greta-dev/greta.distributions

extreme value distributions module

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#39 opened on May 28, 2017

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help wanted

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Description

As per @TonyLadson's request in greta-dev/greta#1 distributions for extreme value modelling would be useful. These would be best placed in a module (though admittedly the boundary between general distributions and extreme value distributions is blurry).

Specific requests include:

  • GEV
  • Gumbel
  • Gumbel type B
  • Pearson III
  • Log Pearson III
  • Generalised pareto

Like the already implemented distributions, these should all have a reference R implementation, where possible from a widely used package and preferably all the same package. evd looks like it has the best combination of consistency and scope, and appears to be widely used (judging by download stats from cranlogs).

This is not currently at the top of my to do list, but I would be really keen to support someone else in developing this module!

Contributor guide

Research direction
Examine the existing distribution implementations in greta.distributions and the 'evd' package to understand the needed parameterizations for GEV, Gumbel, Pearson III, etc. Then propose a design for adding these distributions as a new module.
Tech stack
r
Domain
data
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-2 days
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Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
RGitgreta
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
45