Man pages for fitdistcp
Distribution Fitting with Calibrating Priors for Commonly Used Distributions

adhoc_dmgs_cpmethodGenerates a comment about the method
analytic_cpmethodGenerates a comment about the method
bayesian_dq_4terms_v1Evaluate DMGS equation 3.3
calc_revert2mldetermine revert2ml or not
cauchy_cpCauchy Distribution Predictions Based on a Calibrating Prior
cauchy_f1fDMGS equation 3.3, f1 term
cauchy_f1faThe first derivative of the density
cauchy_f2fDMGS equation 3.3, f2 term
cauchy_f2faThe second derivative of the density
cauchy_fdFirst derivative of the density Created by Stephen Jewson...
cauchy_fddSecond derivative of the density Created by Stephen Jewson...
cauchy_lddSecond derivative matrix of the normalized log-likelihood
cauchy_lddaThe second derivative of the normalized log-likelihood
cauchy_ldddThird derivative tensor of the normalized log-likelihood
cauchy_ldddaThe third derivative of the normalized log-likelihood
cauchy_lmnOne component of the second derivative of the normalized...
cauchy_lmnpOne component of the third derivative of the normalized...
cauchy_logfLogf for RUST
cauchy_logfddSecond derivative of the log density Created by Stephen...
cauchy_logfdddThird derivative of the log density Created by Stephen Jewson...
cauchy_logliklog-likelihood function
cauchy_logscoresLog scores for MLE and RHP predictions calculated using...
cauchy_mu1fDMGS equation 3.3, mu1 term
cauchy_mu2fDMGS equation 3.3, mu2 term
cauchy_p1_cpCauchy Distribution with a Predictor, Predictions Based on a...
cauchy_p1fDMGS equation 3.3, p1 term
cauchy_p1_f1fDMGS equation 2.1, f1 term
cauchy_p1_f1faThe first derivative of the density
cauchy_p1_f2fDMGS equation 2.1, f2 term
cauchy_p1_f2faThe second derivative of the density
cauchy_p1_fdFirst derivative of the density Created by Stephen Jewson...
cauchy_p1_fddSecond derivative of the density Created by Stephen Jewson...
cauchy_p1_lddSecond derivative matrix of the normalized log-likelihood
cauchy_p1_lddaThe second derivative of the normalized log-likelihood
cauchy_p1_ldddThird derivative tensor of the normalized log-likelihood
cauchy_p1_ldddaThe third derivative of the normalized log-likelihood
cauchy_p1_lmnOne component of the second derivative of the normalized...
cauchy_p1_lmnpOne component of the second derivative of the normalized...
cauchy_p1_logfLogf for RUST
cauchy_p1_logfddSecond derivative of the log density Created by Stephen...
cauchy_p1_logfdddThird derivative of the log density Created by Stephen Jewson...
cauchy_p1_loglikCauchy-with-p1 observed log-likelihood function
cauchy_p1_logscoresLog scores for MLE and RHP predictions calculated using...
cauchy_p1_meansCauchy distribution: RHP mean
cauchy_p1_mu1fDMGS equation 3.3, mu1 term
cauchy_p1_mu2fDMGS equation 3.3, mu2 term
cauchy_p1_p1fDMGS equation 2.1, p1 term
cauchy_p1_p2fDMGS equation 2.1, p2 term
cauchy_p1_predictordataPredicted Parameter and Generalized Residuals
cauchy_p1_waicWaic
cauchy_p2fDMGS equation 3.3, p2 term
cauchy_waicWaic
crhpflat_dmgs_cpmethodGenerates a comment about the method
d100gamma_example_data_v1This is data to be included in my package
d101invgamma_example_data_v1This is data to be included in my package
d102invgauss_example_data_v1This is data to be included in my package
d105burr_example_data_v1This is data to be included in my package
d10exp_example_data_v1This is data to be included in my package
d110gev_example_data_v1This is data to be included in my package
d11pareto_k2_example_data_v1This is data to be included in my package
d120gpd_k1_example_data_v1This is data to be included in my package
d150gev_p1_example_data_v1_tThis is data to be included in my package
d150gev_p1_example_data_v1_xThis is data to be included in my package
d151gev_p12_example_data_v1_tThis is data to be included in my package
d151gev_p12_example_data_v1_xThis is data to be included in my package
d152gev_p123_example_data_v1_tThis is data to be included in my package
d152gev_p123_example_data_v1_xThis is data to be included in my package
d20halfnorm_example_data_v1This is data to be included in my package
d25unif_example_data_v1This is data to be included in my package
d30norm_example_data_v1This is data to be included in my package
d31norm_dmgs_example_data_v1This is data to be included in my package
d32gnorm_k3_example_data_v1This is data to be included in my package
d35lnorm_example_data_v1This is data to be included in my package
d36lnorm_dmgs_example_data_v1This is data to be included in my package
d40logis_example_data_v1This is data to be included in my package
d41lst_k3_example_data_v1This is data to be included in my package
d42cauchy_example_data_v1This is data to be included in my package
d50gumbel_example_data_v1This is data to be included in my package
d51frechet_k1_example_data_v1This is data to be included in my package
d52weibull_example_data_v1This is data to be included in my package
d53gev_k3_example_data_v1This is data to be included in my package
d55exp_p1_example_data_v1_tThis is data to be included in my package
d55exp_p1_example_data_v1_xThis is data to be included in my package
d56pareto_p1k2_example_data_v1_tThis is data to be included in my package
d56pareto_p1k2_example_data_v1_xThis is data to be included in my package
d60norm_p1_example_data_v1_tThis is data to be included in my package
d60norm_p1_example_data_v1_xThis is data to be included in my package
d61lnorm_p1_example_data_v1_tThis is data to be included in my package
d61lnorm_p1_example_data_v1_xThis is data to be included in my package
d62logis_p1_example_data_v1_tThis is data to be included in my package
d62logis_p1_example_data_v1_xThis is data to be included in my package
d63lst_p1k3_example_data_v1_tThis is data to be included in my package
d63lst_p1k3_example_data_v1_xThis is data to be included in my package
d64cauchy_p1_example_data_v1_tThis is data to be included in my package
d64cauchy_p1_example_data_v1_xThis is data to be included in my package
d70gumbel_p1_example_data_v1_tThis is data to be included in my package
d70gumbel_p1_example_data_v1_xThis is data to be included in my package
d71frechet_p2k1_example_data_v1_tThis is data to be included in my package
d71frechet_p2k1_example_data_v1_xThis is data to be included in my package
d72weibull_p1_example_data_v1_tThis is data to be included in my package
d72weibull_p1_example_data_v1_xThis is data to be included in my package
d73weibull_p2_example_data_v1_tThis is data to be included in my package
d73weibull_p2_example_data_v1_xThis is data to be included in my package
d74gev_p1k3_example_data_v1_tThis is data to be included in my package
d74gev_p1k3_example_data_v1_xThis is data to be included in my package
d80norm_p12_example_data_v1_t1This is data to be included in my package
d80norm_p12_example_data_v1_t2This is data to be included in my package
d80norm_p12_example_data_v1_xThis is data to be included in my package
d81lst_p12k3_example_data_v1_t1This is data to be included in my package
d81lst_p12k3_example_data_v1_t2This is data to be included in my package
d81lst_p12k3_example_data_v1_xThis is data to be included in my package
d82weibull_p12_example_data_v1_t1This is data to be included in my package
d82weibull_p12_example_data_v1_t2This is data to be included in my package
d82weibull_p12_example_data_v1_xThis is data to be included in my package
dcauchy_p1Cauchy-with-p1 density function
dcauchy_p1subDensities from MLE and RHP
dcauchysubDensities from MLE and RHP
deriv_copyfddExtract the results from derivatives and put them into f2
deriv_copyld2Extract the results from derivatives and put them into ldd
deriv_copylddExtract the results from derivatives and put them into ldd
deriv_copyldddExtract the results from derivatives and put them into lddd
dexp_p1Exponential-with-p1 density function
dexp_p1subDensities from MLE and RHP
dexpsubDensities from MLE and RHP
dfrechet_p2k1Frechet_k1-with-p2 density function
dfrechet_p2k1subDensities from MLE and RHP
dfrechetsubDensities from MLE and RHP
dgammasubDensities from MLE and RHP
dgev_k3subDensities from MLE and RHP
dgev_p1GEVD-with-p1: Density function
dgev_p12GEVD-with-p1: Density function
dgev_p123GEVD-with-p1: Density function
dgev_p123subDensities for 5 predictions
dgev_p12subDensities for 5 predictions
dgev_p1k3GEV-with-known-shape-with-p1 density function
dgev_p1k3subDensities from MLE and RHP
dgev_p1subDensities for 5 predictions
dgevsubDensities for 5 predictions
dgnorm_k3subDensities from MLE and RHP
dgpdsubDensities for 5 predictions
dgumbel_p1Gumbel-with-p1 density function
dgumbel_p1subDensities from MLE and RHP
dgumbelsubDensities from MLE and RHP
dhalfnormsubDensities from MLE and RHP
dinvgammasubDensities from MLE and cp
dinvgausssubDensities from MLE and RHP
dlnorm_dmgssubDensities from MLE and RHP
dlnorm_p1Normal-with-p1 density function
dlnorm_p1subDensities from MLE and RHP
dlnormsubDensities from MLE and RHP
dlogis2subDensities from MLE and RHP
dlogis_p1Logistic-with-p1 density function
dlogis_p1subDensities from MLE and RHP
dlst_k3subDensities from MLE and RHP
dlst_p1k3LST-with-p1 density function
dlst_p1k3subDensities from MLE and RHP
dmgsEvaluate DMGS equation 3.3
dnorm_dmgssubDensities from MLE and RHP
dnorm_p1Normal-with-p1 density function
dnorm_p1_formulaLinear regression formula, densities
dnorm_p1subDensities from MLE and RHP
dnormsubDensities from MLE and RHP
dpareto_k2_subDensities from MLE and RHP
dpareto_p1k2pareto_k1-with-p2 density function
dpareto_p1k2subDensities from MLE and RHP
dunif_formulaPredictive PDFs
dweibull_p2Weibull-with-p1 density function
dweibull_p2subDensities from MLE and RHP
dweibullsubDensities from MLE and RHP
exp_cpExponential Distribution Predictions Based on a Calibrating...
exp_f1fDMGS equation 2.1, f1 term
exp_f1faThe first derivative of the density
exp_f2fDMGS equation 2.1, f2 term
exp_f2faThe second derivative of the density
exp_fdFirst derivative of the density Created by Stephen Jewson...
exp_fddSecond derivative of the density Created by Stephen Jewson...
exp_l111Third derivative of the normalized log-likelihood
exp_lddThe second derivative of the normalized log-likelihood
exp_lddaThe second derivative of the normalized log-likelihood
exp_ldddThird derivative tensor of the log-likelihood
exp_ldddaThe third derivative of the normalized log-likelihood
exp_logfLogf for RUST
exp_logfddSecond derivative of the log density Created by Stephen...
exp_logfdddThird derivative of the log density Created by Stephen Jewson...
exp_logscoresLog scores for MLE and RHP predictions calculated using...
exp_p1_cpExponential Distribution with a Predictor, Predictions Based...
exp_p1_f1fDMGS equation 2.1, f1 term
exp_p1_f1faThe first derivative of the density
exp_p1_f2fDMGS equation 2.1, f2 term
exp_p1_f2faThe second derivative of the density
exp_p1faThe first derivative of the cdf
exp_p1_fdFirst derivative of the density Created by Stephen Jewson...
exp_p1_fddSecond derivative of the density Created by Stephen Jewson...
exp_p1_lddSecond derivative matrix of the normalized log-likelihood
exp_p1_lddaThe second derivative of the normalized log-likelihood
exp_p1_ldddThird derivative tensor of the normalized log-likelihood
exp_p1_ldddaThe third derivative of the normalized log-likelihood
exp_p1_lmnOne component of the second derivative of the normalized...
exp_p1_lmnpOne component of the third derivative of the normalized...
exp_p1_logfLogf for RUST
exp_p1_logfddSecond derivative of the log density Created by Stephen...
exp_p1_logfdddThird derivative of the log density Created by Stephen Jewson...
exp_p1_loglikobserved log-likelihood function
exp_p1_logscoresLog scores for MLE and RHP predictions calculated using...
exp_p1_meansexp distribution: RHP means
exp_p1_mu1fDMGS equation 3.3, mu1 term
exp_p1_mu1faMinus the first derivative of the cdf, at alpha
exp_p1_mu2fDMGS equation 3.3, mu2 term
exp_p1_mu2faMinus the second derivative of the cdf, at alpha
exp_p1_p1fDMGS equation 2.1, p1 term
exp_p1_p1faThe first derivative of the cdf
exp_p1_p2fDMGS equation 2.1, p2 term
exp_p1_p2faThe second derivative of the cdf
exp_p1_pdFirst derivative of the cdf Created by Stephen Jewson using...
exp_p1_pddSecond derivative of the cdf Created by Stephen Jewson using...
exp_p1_predictordataPredicted Parameter and Generalized Residuals
exp_p1_waicWaic
exp_p2faThe second derivative of the cdf
exp_pdFirst derivative of the cdf Created by Stephen Jewson using...
exp_pddSecond derivative of the cdf Created by Stephen Jewson using...
exp_waicWaicscores
fixgevrangeDeal with situations in which the user wants d or p outside...
fixgpdrangeDeal with situations in which the user wants d or p outside...
frechet_k1_cpFrechet Distribution Predictions Based on a Calibrating Prior
frechet_k1_f1fDMGS equation 3.3, f1 term
frechet_k1_f1faThe first derivative of the density
frechet_k1_f2fDMGS equation 3.3, f2 term
frechet_k1_f2faThe second derivative of the density
frechet_k1_fdFirst derivative of the density Created by Stephen Jewson...
frechet_k1_fddSecond derivative of the density Created by Stephen Jewson...
frechet_k1_lddSecond derivative matrix of the normalized log-likelihood
frechet_k1_lddaThe second derivative of the normalized log-likelihood
frechet_k1_ldddThird derivative tensor of the normalized log-likelihood
frechet_k1_ldddaThe third derivative of the normalized log-likelihood
frechet_k1_lmnOne component of the second derivative of the normalized...
frechet_k1_lmnpOne component of the third derivative of the normalized...
frechet_k1_logfLogf for RUST
frechet_k1_logfddSecond derivative of the log density Created by Stephen...
frechet_k1_logfdddThird derivative of the log density Created by Stephen Jewson...
frechet_k1_mu1fDMGS equation 3.3, mu1 term
frechet_k1_mu1faMinus the first derivative of the cdf, at alpha
frechet_k1_mu2fDMGS equation 3.3, mu2 term
frechet_k1_mu2faMinus the second derivative of the cdf, at alpha
frechet_k1_p1fDMGS equation 3.3, p1 term
frechet_k1_p1faThe first derivative of the cdf
frechet_k1_p2fDMGS equation 3.3, p2 term
frechet_k1_p2faThe second derivative of the cdf
frechet_k1_pdFirst derivative of the cdf Created by Stephen Jewson using...
frechet_k1_pddSecond derivative of the cdf Created by Stephen Jewson using...
frechet_k1_waicWaic
frechet_logliklog-likelihood function
frechet_logscoresLog scores for MLE and RHP predictions calculated using...
frechet_meansMLE and RHP predictive means
frechet_p2k1_cpFrechet Distribution with Predictor, Predictions Based on a...
frechet_p2k1_f1fDMGS equation 2.1, f1 term
frechet_p2k1_f1faThe first derivative of the density
frechet_p2k1_f2fDMGS equation 2.1, f2 term
frechet_p2k1_f2faThe second derivative of the density
frechet_p2k1_fdFirst derivative of the density Created by Stephen Jewson...
frechet_p2k1_fddSecond derivative of the density Created by Stephen Jewson...
frechet_p2k1_lddSecond derivative matrix of the normalized log-likelihood
frechet_p2k1_lddaThe second derivative of the normalized log-likelihood
frechet_p2k1_ldddThird derivative tensor of the normalized log-likelihood
frechet_p2k1_ldddaThe third derivative of the normalized log-likelihood
frechet_p2k1_lmnOne component of the second derivative of the normalized...
frechet_p2k1_lmnpOne component of the second derivative of the normalized...
frechet_p2k1_logfLogf for RUST
frechet_p2k1_logfddSecond derivative of the log density Created by Stephen...
frechet_p2k1_logfdddThird derivative of the log density Created by Stephen Jewson...
frechet_p2k1_loglikobserved log-likelihood function
frechet_p2k1_logscoresLog scores for MLE and RHP predictions calculated using...
frechet_p2k1_meansfrechet_k1 distribution: RHP mean
frechet_p2k1_mu1fDMGS equation 3.3, mu1 term
frechet_p2k1_mu1faMinus the first derivative of the cdf, at alpha
frechet_p2k1_mu2fDMGS equation 3.3, mu2 term
frechet_p2k1_mu2faMinus the second derivative of the cdf, at alpha
frechet_p2k1_p1fDMGS equation 2.1, p1 term
frechet_p2k1_p1faThe first derivative of the cdf
frechet_p2k1_p2fDMGS equation 2.1, p2 term
frechet_p2k1_p2faThe second derivative of the cdf
frechet_p2k1_pdFirst derivative of the cdf Created by Stephen Jewson using...
frechet_p2k1_pddSecond derivative of the cdf Created by Stephen Jewson using...
frechet_p2k1_predictordataPredicted Parameter and Generalized Residuals
frechet_p2k1_waicWaic
gamma_cpGamma Distribution Predictions Based on a Calibrating Prior
gamma_f1fDMGS equation 3.3, f1 term
gamma_f1faThe first derivative of the density
gamma_f2fDMGS equation 3.3, f2 term
gamma_f2faThe second derivative of the density
gamma_fdFirst derivative of the density Created by Stephen Jewson...
gamma_fddSecond derivative of the density Created by Stephen Jewson...
gamma_ggSecond derivative matrix of the expected log-likelihood
gamma_gmnOne component of the second derivative of the expected...
gamma_lddSecond derivative matrix of the normalized log-likelihood
gamma_lddaThe second derivative of the normalized log-likelihood
gamma_ldddThird derivative tensor of the normalized log-likelihood
gamma_ldddaThe third derivative of the normalized log-likelihood
gamma_lmnOne component of the second derivative of the normalized...
gamma_lmnpOne component of the second derivative of the normalized...
gamma_logfLogf for RUST
gamma_logfddSecond derivative of the log density Created by Stephen...
gamma_logfdddThird derivative of the log density Created by Stephen Jewson...
gamma_logliklog-likelihood function
gamma_logscoresLog scores for MLE and RHP predictions calculated using...
gamma_meansMLE and RHP predictive means
gamma_mu1fDMGS equation 3.3, mu1 term
gamma_mu2fDMGS equation 3.3, mu2 term
gamma_p1fDMGS equation 3.3, p1 term
gamma_p2fDMGS equation 3.3, p2 term
gamma_waicWaic
gev_checkmleCheck MLE
gev_cpGeneralized Extreme Value Distribution, Predictions Based on...
gev_f1fDMGS equation 3.3, f1 term
gev_f1faThe first derivative of the density
gev_f2fDMGS equation 3.3, f2 term
gev_f2faThe second derivative of the density
gev_fdFirst derivative of the density Created by Stephen Jewson...
gev_fddSecond derivative of the density Created by Stephen Jewson...
gev_ggd_mevDerivative of expected information matrix, based on MEV...
gev_ggid_mevDerivative of inverse expected information matrix, based on...
gev_k12_ppm_minusloglikTemporary dummy for one of the ppm models
gev_k3_cpGeneralized Extreme Value Distribution with Known Shape,...
gev_k3_f1fDMGS equation 3.3, f1 term
gev_k3_f1faThe first derivative of the density
gev_k3_f2fDMGS equation 3.3, f2 term
gev_k3_f2faThe second derivative of the density
gev_k3_fdFirst derivative of the density Created by Stephen Jewson...
gev_k3_fddSecond derivative of the density Created by Stephen Jewson...
gev_k3_lddSecond derivative matrix of the normalized log-likelihood
gev_k3_lddaThe second derivative of the normalized log-likelihood
gev_k3_ldddThird derivative tensor of the normalized log-likelihood
gev_k3_ldddaThe third derivative of the normalized log-likelihood
gev_k3_lmnOne component of the second derivative of the normalized...
gev_k3_lmnpOne component of the third derivative of the normalized...
gev_k3_logfLogf for RUST
gev_k3_logfddSecond derivative of the log density Created by Stephen...
gev_k3_logfdddThird derivative of the log density Created by Stephen Jewson...
gev_k3_logliklog-likelihood function
gev_k3_meansMLE and RHP means
gev_k3_mu1fDMGS equation 3.3, mu1 term
gev_k3_mu1faMinus the first derivative of the cdf, at alpha
gev_k3_mu2fDMGS equation 3.3, mu2 term
gev_k3_mu2faMinus the second derivative of the cdf, at alpha
gev_k3_pdFirst derivative of the cdf Created by Stephen Jewson using...
gev_k3_pddSecond derivative of the cdf Created by Stephen Jewson using...
gev_k3_waicWaic
gev_ld12aThe combined derivative of the normalized log-likelihood
gev_ldaThe first derivative of the normalized log-likelihood
gev_lddSecond derivative matrix of the normalized log-likelihood
gev_lddaThe second derivative of the normalized log-likelihood
gev_ldddThird derivative tensor of the normalized log-likelihood
gev_ldddaThe third derivative of the normalized log-likelihood
gev_lmnOne component of the second derivative of the normalized...
gev_lmnpOne component of the second derivative of the normalized...
gev_logfLogf for RUST
gev_logfdFirst derivative of the log density Created by Stephen Jewson...
gev_logfddSecond derivative of the log density Created by Stephen...
gev_logfdddThird derivative of the log density Created by Stephen Jewson...
gev_logliklog-likelihood function
gev_meansAnalytical Expressions for Predictive Means RHP mean based on...
gev_mu1fDMGS equation 3.3, mu1 term
gev_mu1faMinus the first derivative of the cdf, at alpha
gev_mu2fDMGS equation 3.3, mu2 term
gev_mu2faMinus the second derivative of the cdf, at alpha
gev_p123_checkmleCheck MLE
gev_p123_cpGeneralized Extreme Value Distribution with Three Predictors,...
gev_p123_f1fDMGS equation 2.1, f1 term, fixed shape parameter DMGS...
gev_p123_f1faThe first derivative of the density
gev_p123_f2fGEVD-with-p1: DMGS equation 1.2 f2 term
gev_p123_f2faThe second derivative of the density
gev_p123_fdFirst derivative of the density Created by Stephen Jewson...
gev_p123_fddSecond derivative of the density Created by Stephen Jewson...
gev_p123_lddSecond derivative matrix of the normalized log-likelihood
gev_p123_lddaThe second derivative of the normalized log-likelihood
gev_p123_ldddThird derivative tensor of the normalized log-likelihood,...
gev_p123_ldddaThe third derivative of the normalized log-likelihood
gev_p123_lmnOne component of the second derivative of the normalized...
gev_p123_lmnpOne component of the second derivative of the normalized...
gev_p123_logfLogf for RUST
gev_p123_logfddSecond derivative of the log density Created by Stephen...
gev_p123_logfdddThird derivative of the log density Created by Stephen Jewson...
gev_p123_loglikobserved log-likelihood function
gev_p123_meansAnalytical expressions for Predictive Means RHP mean based on...
gev_p123_mu1fGEVD-with-p1: DMGS equation 3.3 mu1 term
gev_p123_mu1faMinus the first derivative of the cdf, at alpha
gev_p123_mu2fGEVD-with-p1: DMGS equation 3.3 mu2 term
gev_p123_mu2faMinus the second derivative of the cdf, at alpha
gev_p123_pdFirst derivative of the cdf Created by Stephen Jewson using...
gev_p123_pddSecond derivative of the cdf Created by Stephen Jewson using...
gev_p123_predictordataPredicted Parameter and Generalized Residuals
gev_p123_seticsSet initial conditions
gev_p123_waicWaic
gev_p12_checkmleCheck MLE
gev_p12_cpGeneralized Extreme Value Distribution with Two Predictors,...
gev_p12_f1fDMGS equation 2.1, f1 term
gev_p12_f1faThe first derivative of the density
gev_p12_f2fGEVD-with-p1: DMGS equation 1.2 f2 term
gev_p12_f2faThe second derivative of the density
gev_p12_fdFirst derivative of the density Created by Stephen Jewson...
gev_p12_fddSecond derivative of the density Created by Stephen Jewson...
gev_p12_ggdDerivative of information matrix, based on ldd
gev_p12k3_f1fDMGS equation 2.1, f1 term, fixed shape parameter
gev_p12k3_f1faThe first derivative of the density
gev_p12k3_f2fGEVD-with-p1: DMGS equation 1.2 f2 term
gev_p12k3_f2faThe second derivative of the density
gev_p12k3_fdFirst derivative of the density Created by Stephen Jewson...
gev_p12k3_fddSecond derivative of the density Created by Stephen Jewson...
gev_p12k3_lddSecond derivative matrix of the normalized log-likelihood,...
gev_p12k3_lddaThe second derivative of the normalized log-likelihood
gev_p12k3_ldddThird derivative tensor of the normalized log-likelihood,...
gev_p12k3_ldddaThe third derivative of the normalized log-likelihood
gev_p12k3_logfddSecond derivative of the log density Created by Stephen...
gev_p12k3_logfdddThird derivative of the log density Created by Stephen Jewson...
gev_p12k3_mu1fGEVD-with-p1: DMGS equation 3.3 mu1 term, fixed shape...
gev_p12k3_mu1faMinus the first derivative of the cdf, at alpha
gev_p12k3_mu2fGEVD-with-p1: DMGS equation 3.3 mu2 term, fixed shape...
gev_p12k3_mu2faMinus the second derivative of the cdf, at alpha
gev_p12k3_pdFirst derivative of the cdf Created by Stephen Jewson using...
gev_p12k3_pddSecond derivative of the cdf Created by Stephen Jewson using...
gev_p12_lddSecond derivative matrix of the normalized log-likelihood
gev_p12_lddaThe second derivative of the normalized log-likelihood
gev_p12_ldddThird derivative tensor of the normalized log-likelihood,...
gev_p12_ldddaThe third derivative of the normalized log-likelihood
gev_p12_lmnOne component of the second derivative of the normalized...
gev_p12_lmnpOne component of the second derivative of the normalized...
gev_p12_logfLogf for RUST
gev_p12_logfddSecond derivative of the log density Created by Stephen...
gev_p12_logfdddThird derivative of the log density Created by Stephen Jewson...
gev_p12_loglikobserved log-likelihood function
gev_p12_meansAnalytical expressions for Predictive Means RHP mean based on...
gev_p12_mu1fGEVD-with-p1: DMGS equation 3.3 mu1 term
gev_p12_mu1faMinus the first derivative of the cdf, at alpha
gev_p12_mu2fGEVD-with-p1: DMGS equation 3.3 mu2 term
gev_p12_mu2faMinus the second derivative of the cdf, at alpha
gev_p12_pdFirst derivative of the cdf Created by Stephen Jewson using...
gev_p12_pddSecond derivative of the cdf Created by Stephen Jewson using...
gev_p12_predictordataPredicted Parameter and Generalized Residuals
gev_p12_seticsSet initial conditions
gev_p12_waicWaic
gev_p1_checkmleCheck MLE
gev_p1_cpGeneralized Extreme Value Distribution with a Predictor,...
gev_p1_f1fDMGS equation 2.1, f1 term
gev_p1_f1faThe first derivative of the density
gev_p1_f2fGEVD-with-p1: DMGS equation 1.2 f2 term
gev_p1_f2faThe second derivative of the density
gev_p1_fdFirst derivative of the density Created by Stephen Jewson...
gev_p1_fddSecond derivative of the density Created by Stephen Jewson...
gev_p1_ggdDerivative of information matrix, based on ldd
gev_p1k3_cpGEV Distribution with Known Shape with a Predictor,...
gev_p1k3_f1fDMGS equation 2.1, f1 term, fixed shape parameter
gev_p1k3_f1faThe first derivative of the density
gev_p1k3_f2fGEVD-with-p1: DMGS equation 1.2 f2 term
gev_p1k3_f2faThe second derivative of the density
gev_p1k3_fdFirst derivative of the density Created by Stephen Jewson...
gev_p1k3_fddSecond derivative of the density Created by Stephen Jewson...
gev_p1k3_lddSecond derivative matrix of the normalized log-likelihood,...
gev_p1k3_lddaThe second derivative of the normalized log-likelihood
gev_p1k3_ldddThird derivative tensor of the normalized log-likelihood,...
gev_p1k3_ldddaThe third derivative of the normalized log-likelihood
gev_p1k3_lmnOne component of the second derivative of the normalized...
gev_p1k3_lmnpOne component of the second derivative of the normalized...
gev_p1k3_logfLogf for RUST
gev_p1k3_logfddSecond derivative of the log density Created by Stephen...
gev_p1k3_logfdddThird derivative of the log density Created by Stephen Jewson...
gev_p1k3_loglikGEV-with-known-shape-with-p1 observed log-likelihood function
gev_p1k3_meansAnalytical expressions for Predictive Means RHP mean based on...
gev_p1k3_mu1fGEVD-with-p1: DMGS equation 3.3 mu1 term, fixed shape...
gev_p1k3_mu1faMinus the first derivative of the cdf, at alpha
gev_p1k3_mu2fGEVD-with-p1: DMGS equation 3.3 mu2 term, fixed shape...
gev_p1k3_mu2faMinus the second derivative of the cdf, at alpha
gev_p1k3_pdFirst derivative of the cdf Created by Stephen Jewson using...
gev_p1k3_pddSecond derivative of the cdf Created by Stephen Jewson using...
gev_p1k3_predictordataPredicted Parameter and Generalized Residuals
gev_p1k3_waicWaic
gev_p1_lddSecond derivative matrix of the normalized log-likelihood
gev_p1_lddaThe second derivative of the normalized log-likelihood
gev_p1_ldddThird derivative tensor of the normalized log-likelihood,...
gev_p1_ldddaThe third derivative of the normalized log-likelihood
gev_p1_lmnOne component of the second derivative of the normalized...
gev_p1_lmnpOne component of the second derivative of the normalized...
gev_p1_logfLogf for RUST
gev_p1_logfddSecond derivative of the log density Created by Stephen...
gev_p1_logfdddThird derivative of the log density Created by Stephen Jewson...
gev_p1_loglikobserved log-likelihood function
gev_p1_meansAnalytical expressions for Predictive Means RHP mean based on...
gev_p1_mu1fGEVD-with-p1: DMGS equation 3.3 mu1 term
gev_p1_mu1faMinus the first derivative of the cdf, at alpha
gev_p1_mu2fGEVD-with-p1: DMGS equation 3.3 mu2 term
gev_p1_mu2faMinus the second derivative of the cdf, at alpha
gev_p1_pdFirst derivative of the cdf Created by Stephen Jewson using...
gev_p1_pddSecond derivative of the cdf Created by Stephen Jewson using...
gev_p1_predictordataPredicted Parameter and Generalized Residuals
gev_p1_seticsSet initial conditions
gev_p1_waicWaic
gev_pdFirst derivative of the cdf Created by Stephen Jewson using...
gev_pddSecond derivative of the cdf Created by Stephen Jewson using...
gev_pwm_paramsPWM parameter estimation
gev_seticsSet initial conditions
gev_waicWaic
gnorm_k3_cpGeneralized Normal Distribution Predictions Based on a...
gnorm_k3_f1fDMGS equation 3.3, f1 term
gnorm_k3_f1faThe first derivative of the density
gnorm_k3_f2fDMGS equation 3.3, f2 term
gnorm_k3_f2faThe second derivative of the density
gnorm_k3_fdFirst derivative of the density Created by Stephen Jewson...
gnorm_k3_fddSecond derivative of the density Created by Stephen Jewson...
gnorm_k3_lddSecond derivative matrix of the normalized log-likelihood
gnorm_k3_lddaThe second derivative of the normalized log-likelihood
gnorm_k3_ldddThird derivative tensor of the normalized log-likelihood
gnorm_k3_ldddaThe third derivative of the normalized log-likelihood
gnorm_k3_lmnOne component of the second derivative of the normalized...
gnorm_k3_logfLogf for RUST
gnorm_k3_logfddSecond derivative of the log density Created by Stephen...
gnorm_k3_logfdddThird derivative of the log density Created by Stephen Jewson...
gnorm_k3_logliklog-likelihood function
gnorm_k3_logscoresLog scores for MLE and RHP predictions calculated using...
gnorm_k3_mu1fDMGS equation 3.3, mu1 term
gnorm_k3_mu2fDMGS equation 3.3, mu2 term
gnorm_k3_p1fDMGS equation 3.3, p1 term
gnorm_k3_p2fDMGS equation 3.3, p2 term
gnorm_lmnpOne component of the second derivative of the normalized...
gnorm_waicWaic for RUST
gpd_k13_f1fDMGS equation 3.3, f1 term
gpd_k13_f1faThe first derivative of the density
gpd_k13_f2fDMGS equation 3.3, f2 term
gpd_k13_f2faThe second derivative of the density
gpd_k13_fdFirst derivative of the density Created by Stephen Jewson...
gpd_k13_fddSecond derivative of the density Created by Stephen Jewson...
gpd_k13_l11One component of the second derivative of the normalized...
gpd_k13_l111One component of the third derivative of the normalized...
gpd_k13_lddSecond derivative matrix of the normalized log-likelihood,...
gpd_k13_lddaThe second derivative of the normalized log-likelihood
gpd_k13_ldddThird derivative tensor of the normalized log-likelihood
gpd_k13_ldddaThe third derivative of the normalized log-likelihood
gpd_k13_logfddSecond derivative of the log density Created by Stephen...
gpd_k13_logfdddThird derivative of the log density Created by Stephen Jewson...
gpd_k13_mu1fDMGS equation 3.3, mu1 term
gpd_k13_mu1faMinus the first derivative of the cdf, at alpha
gpd_k13_mu2fDMGS equation 3.3, mu2 term
gpd_k13_mu2faMinus the second derivative of the cdf, at alpha
gpd_k13_p1fDMGS equation 3.3, p1 term
gpd_k13_p2fDMGS equation 3.3, p2 term
gpd_k13_pdFirst derivative of the cdf Created by Stephen Jewson using...
gpd_k13_pddSecond derivative of the cdf Created by Stephen Jewson using...
gpd_k1_checkmleCheck MLE
gpd_k1_cpGeneralized Pareto Distribution with Known Location...
gpd_k1_f1fDMGS equation 3.3, f1 term
gpd_k1_f1faThe first derivative of the density
gpd_k1_f2fDMGS equation 3.3, f2 term
gpd_k1_f2faThe second derivative of the density
gpd_k1_fdFirst derivative of the density Created by Stephen Jewson...
gpd_k1_fddSecond derivative of the density Created by Stephen Jewson...
gpd_k1_ggd_mevDerivative of expected information matrix, based on MEV...
gpd_k1_lddSecond derivative matrix of the normalized log-likelihood
gpd_k1_lddaThe second derivative of the normalized log-likelihood
gpd_k1_ldddThird derivative tensor of the normalized log-likelihood
gpd_k1_ldddaThe third derivative of the normalized log-likelihood
gpd_k1_lmnOne component of the second derivative of the normalized...
gpd_k1_lmnpOne component of the second derivative of the normalized...
gpd_k1_logfLogf for RUST
gpd_k1_logfddSecond derivative of the log density Created by Stephen...
gpd_k1_logfdddThird derivative of the log density Created by Stephen Jewson...
gpd_k1_logliklog-likelihood function
gpd_k1_meansAnalytical Expressions for Predictive Means RHP mean based on...
gpd_k1_mu1fDMGS equation 3.3, mu1 term
gpd_k1_mu1faMinus the first derivative of the cdf, at alpha
gpd_k1_mu2fDMGS equation 3.3, mu2 term
gpd_k1_mu2faMinus the second derivative of the cdf, at alpha
gpd_k1_p1fDMGS equation 3.3, p1 term
gpd_k1_p2fDMGS equation 3.3, p2 term
gpd_k1_pdFirst derivative of the cdf Created by Stephen Jewson using...
gpd_k1_pddSecond derivative of the cdf Created by Stephen Jewson using...
gpd_k1_seticsSet initial conditions
gpd_k1_waicWaic
gumbel_cpGumbel Distribution Predictions Based on a Calibrating Prior
gumbel_f1fDMGS equation 3.3, f1 term
gumbel_f1faThe first derivative of the density
gumbel_f2fDMGS equation 3.3, f2 term
gumbel_f2faThe second derivative of the density
gumbel_fdFirst derivative of the density Created by Stephen Jewson...
gumbel_fddSecond derivative of the density Created by Stephen Jewson...
gumbel_lddSecond derivative matrix of the normalized log-likelihood
gumbel_lddaThe second derivative of the normalized log-likelihood
gumbel_ldddThird derivative tensor of the normalized log-likelihood
gumbel_ldddaThe third derivative of the normalized log-likelihood
gumbel_lmnOne component of the second derivative of the normalized...
gumbel_lmnpOne component of the third derivative of the normalized...
gumbel_logfLogf for RUST
gumbel_logfddSecond derivative of the log density Created by Stephen...
gumbel_logfdddThird derivative of the log density Created by Stephen Jewson...
gumbel_logliklog-likelihood function
gumbel_logscoresLog scores for MLE and RHP predictions calculated using...
gumbel_meansMLE and RHP predictive means
gumbel_mu1fDMGS equation 3.3, mu1 term
gumbel_mu1faMinus the first derivative of the cdf, at alpha
gumbel_mu2fDMGS equation 3.3, mu2 term
gumbel_mu2faMinus the second derivative of the cdf, at alpha
gumbel_p1_cpGumbel Distribution with a Predictor, Predictions Based on a...
gumbel_p1fDMGS equation 3.3, p1 term
gumbel_p1_f1fDMGS equation 2.1, f1 term
gumbel_p1_f1faThe first derivative of the density
gumbel_p1_f2fDMGS equation 2.1, f2 term
gumbel_p1_f2faThe second derivative of the density
gumbel_p1faThe first derivative of the cdf
gumbel_p1_fdFirst derivative of the density Created by Stephen Jewson...
gumbel_p1_fddSecond derivative of the density Created by Stephen Jewson...
gumbel_p1_lddSecond derivative matrix of the normalized log-likelihood
gumbel_p1_lddaThe second derivative of the normalized log-likelihood
gumbel_p1_ldddThird derivative tensor of the normalized log-likelihood
gumbel_p1_ldddaThe third derivative of the normalized log-likelihood
gumbel_p1_lmnOne component of the second derivative of the normalized...
gumbel_p1_lmnpOne component of the second derivative of the normalized...
gumbel_p1_logfLogf for RUST
gumbel_p1_logfddSecond derivative of the log density Created by Stephen...
gumbel_p1_logfdddThird derivative of the log density Created by Stephen Jewson...
gumbel_p1_loglikobserved log-likelihood function
gumbel_p1_logscoresLog scores for MLE and RHP predictions calculated using...
gumbel_p1_meansGumbel distribution: RHP mean
gumbel_p1_mu1fDMGS equation 3.3, mu1 term
gumbel_p1_mu1faMinus the first derivative of the cdf, at alpha
gumbel_p1_mu2fDMGS equation 3.3, mu2 term
gumbel_p1_mu2faMinus the second derivative of the cdf, at alpha
gumbel_p1_p1fDMGS equation 2.1, p1 term
gumbel_p1_p1faThe first derivative of the cdf
gumbel_p1_p2fDMGS equation 2.1, p2 term
gumbel_p1_p2faThe second derivative of the cdf
gumbel_p1_pdFirst derivative of the cdf Created by Stephen Jewson using...
gumbel_p1_pddSecond derivative of the cdf Created by Stephen Jewson using...
gumbel_p1_predictordataPredicted Parameter and Generalized Residuals
gumbel_p1_waicWaic
gumbel_p2fDMGS equation 3.3, p2 term
gumbel_p2faThe second derivative of the cdf
gumbel_pdFirst derivative of the cdf Created by Stephen Jewson using...
gumbel_pddSecond derivative of the cdf Created by Stephen Jewson using...
gumbel_waicWaic
halfnorm_cpHalf-Normal Distribution Predictions Based on a Calibrating...
halfnorm_f1fDMGS equation 2.1, f1 term
halfnorm_f1faThe first derivative of the density
halfnorm_f2fDMGS equation 2.1, f2 term
halfnorm_f2faThe second derivative of the density
halfnorm_fdFirst derivative of the density Created by Stephen Jewson...
halfnorm_fddSecond derivative of the density Created by Stephen Jewson...
halfnorm_ggExpected information matrix
halfnorm_gg11Second derivative of the expected log-likelihood
halfnorm_l111Third derivative of the normalized log-likelihood
halfnorm_lddThe second derivative of the normalized log-likelihood
halfnorm_lddaThe second derivative of the normalized log-likelihood
halfnorm_ldddThird derivative tensor of the log-likelihood
halfnorm_ldddaThe third derivative of the normalized log-likelihood
halfnorm_logfLogf for RUST
halfnorm_logfddSecond derivative of the log density Created by Stephen...
halfnorm_logfdddThird derivative of the log density Created by Stephen Jewson...
halfnorm_loglikLog-likelihood function
halfnorm_logscoresLog scores for MLE and RHP predictions calculated using...
halfnorm_meansMLE and RHP predictive means RHP mean based on the...
halfnorm_mu1fDMGS equation 3.3, mu1 term
halfnorm_mu2fDMGS equation 3.3, mu2 term
halfnorm_p1fDMGS equation 2.1, p1 term
halfnorm_p2fDMGS equation 2.1, p2 term
halfnorm_waicWaic
invgamma_cpInverse Gamma Distribution, Predictions Based on a...
invgamma_f1fDMGS equation 3.3, f1 term
invgamma_f1faThe first derivative of the density
invgamma_f2fDMGS equation 3.3, f2 term
invgamma_f2faThe second derivative of the density
invgamma_fdFirst derivative of the density Created by Stephen Jewson...
invgamma_fddSecond derivative of the density Created by Stephen Jewson...
invgamma_lddSecond derivative matrix of the normalized log-likelihood
invgamma_lddaThe second derivative of the normalized log-likelihood
invgamma_ldddThird derivative tensor of the normalized log-likelihood
invgamma_ldddaThe third derivative of the normalized log-likelihood
invgamma_lmnOne component of the second derivative of the normalized...
invgamma_lmnpOne component of the second derivative of the normalized...
invgamma_logfLogf for RUST
invgamma_logfddSecond derivative of the log density Created by Stephen...
invgamma_logfdddThird derivative of the log density Created by Stephen Jewson...
invgamma_logliklog-likelihood function
invgamma_logscoresLog scores for MLE and cp predictions calculated using...
invgamma_mu1fDMGS equation 3.3, mu1 term
invgamma_mu2fDMGS equation 3.3, mu2 term
invgamma_p1fDMGS equation 3.3, p1 term
invgamma_p2fDMGS equation 3.3, p2 term
invgamma_waicWaic
invgauss_cpInverse Gauss Distribution, Predictions Based on a...
invgauss_f1fDMGS equation 3.3, f1 term
invgauss_f1faThe first derivative of the density
invgauss_f2fDMGS equation 3.3, f2 term
invgauss_f2faThe second derivative of the density
invgauss_fdFirst derivative of the density Created by Stephen Jewson...
invgauss_fddSecond derivative of the density Created by Stephen Jewson...
invgauss_lddSecond derivative matrix of the normalized log-likelihood
invgauss_lddaThe second derivative of the normalized log-likelihood
invgauss_ldddThird derivative tensor of the normalized log-likelihood
invgauss_ldddaThe third derivative of the normalized log-likelihood
invgauss_lmnOne component of the second derivative of the normalized...
invgauss_lmnpOne component of the second derivative of the normalized...
invgauss_logfLogf for RUST
invgauss_logfddSecond derivative of the log density Created by Stephen...
invgauss_logfdddThird derivative of the log density Created by Stephen Jewson...
invgauss_logliklog-likelihood function
invgauss_logscoresLog scores for MLE and RHP predictions calculated using...
invgauss_meansMLE and RHP predictive means
invgauss_mu1fDMGS equation 3.3, mu1 term
invgauss_mu2fDMGS equation 3.3, mu2 term
invgauss_p1fDMGS equation 3.3, p1 term
invgauss_p2fDMGS equation 3.3, p2 term
invgauss_waicWaic
jpf2pJeffreys' Prior with two parameters
jpf3pJeffreys' Prior with three parameters
jpf4pJeffreys' Prior with four parameters
lnorm_cpLog-normal Distribution Predictions Based on a Calibrating...
lnorm_dmgs_cpLog-normal Distribution Predictions Based on a Calibrating...
lnorm_dmgs_gg11One component of the second derivative of the expected...
lnorm_dmgs_gg12One component of the second derivative of the expected...
lnorm_dmgs_gg22One component of the second derivative of the expected...
lnorm_dmgs_logliklog-likelihood function
lnorm_dmgs_logscoresLog scores for MLE and RHP predictions calculated using...
lnorm_dmgs_meansMLE and RHP predictive means
lnorm_dmgs_mu1fDMGS equation 3.3, mu1 term
lnorm_dmgs_mu2fDMGS equation 3.3, mu2 term
lnorm_dmgs_p1fDMGS equation 3.3, p1 term
lnorm_dmgs_p2fDMGS equation 3.3, p2 term
lnorm_dmgs_waicWaic
lnorm_f1fDMGS equation 3.3, f1 term
lnorm_f1faThe first derivative of the density
lnorm_f2fDMGS equation 3.3, f2 term
lnorm_f2faThe second derivative of the density
lnorm_fdFirst derivative of the density Created by Stephen Jewson...
lnorm_fddSecond derivative of the density Created by Stephen Jewson...
lnorm_lddSecond derivative matrix of the lnormalized log-likelihood
lnorm_lddaThe second derivative of the normalized log-likelihood
lnorm_ldddThird derivative tensor of the lnormalized log-likelihood
lnorm_ldddaThe third derivative of the normalized log-likelihood
lnorm_lmnOne component of the second derivative of the normalized...
lnorm_lmnpOne component of the second derivative of the normalized...
lnorm_logfLogf for RUST
lnorm_logfddSecond derivative of the log density Created by Stephen...
lnorm_logfdddThird derivative of the log density Created by Stephen Jewson...
lnorm_logscoresLog scores for MLE and RHP predictions calculated using...
lnorm_mu1faMinus the first derivative of the cdf, at alpha
lnorm_mu2faMinus the second derivative of the cdf, at alpha
lnorm_p1_cpLog-normal Distribution with a Predictor, Predictions Based...
lnorm_p1_f1fDMGS equation 2.1, f1 term
lnorm_p1_f1faThe first derivative of the density
lnorm_p1_f2fDMGS equation 2.1, f2 term
lnorm_p1_f2faThe second derivative of the density
lnorm_p1faThe first derivative of the cdf
lnorm_p1_fdFirst derivative of the density Created by Stephen Jewson...
lnorm_p1_fddSecond derivative of the density Created by Stephen Jewson...
lnorm_p1_lddSecond derivative matrix of the normalized log-likelihood
lnorm_p1_lddaThe second derivative of the normalized log-likelihood
lnorm_p1_ldddThird derivative tensor of the normalized log-likelihood
lnorm_p1_ldddaThe third derivative of the normalized log-likelihood
lnorm_p1_lmnOne component of the second derivative of the normalized...
lnorm_p1_lmnpOne component of the second derivative of the normalized...
lnorm_p1_logfLogf for RUST
lnorm_p1_logfddSecond derivative of the log density Created by Stephen...
lnorm_p1_logfdddThird derivative of the log density Created by Stephen Jewson...
lnorm_p1_loglikLog-normal-with-p1 observed log-likelihood function
lnorm_p1_logscoresLog scores for MLE and RHP predictions calculated using...
lnorm_p1_mu1faMinus the first derivative of the cdf, at alpha
lnorm_p1_mu2faMinus the second derivative of the cdf, at alpha
lnorm_p1_p1faThe first derivative of the cdf
lnorm_p1_p2faThe second derivative of the cdf
lnorm_p1_pdFirst derivative of the cdf Created by Stephen Jewson using...
lnorm_p1_pddSecond derivative of the cdf Created by Stephen Jewson using...
lnorm_p1_predictordataPredicted Parameter and Generalized Residuals
lnorm_p1_waicWaic
lnorm_p2faThe second derivative of the cdf
lnorm_pdFirst derivative of the cdf Created by Stephen Jewson using...
lnorm_pddSecond derivative of the cdf Created by Stephen Jewson using...
lnorm_waicWaic for RUST
logis_cpLogistic Distribution Predictions Based on a Calibrating...
logis_f1fDMGS equation 3.3, f1 term
logis_f1faThe first derivative of the density
logis_f2fDMGS equation 3.3, f2 term
logis_f2faThe second derivative of the density
logis_fdFirst derivative of the density Created by Stephen Jewson...
logis_fddSecond derivative of the density Created by Stephen Jewson...
logis_lddSecond derivative matrix of the normalized log-likelihood
logis_lddaThe second derivative of the normalized log-likelihood
logis_ldddThird derivative tensor of the normalized log-likelihood
logis_ldddaThe third derivative of the normalized log-likelihood
logis_lmnOne component of the second derivative of the normalized...
logis_lmnpOne component of the third derivative of the normalized...
logis_logfLogf for RUST
logis_logfddSecond derivative of the log density Created by Stephen...
logis_logfdddThird derivative of the log density Created by Stephen Jewson...
logis_logliklog-likelihood function
logis_logscoresLog scores for MLE and RHP predictions calculated using...
logis_mu1fDMGS equation 3.3, mu1 term
logis_mu1faMinus the first derivative of the cdf, at alpha
logis_mu2fDMGS equation 3.3, mu2 term
logis_mu2faMinus the second derivative of the cdf, at alpha
logis_p1_cpLogistic Distribution with a Predictor, Predictions Based on...
logis_p1fDMGS equation 3.3, p1 term
logis_p1_f1fDMGS equation 2.1, f1 term
logis_p1_f1faThe first derivative of the density
logis_p1_f2fDMGS equation 2.1, f2 term
logis_p1_f2faThe second derivative of the density
logis_p1faThe first derivative of the cdf
logis_p1_fdFirst derivative of the density Created by Stephen Jewson...
logis_p1_fddSecond derivative of the density Created by Stephen Jewson...
logis_p1_lddSecond derivative matrix of the normalized log-likelihood
logis_p1_lddaThe second derivative of the normalized log-likelihood
logis_p1_ldddThird derivative tensor of the normalized log-likelihood
logis_p1_ldddaThe third derivative of the normalized log-likelihood
logis_p1_lmnOne component of the second derivative of the normalized...
logis_p1_lmnpOne component of the second derivative of the normalized...
logis_p1_logfLogf for RUST
logis_p1_logfddSecond derivative of the log density Created by Stephen...
logis_p1_logfdddThird derivative of the log density Created by Stephen Jewson...
logis_p1_loglikLogistic-with-p1 observed log-likelihood function
logis_p1_logscoresLog scores for MLE and RHP predictions calculated using...
logis_p1_meansLogistic distribution: RHP mean
logis_p1_mu1fDMGS equation 3.3, mu1 term
logis_p1_mu1faMinus the first derivative of the cdf, at alpha
logis_p1_mu2fDMGS equation 3.3, mu2 term
logis_p1_mu2faMinus the second derivative of the cdf, at alpha
logis_p1_p1fDMGS equation 2.1, p1 term
logis_p1_p1faThe first derivative of the cdf
logis_p1_p2fDMGS equation 2.1, p2 term
logis_p1_p2faThe second derivative of the cdf
logis_p1_pdFirst derivative of the cdf Created by Stephen Jewson using...
logis_p1_pddSecond derivative of the cdf Created by Stephen Jewson using...
logis_p1_predictordataPredicted Parameter and Generalized Residuals
logis_p1_waicWaic
logis_p2fDMGS equation 3.3, p2 term
logis_p2faThe second derivative of the cdf
logis_pdFirst derivative of the cdf Created by Stephen Jewson using...
logis_pddSecond derivative of the cdf Created by Stephen Jewson using...
logis_waicWaic
lst_k3_cpt Distribution Predictions Based on a Calibrating Prior
lst_k3_f1fDMGS equation 3.3, f1 term
lst_k3_f1faThe first derivative of the density
lst_k3_f2fDMGS equation 3.3, f2 term
lst_k3_f2faThe second derivative of the density
lst_k3_fdFirst derivative of the density Created by Stephen Jewson...
lst_k3_fddSecond derivative of the density Created by Stephen Jewson...
lst_k3_lddSecond derivative matrix of the normalized log-likelihood
lst_k3_lddaThe second derivative of the normalized log-likelihood
lst_k3_ldddThird derivative tensor of the normalized log-likelihood
lst_k3_ldddaThe third derivative of the normalized log-likelihood
lst_k3_lmnOne component of the second derivative of the normalized...
lst_k3_lmnpOne component of the third derivative of the normalized...
lst_k3_logfLogf for RUST
lst_k3_logfddSecond derivative of the log density Created by Stephen...
lst_k3_logfdddThird derivative of the log density Created by Stephen Jewson...
lst_k3_logliklog-likelihood function
lst_k3_logscoresLog scores for MLE and RHP predictions calculated using...
lst_k3_mu1fDMGS equation 3.3, mu1 term
lst_k3_mu2fDMGS equation 3.3, mu2 term
lst_k3_p1fDMGS equation 3.3, p1 term
lst_k3_p2fDMGS equation 3.3, p2 term
lst_k3_waicWaic
lst_p1k3_cpt Distribution with a Predictor, Predictions Based on a...
lst_p1k3_f1fDMGS equation 2.1, f1 term
lst_p1k3_f1faThe first derivative of the density
lst_p1k3_f2fDMGS equation 2.1, f2 term
lst_p1k3_f2faThe second derivative of the density
lst_p1k3_fdFirst derivative of the density Created by Stephen Jewson...
lst_p1k3_fddSecond derivative of the density Created by Stephen Jewson...
lst_p1k3_lddSecond derivative matrix of the normalized log-likelihood
lst_p1k3_lddaThe second derivative of the normalized log-likelihood
lst_p1k3_ldddThird derivative tensor of the normalized log-likelihood
lst_p1k3_ldddaThe third derivative of the normalized log-likelihood
lst_p1k3_lmnOne component of the second derivative of the normalized...
lst_p1k3_lmnpOne component of the second derivative of the normalized...
lst_p1k3_logfLogf for RUST
lst_p1k3_logfddSecond derivative of the log density Created by Stephen...
lst_p1k3_logfdddThird derivative of the log density Created by Stephen Jewson...
lst_p1k3_loglikLST-with-p1 observed log-likelihood function
lst_p1k3_logscoresLog scores for MLE and RHP predictions calculated using...
lst_p1k3_mu1fDMGS equation 3.3, mu1 term
lst_p1k3_mu2fDMGS equation 3.3, mu2 term
lst_p1k3_p1fDMGS equation 2.1, p1 term
lst_p1k3_p2fDMGS equation 2.1, p2 term
lst_p1k3_predictordataPredicted Parameter and Generalized Residuals
lst_p1k3_seticsSet initial conditions
lst_p1k3_waicWaic
make_cwaicMake WAIC
make_maicCalculate MAIC
makemuhat0Make muhat0
makeqCalculates quantiles from simulations by inverting the Hazen...
make_seMake Standard Errors from lddi
maket0Determine t0
maketa0Make ta0
make_waicMake WAIC
manA blank function I use for setting up the man page...
man1fReturn message for f1f, p1f, mu1f
man2fReturn message for f2f, p2f, mu2f
mandsubReturn message for dsub
manfBlank function I use for setting up the man page information...
manlddReturn message for ldd
manldddReturn message for lddd
manlnnReturn message for lnn
manlnnnReturn message for lnnn
manlogfReturn message for Logf
manloglikReturn message for loglik
manlogscoresReturn message for logscores
manmeansReturn message for means
manpredictorReturn message for predictor.
manvectorReturn message for vector
manwaicReturn message for WAIC
movexiawayfromzeroMove xi away from zero a bit
ms_flat_1tailIllustration of Model Selection Among 10 One Tail...
ms_flat_2tailIllustration of Model Selection Among 18 Distributions from...
ms_predictors_1tailModel Selection Among 5 Distributions with predictors from...
ms_predictors_2tailModel Selection Among 6 Distributions with predictors from...
nopdfcdfmsgMessage to explain why GEV and GPD 'd***' and 'p***' routines...
norm_cpNormal Distribution Predictions Based on a Calibrating Prior
norm_dmgs_cpNormal Distribution Predictions Based on a Calibrating Prior,...
norm_dmgs_logliklog-likelihood function
norm_dmgs_logscoresLog scores for MLE and RHP predictions calculated using...
norm_dmgs_meansMLE and RHP predictive means
norm_dmgs_mu1fDMGS equation 3.3, mu1 term
norm_dmgs_mu2fDMGS equation 3.3, mu2 term
norm_dmgs_p1fDMGS equation 3.3, p1 term
norm_dmgs_p2fDMGS equation 3.3, p2 term
norm_dmgs_waicWaic
norm_f1fDMGS equation 3.3, f1 term
norm_f1faThe first derivative of the density
norm_f2fDMGS equation 3.3, f2 term
norm_f2faThe second derivative of the density
norm_fdFirst derivative of the density Created by Stephen Jewson...
norm_fddSecond derivative of the density Created by Stephen Jewson...
norm_ggSecond derivative matrix of the expected per-observation...
norm_gmnOne component of the second derivative of the expected...
norm_lddSecond derivative matrix of the normalized log-likelihood
norm_lddaThe second derivative of the normalized log-likelihood
norm_ldddThird derivative tensor of the normalized log-likelihood
norm_ldddaThe third derivative of the normalized log-likelihood
norm_lmnOne component of the second derivative of the normalized...
norm_lmnpOne component of the second derivative of the normalized...
norm_logfLogf for RUST
norm_logfddSecond derivative of the log density Created by Stephen...
norm_logfdddThird derivative of the log density Created by Stephen Jewson...
norm_logscoresLog scores for MLE and RHP predictions calculated using...
norm_ml_paramsMaximum likelihood estimator
norm_mu1faMinus the first derivative of the cdf, at alpha
norm_mu2faMinus the second derivative of the cdf, at alpha
norm_p1_cpNormal Distribution with a Predictor, Predictions Based on a...
norm_p1_f1fDMGS equation 2.1, f1 term
norm_p1_f1faThe first derivative of the density
norm_p1_f2fDMGS equation 2.1, f2 term
norm_p1_f2faThe second derivative of the density
norm_p1faThe first derivative of the cdf
norm_p1_fdFirst derivative of the density Created by Stephen Jewson...
norm_p1_fddSecond derivative of the density Created by Stephen Jewson...
norm_p1_lddSecond derivative matrix of the normalized log-likelihood
norm_p1_lddaThe second derivative of the normalized log-likelihood
norm_p1_ldddThird derivative tensor of the normalized log-likelihood
norm_p1_ldddaThe third derivative of the normalized log-likelihood
norm_p1_lmnOne component of the second derivative of the normalized...
norm_p1_lmnpOne component of the second derivative of the normalized...
norm_p1_logfLogf for RUST
norm_p1_logfddSecond derivative of the log density Created by Stephen...
norm_p1_logfdddThird derivative of the log density Created by Stephen Jewson...
norm_p1_loglikNormal-with-p1 observed log-likelihood function
norm_p1_logscoresLog scores for MLE and RHP predictions calculated using...
norm_p1_mlparamsMaximum likelihood estimator
norm_p1_mu1faMinus the first derivative of the cdf, at alpha
norm_p1_mu2faMinus the second derivative of the cdf, at alpha
norm_p1_p1faThe first derivative of the cdf
norm_p1_p2faThe second derivative of the cdf
norm_p1_pdFirst derivative of the cdf Created by Stephen Jewson using...
norm_p1_pddSecond derivative of the cdf Created by Stephen Jewson using...
norm_p1_predictordataPredicted Parameter and Generalized Residuals
norm_p1_waicWaic
norm_p2faThe second derivative of the cdf
norm_pdFirst derivative of the cdf Created by Stephen Jewson using...
norm_pddSecond derivative of the cdf Created by Stephen Jewson using...
norm_unbiasedv_paramsMethod of moments estimator
norm_waicWaic
pareto_k2_cpPareto Distribution Predictions Based on a Calibrating Prior
pareto_k2_f1fDMGS equation 2.1, f1 term
pareto_k2_f1faThe first derivative of the density
pareto_k2_f2fDMGS equation 2.1, f2 term
pareto_k2_f2faThe second derivative of the density
pareto_k2_fdFirst derivative of the density Created by Stephen Jewson...
pareto_k2_fddSecond derivative of the density Created by Stephen Jewson...
pareto_k2_l111Third derivative of the normalized log-likelihood
pareto_k2_lddThe second derivative of the normalized log-likelihood
pareto_k2_lddaThe second derivative of the normalized log-likelihood
pareto_k2_ldddThird derivative tensor of the log-likelihood
pareto_k2_ldddaThe third derivative of the normalized log-likelihood
pareto_k2_logfLogf for RUST
pareto_k2_logfddSecond derivative of the log density Created by Stephen...
pareto_k2_logfdddThird derivative of the log density Created by Stephen Jewson...
pareto_k2_logscoresLog scores for MLE and RHP predictions calculated using...
pareto_k2_ml_paramsMaximum likelihood estimator
pareto_k2_mu1faMinus the first derivative of the cdf, at alpha
pareto_k2_mu2faMinus the second derivative of the cdf, at alpha
pareto_k2_p1faThe first derivative of the cdf
pareto_k2_p2faThe second derivative of the cdf
pareto_k2_pdFirst derivative of the cdf Created by Stephen Jewson using...
pareto_k2_pddSecond derivative of the cdf Created by Stephen Jewson using...
pareto_k2_waicWaic
pareto_p1k2_cpPareto Distribution with a Predictor, Predictions Based on a...
pareto_p1k2_f1fDMGS equation 2.1, f1 term
pareto_p1k2_f1faThe first derivative of the density
pareto_p1k2_f2fDMGS equation 2.1, f2 term
pareto_p1k2_f2faThe second derivative of the density
pareto_p1k2_fdFirst derivative of the density Created by Stephen Jewson...
pareto_p1k2_fddSecond derivative of the density Created by Stephen Jewson...
pareto_p1k2_lddSecond derivative matrix of the normalized log-likelihood
pareto_p1k2_lddaThe second derivative of the normalized log-likelihood
pareto_p1k2_ldddThird derivative tensor of the normalized log-likelihood
pareto_p1k2_ldddaThe third derivative of the normalized log-likelihood
pareto_p1k2_lmnOne component of the second derivative of the normalized...
pareto_p1k2_lmnpOne component of the second derivative of the normalized...
pareto_p1k2_logfLogf for RUST
pareto_p1k2_logfddSecond derivative of the log density Created by Stephen...
pareto_p1k2_logfdddThird derivative of the log density Created by Stephen Jewson...
pareto_p1k2_loglikobserved log-likelihood function
pareto_p1k2_logscoresLog scores for MLE and RHP predictions calculated using...
pareto_p1k2_meanspareto_k1 distribution: RHP mean
pareto_p1k2_mu1fDMGS equation 3.3, mu1 term
pareto_p1k2_mu1faMinus the first derivative of the cdf, at alpha
pareto_p1k2_mu2fDMGS equation 3.3, mu2 term
pareto_p1k2_mu2faMinus the second derivative of the cdf, at alpha
pareto_p1k2_p1fDMGS equation 2.1, p1 term
pareto_p1k2_p1faThe first derivative of the cdf
pareto_p1k2_p2fDMGS equation 2.1, p2 term
pareto_p1k2_p2faThe second derivative of the cdf
pareto_p1k2_pdFirst derivative of the cdf Created by Stephen Jewson using...
pareto_p1k2_pddSecond derivative of the cdf Created by Stephen Jewson using...
pareto_p1k2_predictordataPredicted Parameter and Generalized Residuals
pareto_p1k2_waicWaic
pcauchy_p1Cauchy-with-p1 distribution function
pexp_p1Exponential-with-p1 distribution function
pfrechet_p2k1Frechet_k1-with-p2 distribution function
pgev_p1GEVD-with-p1: Distribution function
pgev_p12GEVD-with-p1: Distribution function
pgev_p123GEVD-with-p1: Distribution function
pgev_p1k3GEV-with-known-shape-with-p1 distribution function
pgumbel_p1Gumbel-with-p1 distribution function
plnorm_p1Normal-with-p1 distribution function
plogis_p1Logistic-with-p1 distribution function
plst_p1k3LST-with-p1 distribution function
pnorm_p1Normal-with-p1 distribution function
pnorm_p1_formulaLinear regression formula, densities
ppareto_p1k2pareto_k1-with-p2 distribution function
punif_formulaPredictive CDFs
pweibull_p2Weibull-with-p1 distribution function
qcauchy_p1Cauchy-with-p1 quantile function
qexp_p1-with-p1 quantile function
qfrechet_p2k1Frechet_k1-with-p2 quantile function
qgamma_k1_ppmTemporary dummy for one of the cp models
qgamma_ppmTemporary dummy for one of the ppm models
qgev_k12_ppmTemporary dummy for one of the ppm models
qgev_mpd_ppmTemporary dummy for one of the ppm models
qgev_p1GEVD-with-p1: Quantile function
qgev_p12GEVD-with-p1: Quantile function
qgev_p123GEVD-with-p1: Quantile function
qgev_p1k3GEV-with-known-shape-with-p1 quantile function
qgev_p1_ppmTemporary dummy for one of the ppm models
qgev_ppmTemporary dummy for one of the ppm models
qgpd_k1_ppmTemporary dummy for one of the ppm models
qgumbel_p1Gumbel-with-p1 quantile function
qlnorm_p1Normal-with-p1 quantile function
qlogis_p1Logistic-with-p1 quantile function
qlst_p1k3LST-with-p1 quantile function
qnorm_p1Normal-with-p1 quantile function
qnorm_p1_formulaLinear regression formula, quantiles
qntt_ppmTemporary dummy for one of the ppm models
qpareto_p1k2pareto_k1-with-p2 quantile function
qunif_formulaPredictive Quantiles
qweibull_p2Weibull-with-p1 quantile function
reltestEvaluation of Reliability for Models in the 'fitdistcp'...
reltest2Evaluation of Reliability for Certain Additional Models in...
reltest2_casesCases
reltest2_makeepCases
reltest2_plotPlotting routine for reltest2
reltest2_predictMake prediction from one model
reltest2_simulateRandom training data from one model
reltest_makeepCalculate EP from one model
reltest_makemaxepCalculate MaxEP from one model
reltest_predictMake prediction from one model
reltest_simulateRandom training data from one model
rgev_minmaxrgev but with maxlik xi guaranteed within bounds
rgev_p123_minmaxrgev for gev_p123 but with maxlik xi within bounds
rgev_p12_minmaxrgev for gev_p12 but with maxlik xi within bounds
rgev_p1_minmaxrgev for gev_p1 but with maxlik xi within bounds
rgpd_k1_minmaxrgpd for gpd_k1 but with maxlik xi within bounds
rhp_dmgs_cpmethodGenerates a comment about the method
rust_pumethodGenerates a comment about the method
testppm_plotPlotting routine for testppm
unif_cpUniform Distribution Predictions Based on a Calibrating Prior
weibull_cpWeibull Distribution Predictions Based on a Calibrating Prior
weibull_f1fDMGS equation 3.3, f1 term
weibull_f1faThe first derivative of the density
weibull_f2fDMGS equation 3.3, f2 term
weibull_f2faThe second derivative of the density
weibull_fdFirst derivative of the density Created by Stephen Jewson...
weibull_fddSecond derivative of the density Created by Stephen Jewson...
weibull_lddSecond derivative matrix of the normalized log-likelihood
weibull_lddaThe second derivative of the normalized log-likelihood
weibull_ldddThird derivative tensor of the normalized log-likelihood
weibull_ldddaThe third derivative of the normalized log-likelihood
weibull_lmnOne component of the second derivative of the normalized...
weibull_lmnpOne component of the third derivative of the normalized...
weibull_logfLogf for RUST
weibull_logfddSecond derivative of the log density Created by Stephen...
weibull_logfdddThird derivative of the log density Created by Stephen Jewson...
weibull_logliklog-likelihood function
weibull_logscoresLog scores for MLE and RHP predictions calculated using...
weibull_meansMLE and RHP predictive means
weibull_mu1fDMGS equation 3.3, mu1 term
weibull_mu1faMinus the first derivative of the cdf, at alpha
weibull_mu2fDMGS equation 3.3, mu2 term
weibull_mu2faMinus the second derivative of the cdf, at alpha
weibull_p1fDMGS equation 3.3, p1 term
weibull_p1faThe first derivative of the cdf
weibull_p2_cpweibull Distribution with a Predictor on the Scale Parameter,...
weibull_p2fDMGS equation 3.3, p2 term
weibull_p2_f1fDMGS equation 2.1, f1 term
weibull_p2_f1faThe first derivative of the density
weibull_p2_f2fDMGS equation 2.1, f2 term
weibull_p2_f2faThe second derivative of the density
weibull_p2faThe second derivative of the cdf
weibull_p2_fdFirst derivative of the density Created by Stephen Jewson...
weibull_p2_fddSecond derivative of the density Created by Stephen Jewson...
weibull_p2_lddSecond derivative matrix of the normalized log-likelihood
weibull_p2_lddaThe second derivative of the normalized log-likelihood
weibull_p2_ldddThird derivative tensor of the normalized log-likelihood
weibull_p2_ldddaThe third derivative of the normalized log-likelihood
weibull_p2_lmnOne component of the second derivative of the normalized...
weibull_p2_lmnpOne component of the second derivative of the normalized...
weibull_p2_logfLogf for RUST
weibull_p2_logfddSecond derivative of the log density Created by Stephen...
weibull_p2_logfdddThird derivative of the log density Created by Stephen Jewson...
weibull_p2_loglikobserved log-likelihood function
weibull_p2_logscoresLog scores for MLE and RHP predictions calculated using...
weibull_p2_meansweibull distribution: RHP mean
weibull_p2_mu1fDMGS equation 3.3, mu1 term
weibull_p2_mu1faMinus the first derivative of the cdf, at alpha
weibull_p2_mu2fDMGS equation 3.3, mu2 term
weibull_p2_mu2faMinus the second derivative of the cdf, at alpha
weibull_p2_p1fDMGS equation 2.1, p1 term
weibull_p2_p1faThe first derivative of the cdf
weibull_p2_p2fDMGS equation 2.1, p2 term
weibull_p2_p2faThe second derivative of the cdf
weibull_p2_pdFirst derivative of the cdf Created by Stephen Jewson using...
weibull_p2_pddSecond derivative of the cdf Created by Stephen Jewson using...
weibull_p2_predictordataPredicted Parameter and Generalized Residuals
weibull_p2_waicWaic
weibull_pdFirst derivative of the cdf Created by Stephen Jewson using...
weibull_pddSecond derivative of the cdf Created by Stephen Jewson using...
weibull_waicWaic for RUST
fitdistcp documentation built on June 8, 2025, 1:04 p.m.