-
```
log_lik_norm(x, mean, sd, tlower = -Inf, tupper = -Inf)
res_norm(x, mean, sd, tlower = -Inf, tupper = -Inf)
ran_norm(x, mean, sd, tlower = -Inf, tupper = -Inf)
```
if outside limits then lo…
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Hi everyone,
Base Julia can't convert large floats into `Int` type using `floor` or `round` etc. This creates a problem for sampling from Poisson's with a large mean because this is used in fast p…
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scipy.stats defines univariate distributions in a standard form, with location and scale parameters. For some distributions, these do not agree with well with "common" parametrizations, which leads to…
ev-br updated
2 years ago
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There exists two parametrizations of the Gamma distribution : see https://en.wikipedia.org/wiki/Gamma_distribution
One with a shape and scale parameters and the other with a shape and rate parameters…
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Hey,
Writing up the frailty representation of Archimedean copulas in [Copulas.jl](https://www.github.com/lrnv/Copulas.jl), I wrote a few univariate distributions samplers:
- [Logarithmic distri…
-
It might be fun to check out how much of http://www.math.wm.edu/~leemis/chart/UDR/UDR.html we have covered.
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It would be very nice to extend the current functionality to truncated distributions. I already started a proof of concept in truncate branch. This proof of concept covers all the univariate distribut…
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Currently only univariate distributions are supported. A complete implementation would include seamless support for multivariate distributions. The only type that should be changed is the `KernelDensi…
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```julia
julia> using Distributions
julia> logpdf(KSDist(1), 0.5)
ERROR: MethodError: no method matching pdf(::KSDist, ::Float64)
Closest candidates are:
pdf(::Chernoff, ::Real) at C:\Users\u…
-
``` r
library(distributional)
mu [1] 0.1591549
```
Created on 2024-07-31 with [reprex v2.1.1](https://reprex.tidyverse.org)