Repository navigation
Feature/skew student - #1969
Open
fusaroli wants to merge 1 commit into
Open
Feature/skew student#1969fusaroli wants to merge 1 commit into
fusaroli wants to merge 1 commit into
Conversation
- Implemented skew_student (Azzalini-Capitanio skewed Student-t) parameterized with mean mu, asymptotic standard deviation sigma, skewness alpha (matching skew_normal convention), and degrees of freedom nu. - Added fun_skew_student.stan in inst/chunks/ with gradient-guarded autodiff expansion for student_t_lcdf at x = 0. - Implemented dskew_student, pskew_student, qskew_student, rskew_student, and cp2dp_skew_student in R/distributions.R and documented via roxygen2. - Added family registration in R/families.R and R/family-lists.R. - Added methods for log_lik (supporting weights, censoring, and truncation), posterior_epred, and posterior_predict. - Added unit tests in tests.distributions.R, tests.families.R, tests.log_lik.R, and tests.stancode.R. - Updated NEWS.md referencing paul-buerkner#513.
This branch has not been deployed
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Third of three PRs for #513 (agreed implementation of native skewed families).
skew_student(Azzalini–Capitanio skewed Student-t) parameterized with meanmu, asymptotic standard deviationsigma, skewnessalpha(matchingskew_normalconvention), and degrees of freedomnu.fun_skew_student.stanininst/chunks/with gradient-guarded autodiff expansion forstudent_t_lcdfat x = 0.dskew_student,pskew_student,qskew_student,rskew_student, andcp2dp_skew_studentinR/distributions.Rand documented via roxygen2.R/families.RandR/family-lists.R.log_lik(supporting weights, censoring, and truncation),posterior_epred, andposterior_predict.tests.distributions.R,tests.families.R,tests.log_lik.R, andtests.stancode.R.NEWS.mdreferencing Implementing the Skewed T-Distribution #513.