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| PROBABILITY DENSITY FUNCTIONS |
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MEANING: Functions that may be used in abbreviated code.
CONTEXT: Fortran coded function
A series of built in probability density functions are available with
NONMEM 7.4.2. For a given probability density there is also a cumula-
tive distribution function (densitycdf), and random number generating
function (density_rng).
They are described in INTRODUCTION TO NONMEM 7.4.2 Section I.26.
The density and densityCDF functions have arguments that are compati-
ble with the FUNC system, in which function provides derivatives (XD),
and second derivatives (XDD) (see I.65.Expanded Syntax and Capacity
for User-Defined Functions (FUNCA) (NM74)). Thus, even random (eta
associated) variables may serve as arguments to the parameters of the
density functions. The source code of these densities are in
..\source\DISTRIB.f90, DISTRIBCDF.f90, and DISTRIBRNG.f90. Note that
multi-variate densities do not have a corresponding CDF routine.
Examples of their use are in the ..\examples\densities directory.
Here are the list of densities, which are modeled after the format
from the Stan manual:
BERNOULLI
BERNOULLILOGIT
BINOMIAL
BINOMIALLOGIT
BETABINOMIAL
HYPERGEOMETRIC
CATEGORICAL
CATEGORICALLOGIT
ORDEREDLOGISTIC
NEGBINOMIAL
NEGBINOMIAL2
NEGBINOMIAL2LOG
POISSON
POISSONLOG
MULTINOMIAL
NORMAL
EXPMODNORMAL
SKEWNORMAL
STUDENTT
DOUBLEEXPONENTIAL
LOGISTIC
GUMBEL
LOGNORMAL
CHISQUARE
INVCHISQUARE
SCALEDINVCHISQUARE
EXPONENTIAL
GAMMA
INVGAMMA
WEIBULL
FRECHET
RAYLEIGH
PARETO
PARETO2
BETA
DIRICHLET
VON MISES
REFERENCES: none
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