The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

sbde: Semiparametric Bayesian Density Estimation

Offers Bayesian semiparametric density estimation and tail-index estimation for heavy tailed data, by using a parametric, tail-respecting transformation of the data to the unit interval and then modeling the transformed data with a purely nonparametric logistic Gaussian process density prior. Based on Tokdar et al. (2022) <doi:10.1080/01621459.2022.2104727>.

Version: 1.0-1
Depends: R (≥ 2.6)
Imports: coda, extremefit
Published: 2024-02-16
DOI: 10.32614/CRAN.package.sbde
Author: Surya Tokdar
Maintainer: Surya Tokdar <surya.tokdar at duke.edu>
License: GPL-2
NeedsCompilation: yes
CRAN checks: sbde results

Documentation:

Reference manual: sbde.pdf

Downloads:

Package source: sbde_1.0-1.tar.gz
Windows binaries: r-devel: sbde_1.0-1.zip, r-release: sbde_1.0-1.zip, r-oldrel: sbde_1.0-1.zip
macOS binaries: r-release (arm64): sbde_1.0-1.tgz, r-oldrel (arm64): sbde_1.0-1.tgz, r-release (x86_64): sbde_1.0-1.tgz, r-oldrel (x86_64): sbde_1.0-1.tgz
Old sources: sbde archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=sbde to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.