bdist

This is a package of distributions I have found useful for Bayesian analysis. Distributions include:

• double generalized Pareto
• Weibull (alternative parameterization)
• student t (alternative parameterization)
• truncated normal
• multivariate normal
• inverse gamma
• inverse root gamma

All distributions include density, quantile, cdf, and generation functions, and all are unit tested.

Installation

library(devtools)
install_github('kuperov/bdist')

Example

Plot a double generalized Pareto distribution:

  library(bdist)
  gdp.density <- function(x) dgdp(x, xi = 1, alpha = 2)
  plot(gdp.density, from = -5, to = 5, col = 'blue',
       main = expression("Double Generalized Pareto distribution:" ~
                           xi == 1~alpha == 2))