sbde: Semiparametric Bayesian Density Estimation
Offers Bayesian semiparametric density estimation
and tail-index estimation for heavy tailed data, by
using a parametric, tail-respecting transformation
of the data to the unit interval and then modeling
the transformed data with a purely nonparametric
logistic Gaussian process density prior. Based on
Tokdar et al. (2022) <doi:10.1080/01621459.2022.2104727>.
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