greta-dev/greta

extreme value distributions module

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#67 opened on 2017年5月28日

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説明

As per @TonyLadson's request in #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!

コントリビューターガイド

技術スタック
r
領域
datamachine learning
Issue 種別
feature
難度新しい貢献者にとっての実装難度です。1 は非常に小さな変更、5 は専門的な作業です。
3
推定時間経験ある貢献者が調査、実装、テスト、pull request 準備にかけるおおよその時間範囲です。
3-5 days
活動状況Issue が今どれだけ取り組みやすいかを示します。新しい、活発、古い、ブロック中、またはメンテナー入力待ちなどです。
stale
明確さ期待される変更、受け入れ条件、次の手順がどれだけ明確かを示します。
clear
前提条件
Rextreme value distributionsgreta package
初心者向け度初回貢献者にどれだけ取り組みやすいかを 1-100 で推定したスコアです。
70
調査方針
First, study the existing distribution implementations in the greta package (e.g., normal, gamma) to understand the pattern and API. Then, review the evd package's documentation and source code to see how GEV, Gumbel, Pearson III, and generalized Pareto are implemented. The issue requests that all distributions be based on evd for consistency. The maintainer @goldingn has offered support, so feel free to ask questions on the issue. Specific files to examine: the R/ directory in the greta repo for distribution implementations.