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>
License: GPL-2
NeedsCompilation: yes
CRAN checks: sbde results


Reference manual: sbde.pdf


Package source: sbde_1.0-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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


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