Note: This package is experimental. The API may change without notice in future versions.
A Julia package for univariate probability distributions with vectorized parameter support.
using Pkg
Pkg.add("UniDist")using UniDist
# Create distributions
d = Normal(0.0, 1.0)
# Core functions
pdf(d, 0.0) # Probability density
cdf(d, 0.0) # Cumulative distribution
quantile(d, 0.5) # Quantile function
mean(d) # Mean
var(d) # Variance
# R-style shortcuts
d(dist, x) # pdf
p(dist, x) # cdf
q(dist, u) # quantile
r(dist, n) # random samples
# Survival analysis
sf(d, x) # Survival function
hazard(d, x) # Hazard function
cumhaz(d, x) # Cumulative hazard
# Statistical intervals
interval(d, 0.05) # 95% equal-tailed interval
hdi(d, 0.95) # 95% highest density intervalDiscrete: Benford, Bernoulli, BetaBinomial, BetaPascal, Binomial, DiscreteUniform, DiscreteWeibull, GammaPoisson, Geometric, Hypergeometric, Logarithm, NegativeHypergeometric, Pascal, Poisson, Polya, PowerSeries, Rectangular, Zeta, Zipf
Continuous: Arcsin, Arctangent, Beta, Cauchy, Chi, ChiSquare, Erlang, Error, Exponential, ExponentialPower, ExtremeValue, F, Gamma, GammaNormal, GeneralizedGamma, GeneralizedPareto, Gompertz, HyperbolicSecant, Hyperexponential, Hypoexponential, IDB, InverseGaussian, InvertedBeta, InvertedGamma, KolmogorovSmirnov, Laplace, LogGamma, Logistic, LogisticExponential, LogLogistic, LogNormal, Lomax, Makeham, Minimax, Muth, NoncentralBeta, NoncentralChiSquare, NoncentralF, NoncentralT, DoublyNoncentralF, DoublyNoncentralT, Normal, Pareto, Power, Rayleigh, StandardCauchy, StandardNormal, StandardPower, StandardTriangular, StandardUniform, Triangular, Uniform, VonMises, Weibull
This package is inspired by the comprehensive survey of univariate distribution relationships:
Leemis, L. M., & McQueston, J. T. (2008). Univariate Distribution Relationships. The American Statistician, 62(1), 45–53. DOI: 10.1198/000313008X270448
MIT License - see LICENSE for details.