Stan functions for working with the unifed distribution
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
.
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