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Density, distribution function, quantile function and random generation for a number of univariate and multivariate distributions.

This package follows naming convention that is consistent with base R, where density (or probability mass) functions, distribution functions, quantile functions and random generation functions names are followed by d*, p*, q*, and r* prefixes.

Behaviour of the functions mimics the base R, where for invalid parameters NaN's are returned, while for values beyond function support 0's are returned (e.g. for non-integers in discrete distributions, or for negative values in functions with non-negative support).

All the functions vectorized and coded in C++ using Rcpp.

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install.packages('extraDistr')

Monthly Downloads

22,483

Version

1.8.1

License

GPL-2

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Maintainer

Tymoteusz Wolodzko

Last Published

July 29th, 2016

Functions in extraDistr (1.8.1)

Categorical

Categorical distribution
Dirichlet

Dirichlet distribution
BivPoiss

Bivariate Poisson distribution
Bernoulli

Bernoulli distribution
BivNormal

Bivariate normal distribution
BetaPrime

Beta prime distribution
BetaBinom

Beta-binomial distribution
Bhattacharjee

Bhattacharjee distribution
BirnbaumSaunders

Birnbaum-Saunders (fatigue life) distribution
BetaNegBinom

Beta-negative binomial distribution
DiscreteNormal

Discrete normal distribution
GammaPoiss

Gamma-Poisson distribution
Frechet

Frechet distribution
extraDistr

Additional univariate and multivariate distributions
DiscrWeibull

Discrete Weibull distribution (type I)
GEV

Generalized extreme value distribution
Gompertz

Gompertz distribution
DirMnom

Dirichlet-multinomial (multivariate Polya) distribution
DiscreteUniform

Discrete uniform distribution
DiscreteLaplace

Discrete Laplace distribution
GPD

Generalized Pareto distribution
HalfT

Half-t distribution
HalfCauchy

Half-Cauchy distribution
Gumbel

Gumbel distribution
Huber

"Huber density" distribution
Laplace

Laplace distribution
Kumaraswamy

Kumaraswamy distribution
HalfNormal

Half-normal distribution
InvGamma

Inverse-gamma distribution
InvChiSq

Inverse chi-squared and scaled chi-squared distributions
NonStandardT

Non-standard t-distribution
MultiHypergeometric

Multivariate hypergeometric distribution
NormalMix

Mixture of normal distributions
PoissonMix

Mixture of Poisson distributions
LogSeries

Logarythmic series distribution
NSBeta

Non-standard beta distribution
Lomax

Lomax distribution
Multinomial

Multinomial distribution
PowerDist

Power distribution
Pareto

Pareto distribution
Triangular

Triangular distribution
Skellam

Skellam distribution
Rayleigh

Rayleigh distribution
PropBeta

Beta distribution of proportions
ZIB

Zero-inflated binomial distribution
Slash

Slash distribution
TruncNormal

Truncated normal distribution
TruncPoisson

Truncated Poisson distribution
ZINB

Zero-inflated negative binomial distribution
Wald

Wald (inverse Gaussian) distribution
ZIP

Zero-inflated Poisson distribution