Add Laplacian family likelihood distributions
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- Dominant language
- R
- Stars
- 401
- Forks
- 136
- PR merge metrics
- No merged PRs in 30d
Description
Summary:
Add Laplace (double exponential) family to the list of supported likelihood distributions.
Description:
Laplacian distribution allows modeling the noise with heavy tails.
Since its maximum likelihood estimators are median and mean absolute deviance, it could be considered as a robust counterpart to Normal distribution.
For reference, the BRMS package supports a wider family of asymmetric Laplace distributions, which allows quantile regression.
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the existing supported likelihood distributions in rstanarm and compare their implementation and tests with the Laplace distribution described here. Review the BRMS reference for the asymmetric Laplace context, then define completion as adding Laplace-family likelihood support with validation and coverage for its robust noise behavior.
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Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100