gev_means: Analytical Expressions for Predictive Means RHP mean based on...

In fitdistcp: Distribution Fitting with Calibrating Priors for Commonly Used Distributions

Analytical Expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1

Description

Analytical Expressions for Predictive Means RHP mean based on the expectation of DMGS equation 2.1

Usage

gev_means(
  means,
  ml_params,
  lddi,
  lddi_k3,
  lddd,
  lddd_k3,
  lambdad_flat,
  lambdad_rh_mle,
  lambdad_rh_flat,
  lambdad_jp,
  lambdad_custom,
  nx,
  dim = 3
)

Arguments

means	logical that indicates whether to return analytical estimates for the distribution means (longer runtime)
ml_params	parameters
lddi	inverse observed information matrix
lddi_k3	inverse observed information matrix, fixed shape parameter
lddd	third derivative of log-likelihood
lddd_k3	third derivative of log-likelihood, fixed shape parameter
lambdad_flat	derivative of the log flat prior
lambdad_rh_mle	derivative of the log CRHP-MLE prior
lambdad_rh_flat	derivative of the log CRHP-FLAT prior
lambdad_jp	derivative of the log JP prior
lambdad_custom	custom value of the derivative of the log prior
nx	length of training data
dim	number of parameters

Value

Two scalars

fitdistcp documentation built on June 8, 2025, 1:04 p.m.