A 'JAGS' extension module provides neo-normal distributions family including MSNBurr, MSNBurr-IIa, GMSNBurr, Lunetta Exponential Power, Fernandez-Steel Skew t, Fernandez-Steel Skew Normal, Fernandez-Osiewalski-Steel Skew Exponential Power, Jones Skew Exponential Power. References: Choir, A. S. (2020). "The New Neo-Normal Distributions and Their Properties".Unpublished Dissertation. Denwood, M.J. (2016) doi:10.18637/jss.v071.i09. Fernandez, C., Osiewalski, J., & Steel, M. F. (1995) doi:10.1080/01621459.1995.10476637. Fernandez, C., & Steel, M. F. (1998) doi:10.1080/01621459.1998.10474117. Iriawan, N. (2000). "Computationally Intensive Approaches to Inference in NeoNormal Linear Models".Unpublished Dissertation. Mineo, A., & Ruggieri, M. (2005) doi:10.18637/jss.v012.i04. Rigby, R. A., & Stasinopoulos, D. M. (2005) doi:10.1111/j.1467-9876.2005.00510.x. Lunetta, G. (1963). "Di una Generalizzazione dello Schema della Curva Normale". Rigby, R. A., Stasinopoulos, M. D., Heller, G. Z., & Bastiani, F. D. (2019) doi:10.1201/9780429298547.
github.com/madsyair/neojags | |
System requirements | JAGS >= 4.3.0 (https://mcmc-jags.sourceforge.io/) |
Bug report | File report |