two-piece

Overview

The twopiece library provides a Python implementation of the family of Two Piece distributions. It covers three subfamilies Two-Piece Scale, Two-Piece Shape, and Double Two-Piece. The following diagram shows how these families relate.

Notes

For technical details on this families of distributions we refer to the following two publications which serve as reference for our implementation.

• Inference in Two-Piece Location-Scale Models with Jeffreys Priors published in Bayesian Anal. Volume 9, Number 1 (2014), 1-22.

• Bayesian modelling of skewness and kurtosis with Two-Piece Scale and shape distributions published in Electron. J. Statist., Volume 9, Number 2 (2015), 1884-1912.

For the R implementation we refer to the following packages.

• twopiece, DTP, and TPSAS

@online{ dialid2019,
  author = { D. Santiago },
  title = { two-piece },
  date = { 2019-01-11 },
  url = { https://dialidsantiago.com/project/twopiece/ }
}