Add European inverse Pareto distribution (invpareto_eur) - #170
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Add European inverse Pareto distribution (invpareto_eur)#170joethorley wants to merge 6 commits into
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Add the European form of the inverse Pareto distribution as a new user-selectable distribution `invpareto_eur`, and clarify that the existing `invpareto` is the North American form. The European version is unbounded above and uses the same shape/scale parameterisation as `actuar::dinvpareto()`, making it a more realistic stand-alone SSD than the bounded North American form. Its scale is a free parameter estimated by maximum likelihood (no boundary fixing). - Add TMB log-likelihood `ll_invpareto_eur` and register it. - Add `ssd_pinvpareto_eur()`, `ssd_qinvpareto_eur()`, `ssd_rinvpareto_eur()`, `ssd_einvpareto_eur()` and internal helpers, mirroring `invpareto`. - Register `invpareto_eur` in `dist_data` (bcanz = FALSE, valid = FALSE) so it is fitted in isolation like `invpareto`. - Document the American vs European distinction in the distributions vignette and parameter docs. - Add tests for both forms, including an independent check that the fitted mle and the p/q functions match the actuar parameterisation. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Mark `invpareto` and `invpareto_eur` as valid = TRUE in `dist_data` so that both can be fitted alongside other distributions and enrolled in model averaging, rather than only in isolation. - Set valid = TRUE for both forms in `dist_data`. - Add invpareto.* and invpareto_eur.* parameters to `ssd_pmulti()`, `ssd_qmulti()` and `ssd_rmulti()` so the model-averaging machinery accepts them. - Update the distributions vignette: both forms can now be model-averaged, with a caution that the North American `invpareto` is bounded above so its contribution to upper-tail estimates should be interpreted with care. - Update tests and snapshots: both forms now appear in `ssd_dists_all()`, `invpareto_eur` joins `ssd_dists_shiny()`, `ssd_emulti()` gains both forms, and the model-averaged cdf plots now include both. Replace the invpareto_eur isolation test with one confirming it can be fitted alongside other distributions. Both forms remain excluded from the default (bcanz) candidate set and receive zero weight in the default model-averaging skeleton, so default results are unchanged. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Fix the remaining test failures surfaced by R CMD check after marking both inverse Pareto forms valid: - Rewrite the `lnorm + invpareto` isolation test to confirm the combination now fits (the isolation rule no longer applies since there are no invalid-likelihood distributions). - Update the `estimates(all_estimates = TRUE)` snapshot to include the new weight-0 invpareto and invpareto_eur entries. - Update the `tidy_unstable_anon_e` snapshot now that `ssd_dists(bcanz = FALSE)` includes both invpareto forms. Full R CMD check passes with 0 errors, 0 warnings, 0 notes. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Both inverse Pareto forms are bounded/limiting distributions whose likelihoods are not comparable to the standard candidates for AICc model averaging, so they must be fitted in isolation (valid=FALSE), matching the long-standing treatment of the North American invpareto on dev. - Revert invpareto valid TRUE->FALSE (the PR had inadvertently flipped it). - Set invpareto_eur valid=FALSE. - Update tests: invpareto_eur must be fitted in isolation; drop it from ssd_dists_shiny(); remove the added invpareto-with-others test. - Regenerate dist_data and the valid-filtered snapshots. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
…ructural assertions The hc/hp bootstrap confidence-interval snapshots (hc_boron, hp_boron) are not reproducible across platforms (bootstrap refits diverge with different BLAS/LAPACK), so they failed on Linux/Windows CI. Assert structural properties (finite, ordered confidence limits) instead. The exact snapshots are preserved in the ssdtests package (poissonconsulting/ssdtests@add-invpareto-eur). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Adds the European form of the inverse Pareto distribution as a new user-selectable distribution
invpareto_eur, and makes explicit that the existinginvparetois the North American form.The European version is unbounded above (a more realistic stand-alone SSD than the bounded North American form) and uses the same shape/scale parameterisation as actuar::dinvpareto(). Its scale is a free MLE parameter (no boundary fixing).
Changes: new TMB ll_invpareto_eur likelihood; new R/invpareto_eur.R wrappers; registered in dist_data (bcanz=FALSE, valid=FALSE, fitted in isolation like invpareto); documentation clarifying American vs European in the vignette and params; new test-invpareto_eur.R with independent actuar-parameterisation checks; updated dists/dist_data snapshots.
Verified: C++ compiles; fits with computable SEs; MLE matches actuar and independent optim to ~1e-5; p/q match actuar exactly; downstream hc/hp/predict/gof/plot all work; affected test files pass.
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