https://github.com/twolodzko/extradistr

Additional univariate and multivariate distributions
https://github.com/twolodzko/extradistr

c-plus-plus c-plus-plus-11 distribution multivariate-distributions probability r random-generation rcpp statistics

Last synced: 4 days ago
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Additional univariate and multivariate distributions

• Host: GitHub
• URL: https://github.com/twolodzko/extradistr
• Owner: twolodzko
• Created: 2016-04-03T19:51:19.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2024-09-10T06:39:24.000Z (about 2 months ago)
• Last Synced: 2024-10-17T18:27:18.540Z (19 days ago)
• Topics: c-plus-plus, c-plus-plus-11, distribution, multivariate-distributions, probability, r, random-generation, rcpp, statistics
• Language: C++
• Homepage:
• Size: 56.7 MB
• Stars: 51
• Watchers: 3
• Forks: 11
• Open Issues: 6
• Metadata Files:
  • Readme: README.md
  • Changelog: NEWS.md

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README

        

# extraDistr

Density, distribution function, quantile function and random

generation for a number of univariate and multivariate distributions.

This package follows naming convention that is consistent with base R,

where density (or probability mass) functions, distribution functions,

quantile functions and random generation functions names are followed by

`d`\*, `p`\*, `q`\*, and `r`\* prefixes.

Behaviour of the functions mimics the base R, where for

invalid parameters `NaN`'s are returned, while

for values beyond function support 0's are returned

(e.g. for non-integers in discrete distributions, or for

negative values in functions with non-negative support).

All the functions vectorized and coded in C++11 using [Rcpp](https://www.rcpp.org/).