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sbde

Semiparametric Bayesian Density Estimation

v1.0-2 · Sep 24, 2025 · GPL-2

Description

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>.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies coda extremefit sbde

Version History

4 tracked
new 1.0-2 Mar 10, 2026
updated 1.0-2 ← 1.0-1 diff Sep 23, 2025
updated 1.0-1 ← 1.0-0 diff Feb 16, 2024
new 1.0-0 Oct 2, 2022