Here is my summary of probability distributions in Julia. This is a Julia version of CRAN Task View: Probability Distributions . Packages with distributions: Package Description Note Distributions .jl fit(), rand(), truncated(), mixture(), convolve(), product_distribution(). 100+ distribut…

I always liked these remarks: [image] Reworking Distributions.jl Statistics All I was suggesting is that I prefer Distributions.jl to be an implementation of the distributions which have some sort of a closed-form characterization (this is obviously subjective, but let’s …

No, the goals are more modest of having something simple which doesn’t tend to go in the way by making a lot of specific traditional assumptions (e.g. all distributions are either float-continues, or integer-discrete, and all samples are either <: Number' or <: Array`). You cannot even nicely repres…

[image] mschauer: Distributions is too specialised (almost byzantine) to do this, so MeasureTheory.jl explores a space of something simpler Yes, I think it is a very neat package and I am following it with interest.

Hey look someone found my packages! If there is interest I will update them and make them more accessible. They were just quick implementations I made because I needed the functionality for another project.

Also…my God where has the time gone…2 years?

Co-authors and I are working (slowly) on a package for multi-variate truncated distributions. Initially multi-variate normal. Also with the ability to fit parameters in cases where desired moments are specified, extending some early univariate idea in this paper . Related (although it doesn’t do mome…

Put the primitives in their own package, under an MIT license, with extensive unit tests, and paclages that want this functionality can just use that.

[image] yoninazarathy: Any suggestions or comments on how to best squeeze this in the current eco-system would be greatly appreciated. A pattern we see (at the top of this) is that when separate packages are created for individual distributions, they are less likely to be registered and mor…

[image] Albert_Zevelev: A few updates: Lognormals .jl MVN CDF : Distributions.jl doesn’t yet have multi-var CDFs ThorinDistributions .jl Thanks for noticing ThorinDistributions.jl ! However this is not yet usable and still very unstable project. Someday it might get better though :wink:

Random variables in Julia (working list)

Specific Domains Statistics

Albert_Zevelev February 12, 2021, 6:36am 17

A few updates:
Lognormals.jl
MVN CDF: Distributions.jl doesn’t yet have multi-var CDFs
ThorinDistributions.jl

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Random variables in Julia (working list)

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