I’m looking for a package that implements tools for working with non-parametric multivariate discrete distributions. Ideally, this would look something like a Multivariate version of DiscreteNonParametric in Distributions.jl. I’m sure this wouldn’t be a big lift to implement, but I don’t want to reinvent the wheel if it’s already been done.
If it is just for sampling, Distributions.jl contains utilities to build product distributions. However, I’m not sure they necessarily support parameter fitting