Skip to contents

Distributions

The general univariate distribution interface: 38 families with density, quantile, seeded random generation, and fitting.

distribution()
Create a univariate distribution object
dist_pdf() dist_log_pdf() dist_cdf() dist_quantile() dist_random()
Distribution functions
dist_moments() dist_params() dist_lmoments() dist_log_likelihood()
Distribution properties
dist_fit()
Fit a distribution to data
distribution_names()
List the supported distribution families

GEV convenience functions

dgev() pgev() qgev()
Generalized Extreme Value distribution
gev_fit()
Fit a GEV distribution
gev_moments()
Moments of a GEV distribution
gev_quantile_se()
Standard error of a GEV quantile (maximum likelihood)

Frequency analysis

univariate_analysis()
Bayesian univariate frequency analysis
fit_distributions()
Fit and rank candidate distributions
bulletin17c_analysis()
Bulletin 17C flood-frequency analysis
composite_analysis()
Composite frequency analysis

Model-family analyses

mixture_analysis()
Bayesian mixture-model frequency analysis
competing_risk_analysis()
Bayesian competing-risk frequency analysis
point_process_analysis()
Bayesian point-process (peaks-over-threshold) frequency analysis
spatial_gev_analysis()
Hierarchical spatial-GEV frequency analysis
bivariate_analysis()
Bivariate (copula) joint-exceedance frequency analysis
coincident_frequency_analysis()
Coincident-frequency analysis
rating_curve_analysis()
Stage-discharge rating-curve frequency analysis

Time series

ar_analysis()
Bayesian autoregressive AR(p) time-series analysis
ma_analysis()
Bayesian moving-average MA(q) time-series analysis
arima_analysis()
Bayesian ARIMA(p,d,q) time-series analysis
arimax_analysis()
Bayesian ARIMAX(p,d,q) time-series analysis

MCMC

mcmc_sample()
Sample the posterior of a distribution's parameters by MCMC

Uncertainty and diagnostics

bootstrap_analysis()
Parametric bootstrap confidence bands for a distribution
estimation_diagnostics()
Bayesian estimation diagnostics (leverage / influence / prior influence)
prior_predictive_check()
Prior predictive check
posterior_predictive_check()
Posterior predictive check

Statistics utilities

mgbt_test()
Multiple Grubbs-Beck low-outlier test
box_cox_lambda() box_cox() box_cox_inverse()
Box-Cox transformation
yeo_johnson_lambda() yeo_johnson() yeo_johnson_inverse()
Yeo-Johnson transformation
plotting_positions()
Plotting positions
latin_hypercube()
Latin hypercube sampling