rmutil - Utilities for Nonlinear Regression and Repeated Measurements Models
A toolkit of functions for nonlinear regression and repeated measurements not to be used by itself but called by other Lindsey packages such as 'gnlm', 'stable', 'growth', 'repeated', and 'event' (available at <https://www.commanster.eu/rcode.html>).
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8.21 score 1 stars 59 dependents 612 scripts 7.4k downloadsstable - Probability Functions and Generalized Regression Models for Stable Distributions
Density, distribution, quantile and hazard functions of a stable variate; generalized regression models for the parameters of a stable distribution. See the README for how to make equivalent calls to those of 'stabledist' (i.e., Nolan's 0-parameterization and 1-parameterization as detailed in Nolan (2020)). See github for Lambert and Lindsey 1999 JRSS-C journal article, which details the parameterization of the Buck (1995) stable. See the Details section of the `?dstable` help file for context and references.
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6.88 score 5 stars 34 dependents 41 scripts 7.3k downloadslibstable4u - Stable Distribution Functions...For You
Tools for fast and accurate evaluation of skew stable distributions (CDF, PDF and quantile functions), random number generation, and parameter estimation. This is 'libstableR' as per Royuela del Val, Simmross-Wattenberg, and Alberola López (2017) <doi:10.18637/jss.v078.i01> under a new maintainer.
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gslcpp
3.63 score 2 dependents 3 scripts 1.4k downloadsgnlm - Generalized Nonlinear Regression Models
A variety of functions to fit linear and nonlinear regression with a large selection of distributions.
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3.59 score 2 stars 13 scripts 549 downloadsmvpd - Multivariate Product Distributions for Elliptically Contoured Distributions
Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>.
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3.26 score 18 scripts 256 downloadsgrowth - Multivariate Normal and Elliptically-Contoured Repeated Measurements Models
Functions for fitting various normal theory (growth curve) and elliptically-contoured repeated measurements models with ARMA and random effects dependence.
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fortranglibc
3.23 score 17 scripts 220 downloadsmvgb - Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method
Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) <DOI:10.1198/106186002394> but by sampling positive stable variates not chi/sqrt(nu).
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2.70 score 6 scripts 331 downloads