fitdistcp

0.2.3

Distribution Fitting with Calibrating Priors for Commonly Used Distributions

0packages depend

2.7Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Stephen JewsonFirst published 2025-04-232 releasesCRAN page ↗GitHub ↗

Generates predictive distributions based on calibrating priors for various commonly used statistical models, including models with predictors. Routines for densities, probabilities, quantiles, random deviates and the parameter posterior are provided. The predictions are generated from the Bayesian prediction integral, with priors chosen to give good reliability (also known as calibration). For homogeneous models, the prior is set to the right Haar prior, giving predictions which are exactly reliable. As a result, in repeated testing, the frequencies of out-of-sample outcomes and the probabilities from the predictions agree. For other models, the prior is chosen to give good reliability. Where possible, the Bayesian prediction integral is solved exactly. Where exact solutions are not possible, the Bayesian prediction integral is solved using the Datta-Mukerjee-Ghosh-Sweeting (DMGS) asymptotic expansion. Optionally, the prediction integral can also be solved using posterior samples generated using Paul Northrop's ratio of uniforms sampling package ('rust'). Results are also generated based on maximum likelihood, for comparison purposes. Various model selection diagnostics and testing routines are included. Based on "Reducing reliability bias in assessments of extreme weather risk using calibrating priors", Jewson, S., Sweeting, T. and Jewson, L. (2024); doi:10.5194/ascmo-11-1-2025.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("fitdistcp", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("stephenjewson/fitdistcp")

Development version from stephenjewson/fitdistcp. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-fitdistcp

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-fitdistcp

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-fitdistcp

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 13.1 min · r-oldrel-macos-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-07
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 91%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 4%

Downloads

2.7K

CRAN downloads in the past year

Rank #17,634 · ~7/day · ~223/mo

Releases R versions

Daily download trend is not available in this view yet.

24330 days

66490 days

2.7K1 year

Compare downloads with other packages →

Also on186 r2u30 autocran

Repository

GitHub ↗ stephenjewson/fitdistcp

3Stars

0Forks

0Open issues

0Open PRs

0Releases

59Commits

1Contributors

59 commits · Last activity 2025-11-25 · 0% stars, 30d

Stars over time

2025-05-07 · 12026-07-07 · 3

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/stephenjewson/fitdistcp on 2026-07-19.

Lint, format, editor (1)

RStudio project

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (9)

statsmev extraDistr gnorm fdrtool pracma rust actuar fExtremes

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

Rd 43,129 (54%)R 37,242 (46%)

Code characteristics

Cyclomatic complexity: 1.0 median / 55 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

1168 0 exported

Complexity

2.6 avg / 55 max

Call network

1168 nodes / 1781 edges

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

Datasets

Bundled datasets · 59

Name	Class	Rows × Cols	Also ships in
d010exp_example_data_v1	vector	–	–
d011pareto_k2_example_data_v1	vector	–	–
d020halfnorm_example_data_v1	vector	–	–
d025unif_example_data_v1	vector	–	–
d030norm_example_data_v1	vector	–	–
d031norm_dmgs_example_data_v1	vector	–	–
d032gnorm_k3_example_data_v1	vector	–	–
d035lnorm_example_data_v1	vector	–	–
d036lnorm_dmgs_example_data_v1	vector	–	–
d040logis_example_data_v1	vector	–	–
d041lst_k3_example_data_v1	vector	–	–
d042cauchy_example_data_v1	vector	–	–
d050gumbel_example_data_v1	vector	–	–
d051frechet_k1_example_data_v1	vector	–	–
d052weibull_example_data_v1	vector	–	–
d053gev_k3_example_data_v1	vector	–	–
d055exp_p1_example_data_v1_t	vector	–	–
d055exp_p1_example_data_v1_x	vector	–	–
d056pareto_p1k2_example_data_v1_t	vector	–	–
d056pareto_p1k2_example_data_v1_x	vector	–	–
d060norm_p1_example_data_v1_t	vector	–	–
d060norm_p1_example_data_v1_x	vector	–	–
d061lnorm_p1_example_data_v1_t	vector	–	–
d061lnorm_p1_example_data_v1_x	vector	–	–
d062logis_p1_example_data_v1_t	vector	–	–
d062logis_p1_example_data_v1_x	vector	–	–
d063lst_p1k3_example_data_v1_t	vector	–	–
d063lst_p1k3_example_data_v1_x	vector	–	–
d064cauchy_p1_example_data_v1_t	vector	–	–
d064cauchy_p1_example_data_v1_x	vector	–	–
d070gumbel_p1_example_data_v1_t	vector	–	–
d070gumbel_p1_example_data_v1_x	vector	–	–
d071frechet_p2k1_example_data_v1_t	vector	–	–
d071frechet_p2k1_example_data_v1_x	vector	–	–
d072weibull_p1_example_data_v1_t	vector	–	–
d072weibull_p1_example_data_v1_x	vector	–	–
d073weibull_p2_example_data_v1_t	vector	–	–
d073weibull_p2_example_data_v1_x	vector	–	–
d074gev_p1k3_example_data_v1_t	vector	–	–
d074gev_p1k3_example_data_v1_x	vector	–	–
d080norm_p12_example_data_v1_t1	vector	–	–
d080norm_p12_example_data_v1_t2	vector	–	–
d080norm_p12_example_data_v1_x	vector	–	–
d081lst_p12k3_example_data_v1_t1	vector	–	–
d081lst_p12k3_example_data_v1_t2	vector	–	–
d081lst_p12k3_example_data_v1_x	vector	–	–
d082weibull_p12_example_data_v1_t1	vector	–	–
d082weibull_p12_example_data_v1_t2	vector	–	–
d082weibull_p12_example_data_v1_x	vector	–	–
d100gamma_example_data_v1	vector	–	–
d101invgamma_example_data_v1	vector	–	–
d102invgauss_example_data_v1	vector	–	–
d105burr_example_data_v1	vector	–	–
d110gev_example_data_v1	vector	–	–
d120gpd_k1_example_data_v1	vector	–	–
d150gev_p1_example_data_v1_t	vector	–	–
d150gev_p1_example_data_v1_x	vector	–	–
d151gev_p12_example_data_v1_x	vector	–	–
d152gev_p123_example_data_v1_x	vector	–	–

People & History

People (1)

Maintainer (1)

Stephen Jewson

Author, Maintainer

Authors (1)

Stephen Jewson

Author, Maintainer

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.2.3Latest
2025-11-24 · current release · diff ↗
0.1.1
2025-04-23
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-04-23
Total releases: 2 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 29 KB / 61 files
Download size: 479 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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