Add Asymmetric Exponential Power Distribution #1808
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
I have previously added the Skewed Exponential Power distribution (SEPD) to
Distributions.jl
. This pull request implements the Asymmetric Exponential Power Distribution (AEPD) of Zhu and Zinde-Walsh, 2009 which is the extension of the SEPD to include different shape parameters on the left and right hand sides of the mode.