There’s also RandomMatrices.jl, which is provided by a core Julia team, and is technically building on the Distributions hierarchy, but it’s not being developed much anymore, and in any case it’s intended user doesn’t overlap so closely with the folks that would use the matrix-variates in Distributions (imo).
Definitely agree with this. Where is the multivariate normal, again? And is it mvrnorm? rmvnorm?
Even if it had such a culture, submitting PRs could still be hard since R isn’t really written in R.
I’m not sure that your example shouldn’t be included, especially if we could make the transformation generic like LocationScale.
This is maybe too whimsical, but one small benefit of having everything in one place is that you stumble upon stuff you weren’t looking for. I’d never heard of the Studentized range until I passed it in the docs looking for something else.