Code for generating Generalized Fiducial distribution for extremes using Generalized Pareto Model accompaning the paper Generalized Fiducial Confidence Intervals for Extremes. Downloads: R code for known threshold, R code with threshold estimation.
Code for generating Generalized Fiducial distribution for parameters if linear mixed model accompaning the paper Generalized Fiducial Inference for Normal Linear Mixed Models. Downloads: Matlab code.
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