bayesestdft - Estimating the Degrees of Freedom of the Student's t-Distribution under a Bayesian Framework

A Bayesian framework to estimate the Student's t-distribution's degrees of freedom is developed. Markov Chain Monte Carlo sampling routines are developed as in <doi:10.3390/axioms11090462> to sample from the posterior distribution of the degrees of freedom. A random walk Metropolis algorithm is used for sampling when Jeffrey's and Gamma priors are endowed upon the degrees of freedom. In addition, the Metropolis-adjusted Langevin algorithm for sampling is used under the Jeffrey's prior specification. The Log-normal prior over the degrees of freedom is posed as a viable choice with comparable performance in simulations and real-data application, against other prior choices, where an Elliptical Slice Sampler is used to sample from the concerned posterior.

Last updated 1 months ago

2.70 score 1 stars 1 scripts 503 downloads

GoodFitSBM - Monte Carlo goodness-of-fit tests for Stochastic Blockmodels

Performing goodness-of-fit tests for stochastic blockmodels used to fit network data. Among the three variants of SBMs discussed in <https://doi.org/10.1093/jrsssb/qkad084>, goodness-of-fit test has been performed for the Erdős-Rényi (ER) and Beta versions of SBMs.

Last updated 1 years ago

2.70 score 1 stars 199 downloads

TrtCombo.FactorialExp.SR - Generation Of Treatment Combination (in Standard Order) in 2^n Factorial Experiment

Gives the required 2^n treatment combinations in a 2^n symmetric factorial experiment in their respective standard order.

Last updated 4 years ago

2.00 score 178 downloads

gamblers.ruin.gameplay - One-Dimensional Random Walks Through Simulation of the Gambler's Ruin Problem

Simulates a gambling game under the gambler's ruin setup, after asking for the money you have and the money you want to win, along with your win probability in each round of the game.

Last updated 4 years ago

1.00 score 185 downloads

YatesAlgo.FactorialExp.SR - Yates' Algorithm in 2^n Factorial Experiment

Determines the sum of squares of the (2^n)-1 factorial effects in a 2^n factorial experiment using Yates' algorithm.

Last updated 4 years ago

1.00 score 134 downloads