Installation

The GUD package provides probability density functions and sampling algorithms for three key distributions from the General Unimodal Distribution (GUD) family: the Flexible Gumbel (FG) distribution, the Double Two-Piece (DTP) Student-t distribution, and the Two-Piece Scale (TPSC) Student-t distribution. Additionally, this package includes a function for Bayesian linear modal regression, leveraging these three distributions for model fitting.

You can install the GUD package:

if (! require(GUD)) {
  install.packages(pkgs = "GUD",
                   repos = "https://cran.rstudio.com/" )
} else {
  require(GUD)
}
#> Loading required package: GUD

Introduction

The general unimodal distribution (GUD) family is essentially a family of two-component mixture distributions. The probability density function (pdf) of a member of GUD family is $$ f\left(y \mid w, \theta, \boldsymbol{\xi}_1, \boldsymbol{\xi}_2\right)=w f_1\left(y \mid \theta, \boldsymbol{\xi}_1\right)+(1-w) f_2\left(y \mid \theta, \boldsymbol{\xi}_2\right), $$ where