[ANN] AdditionalDistributions.jl — Extending Distributions.jl with Advanced Probability Models

Package Announcements
, ,
1

We are pleased to announce the release of AdditionalDistributions.jl — a registered Julia package extending the capabilities of Distributions.jl.

This package provides a research-grade collection of additional probability distributions not included in the base Distributions.jl, while remaining fully compatible with its API.

:package: Main Features

  • Univariate distributions such as Burr, Lomax, Dagum, and Kotz families.

  • Multivariate extensions including Elliptical and Heavy-Tailed models.

  • High-precision QMC-based algorithms for Gaussian and Student t CDFs.

  • Full interoperability with pdf, cdf, rand, fit, and statistical functions.

  • Compatible with the JuliaStats ecosystem (StatsBase, Distributions, etc.).

:rocket: Quick Example


using AdditionalDistributions, Distributions

# Univariate Burr distribution

d = Burr(α = 2.0, c = 3.0)

pdf(d, 1.0)

rand(d, 5)

# Multivariate t-distribution

Σ = [1.0 0.6; 0.6 1.0]

t = MvTStudent(ν = 4, μ = [0, 0], Σ)

cdf(t, [0.3, 0.7])

:light_bulb: Contributions

Feedback, feature suggestions, and pull requests are very welcome!

You can also open issues for new distributions or additional numerical methods.

Author: @Santymax98

License: MIT

Current Version: 0.1.1

Registry: General (Julia ≥ 1.6)

14 Likes
2

Why not contribute to Distributions.jl instead?

1 Like
3

There is some more discussion here and in the statistics channel on Slack.

1 Like