This repository contains the code
and latex
files for the master thesis.
The simulation scenarios (based on Rojas-Perilla et al. 2020) in Julia can be found in the code/utils/simulations
folder. Note that there is a separate file for the GB2 distribution. The models that generate the simulations are in sim_models.jl
and the simulation process, which includes the sampling step from the generated population, in simulations.jl
The models that I have used in the simulation study so far are in code/model/stan/simulations.
The model with the shift tranformation is log_shift_model.stan
. When drawing from the posterior predictive distribution, we need two cases: no areas out-of-sample (log_shift_y_pred.stan
) and some areas out of sample (log_shift_pred_miss.stan
).
In code/notebooks
are the tests that I have done. Two are particularly important. simulation_study
contains posterior predictive checks for the log-shifted model and also some comparisons to the EBP under transformations. In skewed likelihoods
I try out a group of skewed likelihood with brms
. The results can be found in the appendix of the thesis. Additional auxiliary scripts imported into the noteboks can be found in config
, ops
and utils
.