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Distributions for ALM #13

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config-i1 opened this issue Aug 6, 2018 · 14 comments

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commented Aug 6, 2018

  1. Normal distribution,
  2. F-distribution,
  3. Weird one with the ratio of folded normal distributions,
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commented Aug 7, 2018

  1. Non-central Chi-Squared distribution
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commented Aug 8, 2018

  1. Log-normal distribution

config-i1 added a commit that referenced this issue Aug 8, 2018

1. norm and lnorm distributions, issue #13
2. rmc, stepwise, lmCombine and lmDynamic now use alm().
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commented Aug 9, 2018

(1) and (5) are done.

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commented Aug 9, 2018

(2) is too difficult to estimate. So probably leave it for a while...

config-i1 added a commit that referenced this issue Aug 10, 2018

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commented Aug 10, 2018

(2) is not doable, because it's not possible to parametrise it using mean and sd. So tough luck...

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commented Aug 13, 2018

Logit and probit are now implemented in alm() as well

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commented Aug 26, 2018

Just for fun:
6. Log Laplace,
7. Log Logistic,
8. Log S,
9. Asymmetric Laplace,
10. Student,

And even more:
11. Poisson,
12. Negative binomial,

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commented Aug 28, 2018

(11) and (12) are done in 2e1a8d8

config-i1 added a commit that referenced this issue Aug 31, 2018

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commented Sep 8, 2018

(4) is done in db86e01

config-i1 added a commit that referenced this issue Oct 2, 2018

config-i1 added a commit that referenced this issue Oct 3, 2018

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commented Oct 3, 2018

(9) is done in 1d22422

config-i1 added a commit that referenced this issue Oct 30, 2018

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commented Oct 31, 2018

  1. Beta distribution with potential restrictions on a or b. This might be useful for the rmc() with Beta for pAIC weights.
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commented Oct 31, 2018

  1. Beta distribution with potential restrictions on a or b. This might be useful for the rmc() with Beta for pAIC weights.

The more reasonable thing to do is to construct two regressions: for a and for b - and then estimate the parameters via the maximisation of the likelihood.

config-i1 added a commit that referenced this issue Oct 31, 2018

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commented Nov 1, 2018

Beta is done, but not yet sure how to use it in rmc...

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commented May 3, 2019

  1. Generalised normal distribution:
    https://en.wikipedia.org/wiki/Generalized_normal_distribution
  2. Box-Cox / power normal distribution (as a more general than lognormal)
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