Package: fitdistcp
Type: Package
Title: Distribution Fitting with Calibrating Priors for Commonly Used
        Distributions
Version: 0.2.3
Authors@R: 
  person(given = "Stephen",
           family = "Jewson",
           role = c("aut", "cre"),
           email = "stephen.jewson@gmail.com",
           comment = c(ORCID = "0000-0002-6011-6262"))
Maintainer: Stephen Jewson <stephen.jewson@gmail.com>
Imports: stats, mev, extraDistr, gnorm, fdrtool, pracma, rust, actuar,
        fExtremes
Depends: R (>= 3.5.0)
Description: Generates predictive distributions based on calibrating priors
    for various commonly used statistical models, including models with 
    predictors. Routines for densities, probabilities, quantiles, random
    deviates and the parameter posterior are provided. The predictions are
    generated from the Bayesian prediction integral, with priors chosen to
    give good reliability (also known as calibration). For homogeneous models,
    the prior is set to the right Haar prior, giving predictions which are
    exactly reliable. As a result, in repeated testing, the frequencies of
    out-of-sample outcomes and the probabilities from the predictions agree.
    For other models, the prior is chosen to give good reliability. Where
    possible, the Bayesian prediction integral is solved exactly. Where exact
    solutions are not possible, the Bayesian prediction integral is solved
    using the Datta-Mukerjee-Ghosh-Sweeting (DMGS) asymptotic expansion.
    Optionally, the prediction integral can also be solved using posterior
    samples generated using Paul Northrop's ratio of uniforms sampling package
    ('rust'). Results are also generated based on maximum likelihood, for
    comparison purposes. Various model selection diagnostics and testing
    routines are included. Based on "Reducing reliability bias in assessments
    of extreme weather risk using calibrating priors", Jewson, S., Sweeting, T.
    and Jewson, L. (2024); <doi:10.5194/ascmo-11-1-2025>.
License: MIT + file LICENSE
BugReports: https://github.com/stephenjewson/fitdistcp/issues
URL: https://www.fitdistcp.info
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
Suggests: knitr, rmarkdown
NeedsCompilation: no
Packaged: 2025-11-24 07:17:25 UTC; steph
Author: Stephen Jewson [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-6011-6262>)
Repository: CRAN
Date/Publication: 2025-11-24 07:40:02 UTC
Built: R 4.6.0; ; 2025-12-17 04:34:35 UTC; windows
