R package: dng – distributions and gradients

An R package dng is now on CRAN.


At the moment, this package includes the distribution function and random generating process for  the “split-t” density and gradient base on my previous paper “Flexible Modeling of Conditional Distributions using Smooth Mixtures of Asymmetric Student T Densities”, Journal of Statistical Planning and Inference. We plan to add more densities.

Thank you Jiayue for the hard work.

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By Feng Li

Dr. Feng Li is an Associate Professor of Statistics in the School of Statistics and Mathematics at Central University of Finance and Economics in Beijing, China. Feng obtained his Ph.D. degree in Statistics from Stockholm University, Sweden in 2013. His research interests include Bayesian computation, econometrics and forecasting, and distributed learning. His recent research output appeared in statistics and forecasting journals such as the International Journal of Forecasting and Statistical Analysis and Data Mining, AI journals such as Expert Systems with Applications, and medical journals such as BMJ Open.

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