autorelevate - The Autorelevated Family of Probability Distributions and
Estimation Methods
Implements the autorelevated family of probability
distributions, obtained by applying the autorelevation
transformation of Krakowski (1973)
<doi:10.1051/ro/197307V201071> and Dileepkumar and Sankaran
(2022) to ten baseline probability distributions: Weibull,
Lomax, Burr XII, Gompertz, Log-Logistic, Chen, Exponentiated
Exponential, Power Lindley, Log-normal, and Gamma. The Weibull
member of the family is studied in detail by Dileep Kumar,
Shabeer, and Sankaran (2025)
<doi:10.1080/01966324.2026.2665479>. The Lomax member is
studied by Sharma, Pal, Bhardwaj, and Tyagi (2026, submitted),
who establish its upside-down bathtub hazard shape. Supplies
vectorized density, distribution, survival, hazard, quantile
(via the negative branch of the Lambert W function), and
random-generation functions for all ten members of the family.
It also implements Maximum Likelihood, Maximum Product of
Spacings, Least Squares, Weighted Least Squares, and Cramer-von
Mises estimation methods along with a Kolmogorov-Smirnov
goodness-of-fit test, a Total Time on Test plot, and model
selection by AIC, BIC, CAIC, and HQIC. It also includes a
bundled bladder cancer remission dataset (Lee and Wang, 2003)
for illustration.