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

Santymax98
Thu, 30 Oct 2025 01:06:54 +0000
Package Announcements

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.

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.).

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])

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)

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