neodistr package

Neodistr package aims to provide density, distribution function, quantile function and random generation for neo-normal distributions. This package also provides a stan code for the distribution, so that we can estimate the parameter distribution using stan. In this package there is a function that can generate a custom_family for brms so that we can use it to modeling that uses brms with dependent variables having a neo-normal distribution

library(devtools)
install_github("madsyair/neodistr")

References

Choir, A. S. (2020).The New Neo-Normal Distributions and their Properties. Disertation. Institut Teknologi Sepuluh Nopember.

Iriawan, N. (2000).Computationally Intensive Approaches to Inference in Neo-Normal Linear Models. Curtin University of Technology.

Jones, M.C. and Faddy, M. J. (2003) A skew extension of the t distribution, with applications. Journal of the Royal Statistical Society, Series B, 65, pp 159-174.

Rigby, R.A. and Stasinopoulos, M.D. and Heller, G.Z. and De Bastiani, F. (2019) Distributions for Modeling Location, Scale, and Shape: Using GAMLSS in R.CRC Press