JackCaster

Hi, I was wondering if it is worth adding the Generalized Pareto distribution to the math library at all. Could you share if there is any plans of implementing this...

Interesting. The Wikipedia article describes the Pareto distribution Type I-IV as "Generalized", but I was talking about this [formulation](https://en.wikipedia.org/wiki/Generalized_Pareto_distribution), which is the one commonly referred as GPD in the extreme...

I am also quite confused. Perhaps, the [Matlab](https://www.mathworks.com/help/stats/generalized-pareto-distribution.html) description is a bit clearer than the Wikipedia page? Also, [here](https://cran.r-project.org/web/views/ExtremeValue.html#UniPOT) there is a list of R packages that implement GPD.

@bob-carpenter I totally get your confusion! Aren't the functions by Aki (https://mc-stan.org/users/documentation/case-studies/gpareto_functions.html) a good starting point? I was thinking those functions could be included in the Stan library to make...

Hi! I was wondering if this issue is part of any future milestones or such---looking forward to playing around with it!

> May I kindly ask if there is any progress on the implementation of the Generalized Pareto distribution in `brms`? It might make sense to use the same density as...

I am curious to know if there is any progress on this topic. I just stumbled upon a problem that may benefit from censored predictors.

I stumbled upon the same error. I passed the wrong argument to brms (`priors` instead of `prior`) and received the error: ``` Start sampling Error in FUN(X[[i]], ...) : trying...

I tried using the `Pipeline` object directly---instead of retrieving a `PublishedPipeline`---and the run is submitted, but nothing happens. It seems like the process is hanging for some reasons. The logs...

@JanCBrammer I stumbled upon your repo and it looks neat! But I am also trying to read HRV-like data from the Polar optical sensor Verity Sense. According to the [Polar...