
| gev_p1_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gev_p1_mu2f |
GEVD-with-p1: DMGS equation 3.3 mu2 term |
| gev_p1_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gev_p1_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_p1_predictordata |
Predicted Parameter and Generalized Residuals |
| gev_p1_setics |
Set initial conditions |
| gev_p1_waic |
Waic |
| gev_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gev_pwm_params |
PWM parameter estimation |
| gev_setics |
Set initial conditions |
| gev_waic |
Waic |
| gnorm_k3_cp |
Generalized Normal Distribution Predictions Based on a Calibrating Prior |
| gnorm_k3_f1f |
DMGS equation 3.3, f1 term |
| gnorm_k3_f1fa |
The first derivative of the density |
| gnorm_k3_f2f |
DMGS equation 3.3, f2 term |
| gnorm_k3_f2fa |
The second derivative of the density |
| gnorm_k3_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gnorm_k3_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gnorm_k3_ldd |
Second derivative matrix of the normalized log-likelihood |
| gnorm_k3_ldda |
The second derivative of the normalized log-likelihood |
| gnorm_k3_lddd |
Third derivative tensor of the normalized log-likelihood |
| gnorm_k3_lddda |
The third derivative of the normalized log-likelihood |
| gnorm_k3_lmn |
One component of the second derivative of the normalized log-likelihood |
| gnorm_k3_logf |
Logf for RUST |
| gnorm_k3_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gnorm_k3_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gnorm_k3_loglik |
log-likelihood function |
| gnorm_k3_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| gnorm_k3_mu1f |
DMGS equation 3.3, mu1 term |
| gnorm_k3_mu2f |
DMGS equation 3.3, mu2 term |
| gnorm_k3_p1f |
DMGS equation 3.3, p1 term |
| gnorm_k3_p2f |
DMGS equation 3.3, p2 term |
| gnorm_lmnp |
One component of the second derivative of the normalized log-likelihood |
| gnorm_waic |
Waic for RUST |
| gpd_k13_f1f |
DMGS equation 3.3, f1 term |
| gpd_k13_f1fa |
The first derivative of the density |
| gpd_k13_f2f |
DMGS equation 3.3, f2 term |
| gpd_k13_f2fa |
The second derivative of the density |
| gpd_k13_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k13_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k13_l11 |
One component of the second derivative of the normalized log-likelihood |
| gpd_k13_l111 |
One component of the third derivative of the normalized log-likelihood |
| gpd_k13_ldd |
Second derivative matrix of the normalized log-likelihood, with fixed shape |
| gpd_k13_ldda |
The second derivative of the normalized log-likelihood |
| gpd_k13_lddd |
Third derivative tensor of the normalized log-likelihood |
| gpd_k13_lddda |
The third derivative of the normalized log-likelihood |
| gpd_k13_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k13_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k13_mu1f |
DMGS equation 3.3, mu1 term |
| gpd_k13_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gpd_k13_mu2f |
DMGS equation 3.3, mu2 term |
| gpd_k13_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gpd_k13_p1f |
DMGS equation 3.3, p1 term |
| gpd_k13_p2f |
DMGS equation 3.3, p2 term |
| gpd_k13_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k13_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k1_checkmle |
Check MLE |
| gpd_k1_cp |
Generalized Pareto Distribution with Known Location Parameter, Predictions Based on a Calibrating Prior |
| gpd_k1_f1f |
DMGS equation 3.3, f1 term |
| gpd_k1_f1fa |
The first derivative of the density |
| gpd_k1_f2f |
DMGS equation 3.3, f2 term |
| gpd_k1_f2fa |
The second derivative of the density |
| gpd_k1_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k1_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k1_ggd_mev |
Derivative of expected information matrix, based on MEV routine gpd.infomat |
| gpd_k1_ldd |
Second derivative matrix of the normalized log-likelihood |
| gpd_k1_ldda |
The second derivative of the normalized log-likelihood |
| gpd_k1_lddd |
Third derivative tensor of the normalized log-likelihood |
| gpd_k1_lddda |
The third derivative of the normalized log-likelihood |
| gpd_k1_lmn |
One component of the second derivative of the normalized log-likelihood |
| gpd_k1_lmnp |
One component of the second derivative of the normalized log-likelihood |
| gpd_k1_logf |
Logf for RUST |
| gpd_k1_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k1_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k1_loglik |
log-likelihood function |
| gpd_k1_means |
Analytical Expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1 |
| gpd_k1_mu1f |
DMGS equation 3.3, mu1 term |
| gpd_k1_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gpd_k1_mu2f |
DMGS equation 3.3, mu2 term |
| gpd_k1_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gpd_k1_p1f |
DMGS equation 3.3, p1 term |
| gpd_k1_p2f |
DMGS equation 3.3, p2 term |
| gpd_k1_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k1_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gpd_k1_setics |
Set initial conditions |
| gpd_k1_waic |
Waic |
| gumbel_cp |
Gumbel Distribution Predictions Based on a Calibrating Prior |
| gumbel_f1f |
DMGS equation 3.3, f1 term |
| gumbel_f1fa |
The first derivative of the density |
| gumbel_f2f |
DMGS equation 3.3, f2 term |
| gumbel_f2fa |
The second derivative of the density |
| gumbel_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_ldd |
Second derivative matrix of the normalized log-likelihood |
| gumbel_ldda |
The second derivative of the normalized log-likelihood |
| gumbel_lddd |
Third derivative tensor of the normalized log-likelihood |
| gumbel_lddda |
The third derivative of the normalized log-likelihood |
| gumbel_lmn |
One component of the second derivative of the normalized log-likelihood |
| gumbel_lmnp |
One component of the third derivative of the normalized log-likelihood |
| gumbel_logf |
Logf for RUST |
| gumbel_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_loglik |
log-likelihood function |
| gumbel_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| gumbel_means |
MLE and RHP predictive means |
| gumbel_mu1f |
DMGS equation 3.3, mu1 term |
| gumbel_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gumbel_mu2f |
DMGS equation 3.3, mu2 term |
| gumbel_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gumbel_p1f |
DMGS equation 3.3, p1 term |
| gumbel_p1fa |
The first derivative of the cdf |
| gumbel_p1_cp |
Gumbel Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| gumbel_p1_f1f |
DMGS equation 2.1, f1 term |
| gumbel_p1_f1fa |
The first derivative of the density |
| gumbel_p1_f2f |
DMGS equation 2.1, f2 term |
| gumbel_p1_f2fa |
The second derivative of the density |
| gumbel_p1_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_p1_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_p1_ldd |
Second derivative matrix of the normalized log-likelihood |
| gumbel_p1_ldda |
The second derivative of the normalized log-likelihood |
| gumbel_p1_lddd |
Third derivative tensor of the normalized log-likelihood |
| gumbel_p1_lddda |
The third derivative of the normalized log-likelihood |
| gumbel_p1_lmn |
One component of the second derivative of the normalized log-likelihood |
| gumbel_p1_lmnp |
One component of the second derivative of the normalized log-likelihood |
| gumbel_p1_logf |
Logf for RUST |
| gumbel_p1_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_p1_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_p1_loglik |
observed log-likelihood function |
| gumbel_p1_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| gumbel_p1_means |
Gumbel distribution: RHP mean |
| gumbel_p1_mu1f |
DMGS equation 3.3, mu1 term |
| gumbel_p1_mu1fa |
Minus the first derivative of the cdf, at alpha |
| gumbel_p1_mu2f |
DMGS equation 3.3, mu2 term |
| gumbel_p1_mu2fa |
Minus the second derivative of the cdf, at alpha |
| gumbel_p1_p1f |
DMGS equation 2.1, p1 term |
| gumbel_p1_p1fa |
The first derivative of the cdf |
| gumbel_p1_p2f |
DMGS equation 2.1, p2 term |
| gumbel_p1_p2fa |
The second derivative of the cdf |
| gumbel_p1_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_p1_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_p1_predictordata |
Predicted Parameter and Generalized Residuals |
| gumbel_p1_waic |
Waic |
| gumbel_p2f |
DMGS equation 3.3, p2 term |
| gumbel_p2fa |
The second derivative of the cdf |
| gumbel_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| gumbel_waic |
Waic |
| lnorm_cp |
Log-normal Distribution Predictions Based on a Calibrating Prior |
| lnorm_dmgs_cp |
Log-normal Distribution Predictions Based on a Calibrating Prior, using DMGS (for testing only) |
| lnorm_dmgs_gg11 |
One component of the second derivative of the expected log-likelihood |
| lnorm_dmgs_gg12 |
One component of the second derivative of the expected log-likelihood |
| lnorm_dmgs_gg22 |
One component of the second derivative of the expected log-likelihood |
| lnorm_dmgs_loglik |
log-likelihood function |
| lnorm_dmgs_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| lnorm_dmgs_means |
MLE and RHP predictive means |
| lnorm_dmgs_mu1f |
DMGS equation 3.3, mu1 term |
| lnorm_dmgs_mu2f |
DMGS equation 3.3, mu2 term |
| lnorm_dmgs_p1f |
DMGS equation 3.3, p1 term |
| lnorm_dmgs_p2f |
DMGS equation 3.3, p2 term |
| lnorm_dmgs_waic |
Waic |
| lnorm_f1f |
DMGS equation 3.3, f1 term |
| lnorm_f1fa |
The first derivative of the density |
| lnorm_f2f |
DMGS equation 3.3, f2 term |
| lnorm_f2fa |
The second derivative of the density |
| lnorm_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_ldd |
Second derivative matrix of the lnormalized log-likelihood |
| lnorm_ldda |
The second derivative of the normalized log-likelihood |
| lnorm_lddd |
Third derivative tensor of the lnormalized log-likelihood |
| lnorm_lddda |
The third derivative of the normalized log-likelihood |
| lnorm_lmn |
One component of the second derivative of the normalized log-likelihood |
| lnorm_lmnp |
One component of the second derivative of the normalized log-likelihood |
| lnorm_logf |
Logf for RUST |
| lnorm_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| lnorm_mu1fa |
Minus the first derivative of the cdf, at alpha |
| lnorm_mu2fa |
Minus the second derivative of the cdf, at alpha |
| lnorm_p1fa |
The first derivative of the cdf |
| lnorm_p1_cp |
Log-normal Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| lnorm_p1_f1f |
DMGS equation 2.1, f1 term |
| lnorm_p1_f1fa |
The first derivative of the density |
| lnorm_p1_f2f |
DMGS equation 2.1, f2 term |
| lnorm_p1_f2fa |
The second derivative of the density |
| lnorm_p1_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_p1_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_p1_ldd |
Second derivative matrix of the normalized log-likelihood |
| lnorm_p1_ldda |
The second derivative of the normalized log-likelihood |
| lnorm_p1_lddd |
Third derivative tensor of the normalized log-likelihood |
| lnorm_p1_lddda |
The third derivative of the normalized log-likelihood |
| lnorm_p1_lmn |
One component of the second derivative of the normalized log-likelihood |
| lnorm_p1_lmnp |
One component of the second derivative of the normalized log-likelihood |
| lnorm_p1_logf |
Logf for RUST |
| lnorm_p1_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_p1_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_p1_loglik |
Log-normal-with-p1 observed log-likelihood function |
| lnorm_p1_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| lnorm_p1_mu1fa |
Minus the first derivative of the cdf, at alpha |
| lnorm_p1_mu2fa |
Minus the second derivative of the cdf, at alpha |
| lnorm_p1_p1fa |
The first derivative of the cdf |
| lnorm_p1_p2fa |
The second derivative of the cdf |
| lnorm_p1_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_p1_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_p1_predictordata |
Predicted Parameter and Generalized Residuals |
| lnorm_p1_waic |
Waic |
| lnorm_p2fa |
The second derivative of the cdf |
| lnorm_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lnorm_waic |
Waic for RUST |
| logis_cp |
Logistic Distribution Predictions Based on a Calibrating Prior |
| logis_f1f |
DMGS equation 3.3, f1 term |
| logis_f1fa |
The first derivative of the density |
| logis_f2f |
DMGS equation 3.3, f2 term |
| logis_f2fa |
The second derivative of the density |
| logis_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_ldd |
Second derivative matrix of the normalized log-likelihood |
| logis_ldda |
The second derivative of the normalized log-likelihood |
| logis_lddd |
Third derivative tensor of the normalized log-likelihood |
| logis_lddda |
The third derivative of the normalized log-likelihood |
| logis_lmn |
One component of the second derivative of the normalized log-likelihood |
| logis_lmnp |
One component of the third derivative of the normalized log-likelihood |
| logis_logf |
Logf for RUST |
| logis_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_loglik |
log-likelihood function |
| logis_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| logis_mu1f |
DMGS equation 3.3, mu1 term |
| logis_mu1fa |
Minus the first derivative of the cdf, at alpha |
| logis_mu2f |
DMGS equation 3.3, mu2 term |
| logis_mu2fa |
Minus the second derivative of the cdf, at alpha |
| logis_p1f |
DMGS equation 3.3, p1 term |
| logis_p1fa |
The first derivative of the cdf |
| logis_p1_cp |
Logistic Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| logis_p1_f1f |
DMGS equation 2.1, f1 term |
| logis_p1_f1fa |
The first derivative of the density |
| logis_p1_f2f |
DMGS equation 2.1, f2 term |
| logis_p1_f2fa |
The second derivative of the density |
| logis_p1_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_p1_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_p1_ldd |
Second derivative matrix of the normalized log-likelihood |
| logis_p1_ldda |
The second derivative of the normalized log-likelihood |
| logis_p1_lddd |
Third derivative tensor of the normalized log-likelihood |
| logis_p1_lddda |
The third derivative of the normalized log-likelihood |
| logis_p1_lmn |
One component of the second derivative of the normalized log-likelihood |
| logis_p1_lmnp |
One component of the second derivative of the normalized log-likelihood |
| logis_p1_logf |
Logf for RUST |
| logis_p1_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_p1_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_p1_loglik |
Logistic-with-p1 observed log-likelihood function |
| logis_p1_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| logis_p1_means |
Logistic distribution: RHP mean |
| logis_p1_mu1f |
DMGS equation 3.3, mu1 term |
| logis_p1_mu1fa |
Minus the first derivative of the cdf, at alpha |
| logis_p1_mu2f |
DMGS equation 3.3, mu2 term |
| logis_p1_mu2fa |
Minus the second derivative of the cdf, at alpha |
| logis_p1_p1f |
DMGS equation 2.1, p1 term |
| logis_p1_p1fa |
The first derivative of the cdf |
| logis_p1_p2f |
DMGS equation 2.1, p2 term |
| logis_p1_p2fa |
The second derivative of the cdf |
| logis_p1_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_p1_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_p1_predictordata |
Predicted Parameter and Generalized Residuals |
| logis_p1_waic |
Waic |
| logis_p2f |
DMGS equation 3.3, p2 term |
| logis_p2fa |
The second derivative of the cdf |
| logis_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| logis_waic |
Waic |
| lst_k3_cp |
t Distribution Predictions Based on a Calibrating Prior |
| lst_k3_f1f |
DMGS equation 3.3, f1 term |
| lst_k3_f1fa |
The first derivative of the density |
| lst_k3_f2f |
DMGS equation 3.3, f2 term |
| lst_k3_f2fa |
The second derivative of the density |
| lst_k3_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lst_k3_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lst_k3_ldd |
Second derivative matrix of the normalized log-likelihood |
| lst_k3_ldda |
The second derivative of the normalized log-likelihood |
| lst_k3_lddd |
Third derivative tensor of the normalized log-likelihood |
| lst_k3_lddda |
The third derivative of the normalized log-likelihood |
| lst_k3_lmn |
One component of the second derivative of the normalized log-likelihood |
| lst_k3_lmnp |
One component of the third derivative of the normalized log-likelihood |
| lst_k3_logf |
Logf for RUST |
| lst_k3_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lst_k3_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lst_k3_loglik |
log-likelihood function |
| lst_k3_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| lst_k3_mu1f |
DMGS equation 3.3, mu1 term |
| lst_k3_mu2f |
DMGS equation 3.3, mu2 term |
| lst_k3_p1f |
DMGS equation 3.3, p1 term |
| lst_k3_p2f |
DMGS equation 3.3, p2 term |
| lst_k3_waic |
Waic |
| lst_p1k3_cp |
t Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| lst_p1k3_f1f |
DMGS equation 2.1, f1 term |
| lst_p1k3_f1fa |
The first derivative of the density |
| lst_p1k3_f2f |
DMGS equation 2.1, f2 term |
| lst_p1k3_f2fa |
The second derivative of the density |
| lst_p1k3_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lst_p1k3_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lst_p1k3_ldd |
Second derivative matrix of the normalized log-likelihood |
| lst_p1k3_ldda |
The second derivative of the normalized log-likelihood |
| lst_p1k3_lddd |
Third derivative tensor of the normalized log-likelihood |
| lst_p1k3_lddda |
The third derivative of the normalized log-likelihood |
| lst_p1k3_lmn |
One component of the second derivative of the normalized log-likelihood |
| lst_p1k3_lmnp |
One component of the second derivative of the normalized log-likelihood |
| lst_p1k3_logf |
Logf for RUST |
| lst_p1k3_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lst_p1k3_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| lst_p1k3_loglik |
LST-with-p1 observed log-likelihood function |
| lst_p1k3_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| lst_p1k3_mu1f |
DMGS equation 3.3, mu1 term |
| lst_p1k3_mu2f |
DMGS equation 3.3, mu2 term |
| lst_p1k3_p1f |
DMGS equation 2.1, p1 term |
| lst_p1k3_p2f |
DMGS equation 2.1, p2 term |
| lst_p1k3_predictordata |
Predicted Parameter and Generalized Residuals |
| lst_p1k3_setics |
Set initial conditions |
| lst_p1k3_waic |
Waic |
| pareto_k2_cp |
Pareto Distribution Predictions Based on a Calibrating Prior |
| pareto_k2_f1f |
DMGS equation 2.1, f1 term |
| pareto_k2_f1fa |
The first derivative of the density |
| pareto_k2_f2f |
DMGS equation 2.1, f2 term |
| pareto_k2_f2fa |
The second derivative of the density |
| pareto_k2_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_k2_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_k2_l111 |
Third derivative of the normalized log-likelihood |
| pareto_k2_ldd |
The second derivative of the normalized log-likelihood |
| pareto_k2_ldda |
The second derivative of the normalized log-likelihood |
| pareto_k2_lddd |
Third derivative tensor of the log-likelihood |
| pareto_k2_lddda |
The third derivative of the normalized log-likelihood |
| pareto_k2_logf |
Logf for RUST |
| pareto_k2_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_k2_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_k2_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| pareto_k2_ml_params |
Maximum likelihood estimator |
| pareto_k2_mu1fa |
Minus the first derivative of the cdf, at alpha |
| pareto_k2_mu2fa |
Minus the second derivative of the cdf, at alpha |
| pareto_k2_p1fa |
The first derivative of the cdf |
| pareto_k2_p2fa |
The second derivative of the cdf |
| pareto_k2_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_k2_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_k2_waic |
Waic |
| pareto_p1k2_cp |
Pareto Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| pareto_p1k2_f1f |
DMGS equation 2.1, f1 term |
| pareto_p1k2_f1fa |
The first derivative of the density |
| pareto_p1k2_f2f |
DMGS equation 2.1, f2 term |
| pareto_p1k2_f2fa |
The second derivative of the density |
| pareto_p1k2_fd |
First derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_p1k2_fdd |
Second derivative of the density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_p1k2_ldd |
Second derivative matrix of the normalized log-likelihood |
| pareto_p1k2_ldda |
The second derivative of the normalized log-likelihood |
| pareto_p1k2_lddd |
Third derivative tensor of the normalized log-likelihood |
| pareto_p1k2_lddda |
The third derivative of the normalized log-likelihood |
| pareto_p1k2_lmn |
One component of the second derivative of the normalized log-likelihood |
| pareto_p1k2_lmnp |
One component of the second derivative of the normalized log-likelihood |
| pareto_p1k2_logf |
Logf for RUST |
| pareto_p1k2_logfdd |
Second derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_p1k2_logfddd |
Third derivative of the log density Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_p1k2_loglik |
observed log-likelihood function |
| pareto_p1k2_logscores |
Log scores for MLE and RHP predictions calculated using leave-one-out |
| pareto_p1k2_means |
pareto_k1 distribution: RHP mean |
| pareto_p1k2_mu1f |
DMGS equation 3.3, mu1 term |
| pareto_p1k2_mu1fa |
Minus the first derivative of the cdf, at alpha |
| pareto_p1k2_mu2f |
DMGS equation 3.3, mu2 term |
| pareto_p1k2_mu2fa |
Minus the second derivative of the cdf, at alpha |
| pareto_p1k2_p1f |
DMGS equation 2.1, p1 term |
| pareto_p1k2_p1fa |
The first derivative of the cdf |
| pareto_p1k2_p2f |
DMGS equation 2.1, p2 term |
| pareto_p1k2_p2fa |
The second derivative of the cdf |
| pareto_p1k2_pd |
First derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_p1k2_pdd |
Second derivative of the cdf Created by Stephen Jewson using Deriv() by Andrew Clausen and Serguei Sokol |
| pareto_p1k2_predictordata |
Predicted Parameter and Generalized Residuals |
| pareto_p1k2_waic |
Waic |
| pcauchy_cp |
Cauchy Distribution Predictions Based on a Calibrating Prior |
| pcauchy_p1 |
Cauchy-with-p1 distribution function |
| pcauchy_p1_cp |
Cauchy Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| pexp_cp |
Exponential Distribution Predictions Based on a Calibrating Prior |
| pexp_p1 |
Exponential-with-p1 distribution function |
| pexp_p1_cp |
Exponential Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| pfrechet_k1_cp |
Frechet Distribution Predictions Based on a Calibrating Prior |
| pfrechet_p2k1 |
Frechet_k1-with-p2 distribution function |
| pfrechet_p2k1_cp |
Frechet Distribution with Predictor, Predictions Based on a Calibrating Prior |
| pgamma_cp |
Gamma Distribution Predictions Based on a Calibrating Prior |
| pgev_cp |
Generalized Extreme Value Distribution, Predictions Based on a Calibrating Prior |
| pgev_k3_cp |
Generalized Extreme Value Distribution with Known Shape, Predictions Based on a Calibrating Prior |
| pgev_p1 |
GEVD-with-p1: Distribution function |
| pgev_p12 |
GEVD-with-p1: Distribution function |
| pgev_p123 |
GEVD-with-p1: Distribution function |
| pgev_p123_cp |
Generalized Extreme Value Distribution with Three Predictors, Predictions based on a Calibrating Prior |
| pgev_p12_cp |
Generalized Extreme Value Distribution with Two Predictors, Predictions based on a Calibrating Prior |
| pgev_p1k3 |
GEV-with-known-shape-with-p1 distribution function |
| pgev_p1k3_cp |
GEV Distribution with Known Shape with a Predictor, Predictions Based on a Calibrating Prior |
| pgev_p1_cp |
Generalized Extreme Value Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| pgnorm_k3_cp |
Generalized Normal Distribution Predictions Based on a Calibrating Prior |
| pgpd_k1_cp |
Generalized Pareto Distribution with Known Location Parameter, Predictions Based on a Calibrating Prior |
| pgumbel_cp |
Gumbel Distribution Predictions Based on a Calibrating Prior |
| pgumbel_p1 |
Gumbel-with-p1 distribution function |
| pgumbel_p1_cp |
Gumbel Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| phalfnorm_cp |
Half-Normal Distribution Predictions Based on a Calibrating Prior |
| pinvgamma_cp |
Inverse Gamma Distribution, Predictions Based on a Calibrating Prior |
| pinvgauss_cp |
Inverse Gauss Distribution, Predictions Based on a Calibrating Prior |
| plnorm_cp |
Log-normal Distribution Predictions Based on a Calibrating Prior |
| plnorm_dmgs_cp |
Log-normal Distribution Predictions Based on a Calibrating Prior, using DMGS (for testing only) |
| plnorm_p1 |
Normal-with-p1 distribution function |
| plnorm_p1_cp |
Log-normal Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| plogis_cp |
Logistic Distribution Predictions Based on a Calibrating Prior |
| plogis_p1 |
Logistic-with-p1 distribution function |
| plogis_p1_cp |
Logistic Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| plst_k3_cp |
t Distribution Predictions Based on a Calibrating Prior |
| plst_p1k3 |
LST-with-p1 distribution function |
| plst_p1k3_cp |
t Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| pnorm_cp |
Normal Distribution Predictions Based on a Calibrating Prior |
| pnorm_dmgs_cp |
Normal Distribution Predictions Based on a Calibrating Prior, using DMGS (for testing only) |
| pnorm_p1 |
Normal-with-p1 distribution function |
| pnorm_p1_cp |
Normal Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| pnorm_p1_formula |
Linear regression formula, densities |
| ppareto_k2_cp |
Pareto Distribution Predictions Based on a Calibrating Prior |
| ppareto_p1k2 |
pareto_k1-with-p2 distribution function |
| ppareto_p1k2_cp |
Pareto Distribution with a Predictor, Predictions Based on a Calibrating Prior |
| punif_cp |
Uniform Distribution Predictions Based on a Calibrating Prior |
| punif_formula |
Predictive CDFs |
| pweibull_cp |
Weibull Distribution Predictions Based on a Calibrating Prior |
| pweibull_p2 |
Weibull-with-p1 distribution function |
| pweibull_p2_cp |
weibull Distribution with a Predictor on the Scale Parameter, Predictions Based on a Calibrating Prior |