Reworking Distributions.jl

[cscherrer]

@Tamas_Papp

I would prefer the Distributions.jl to be used for the well-known families of distributions people use as building blocks, and have a PDF, CDF, and IID random sampler available.

A few things about this are confusing to me:

• As described above, this will not (at least at first) be Distributions.jl.
• The current Distributions.jl includes Sampleable for the likelihood-free case
• In Distributions.jl (and in life in general) CDF is typically only available for the one-dimensional case

@Tamas_Papp

While technically all simulation codes or log pdfs define distributions, they lack either an IID random sampler or a pdf, so it is not very useful to use the same API for them in practice.

This is currently true, at least in part because defining a Distribution or Sampleable currently takes a lot of work.

Overall, I think I’m missing what point you’re making here, could you give some more detail?