https://github.com/juliaaplavin/distributionsextra.jl
https://github.com/juliaaplavin/distributionsextra.jl
distributions statistics
Last synced: 7 months ago
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- Host: GitHub
- URL: https://github.com/juliaaplavin/distributionsextra.jl
- Owner: JuliaAPlavin
- License: mit
- Created: 2024-05-06T20:26:06.000Z (over 1 year ago)
- Default Branch: master
- Last Pushed: 2025-01-02T22:26:46.000Z (9 months ago)
- Last Synced: 2025-01-20T06:46:03.379Z (9 months ago)
- Topics: distributions, statistics
- Language: Julia
- Homepage:
- Size: 43 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# DistributionsExtra.jl
`Distributions.jl`-related functions of general interest that cannot/unlikely to be included into `Distributions.jl` itself.
Current content:
- `ℙ(pred, dist)`. Compute the probability of a predicate being true under a given distribution. In mathematical terms, it computes `ℙ(pred(x))` given that `x ~ dist`.
```julia
julia> ℙ(>(0), Normal(0, 1))
0.5
julia> ℙ((@o abs(_) > 2), Normal(0, 1))
0.04550026309183032
```
All calculations are analytic by default, no numerical integration involved. See more details in the `ℙ` docstring.\
*(also suggested in a [Distributions.jl PR discussion](https://github.com/JuliaStats/Distributions.jl/pull/1809#issuecomment-1882676664))*
- Support for intervals from `IntervalSets.jl` whenever it makes sense *(unfortunately, [the corresponding PR](https://github.com/JuliaStats/Distributions.jl/pull/1809) to `Distributions.jl` wasn't accepted)*:
- `Uniform(1..5)`, `truncated(dist, 0..Inf)`, ...
- convert to/from `Distributions.RealInterval` custom type
- `uniform(X)` function that returns the uniform distribution on `X`; works for intervals, ranges, and vectors of numbers
- Finally, some specialized distribution types. They are intended to only be here temporarily, and upstreamed to `Distributions.jl` or `Manifolds.jl` at some point.
- `PiecewiseUniform` ([Distributions.jl PR](https://github.com/JuliaStats/Distributions.jl/pull/1367) stuck for years)
- Uniform on a sphere: `SphereUniformArea` for 3d xyz parametrization, and `SphereUniformLonLat` for 2d lon-lat parametrization (a useful distribution but the specific semantics is tricky, [[1]](https://github.com/JuliaManifolds/Manifolds.jl/issues/708))
- Piecewise-uniform on a sphere: `SpherePiecewiseLatUniformArea` for 2d lon-lat parametrization