unifed.stan: Stan functions for working with the unifed distribution

Description Details

Description

Stan functions for working with the unifed distribution

Details

A script with stan functions of the unifed is provided. The script can be included in stan code. The full path to the script can be obtained with the function unifed.stan.path. The following list are the names of functions that take one real value:

real unifed_kappa(real theta)

Computes the cumulant generator of the unifed distribution.

real unifed_kappa_prime(real theta)

Computes the first derivative of the cumulant generator.

real unifed_kappa_double_prime(real theta)

Computes the second derivative of the cumulant generator.

real unifed_lpdf(real x,real theta)

Computes the logarithm of the probability density function of a unifed distribution. theta is the value of the canonical parameter of the unifed and x if the value where the density is evaluated.

real unifed_quantile(real p,real theta)

Returns the p-th quantile of a unifed distribution with canonical parameter theta

.

real unifed_rng(real theta)

Returns a simulated value of a unifed distribution with canonical parameter theta.

real unifed_lcdf(real x,real theta)

Computes the logarithm of the cumulative density function of a unifed distribution. theta is the value of the canonical parameter of the unifed and x if the value where the density is evaluated.

real unifed_kappa_prime_inverse(real mu)

Returns the inverse of the derivative of the unifed cumulant generator

real unifed_unit_deviance(real y,real mu)

Unit deviance function of the unifed.

The following functions take vectors as arguments

vector unifed_kappa_v(vector theta)

Vectorized version of unifed_kappa.

vector unifed_kappa_prime_inverse_v(vector mu)

Vectorized version of unifed_kappa_prime_inverse.

void unifed_glm_lp(vector y, vector theta, vector weights)

Adds to the Log Probability Accumulator the logarithm of the likelihood function of a GLM with observed response y, estimated canonical parameter theta and weights weights.


unifed documentation built on April 14, 2021, 1:07 a.m.