Additional Univariate and Multivariate Distributions

Density, distribution function, quantile function and random generation for a number of univariate and multivariate distributions. This package implements the following distributions: Bernoulli, beta-binomial, beta-negative binomial, beta prime, Bhattacharjee, Birnbaum-Saunders, bivariate normal, bivariate Poisson, categorical, Dirichlet, Dirichlet-multinomial, discrete gamma, discrete Laplace, discrete normal, discrete uniform, discrete Weibull, Frechet, gamma-Poisson, generalized extreme value, Gompertz, generalized Pareto, Gumbel, half-Cauchy, half-normal, half-t, Huber density, inverse chi-squared, inverse-gamma, Kumaraswamy, Laplace, location-scale t, logarithmic, Lomax, multivariate hypergeometric, multinomial, negative hypergeometric, non-standard beta, normal mixture, Poisson mixture, Pareto, power, reparametrized beta, Rayleigh, shifted Gompertz, Skellam, slash, triangular, truncated binomial, truncated normal, truncated Poisson, Tukey lambda, Wald, zero-inflated binomial, zero-inflated negative binomial, zero-inflated Poisson.


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.

News

1.8.10

  • Now zero-inflated negative-binomial (#12) and beta negative-binomial distributions (#14) do not have integer-only constraint on size parameter.
  • Fixed mistakes in the zero-inflated Poisson distribution documentation (#15) and negative hypergeometric distribution documentation.
  • Minor changes towards future Rcpp STRICT_R_HEADERS compatibility.
  • Fixed bug in vectorization code for pbbinom (#16). Additionally, this should make pbbinom and pbnbinom faster when working with large vectors.

1.8.9

  • Fixed bug in dinvgamma function
  • Updated the DESCRIPTION file by mentioning the packages used in optional unit tests for CRAN compatibility

1.8.8

  • Deprecated functions: dnst, pnst, qnst and rnst were removed
  • Fixed typos in documentation (thanks to #8 by philchalmers)
  • Converted a number of pdf and cdf functions to more numerically stable versions using logs (see #9 and #10)
  • Fixed bug in ppower: with lower.tail = FALSE it returned wrong values
  • Fixed bug in dgpd and pgpd: they assumed slightly wrong support
  • Improved the rgev and rgpd, now they give better random values since relying on exponential distribution random generator if possible
  • Documentation was improved and corrected in several places
  • Power distribution functions now check if alpha > 0 and beta > 0

1.8.7

  • Fixed bug in pinvgamma (lower.tail and log.p didn't work)
  • Fixed underflow issues with rmnom and rdirmnom (#7)
  • The *nst functions are now deprecated and renamed to more informative abbrevation *lst

1.8.6

  • Now consistently with base R only the first elements of the logical arguments are used (thanks to #5)
  • Fixed bug in rtnorm (sampling from lower bound returned incorrect values)
  • When computation becomes slow, now pbnbinom, pbbinom, pgpois functions are easier to brake
  • Automatically registering native routines via Rcpp
  • Fixed bug in pinvgamma (it returned non-zero probabilities for q < 0)

1.8.5

  • Now rmnom and rdirmnom (issue #3) do not return NaN's due to underflow issues
  • Fixed bug (issue #4) that resulted in hanging R if zero-length vectors were provided as input

1.8.4

  • Random generation from categorical distribution parametrized by log-probabilities rcatlp
  • Re-parametrized beta distribution is now more flexible since "prior" parameter was introduced (see documentation); this change is connected to switching to different prior equal to zero (instead of one as previously). Such parametrization is more commonly used in the literature. This change is documented in the ?PropBeta documentation
  • Improvements in documentation and examples
  • Fixed bugs in pbbinom, pbnbinom, pgpois, *nhyper that prevented compiling on RedHat Linux (#2)

1.8.3

  • Switched to C++11, underlying code was simplified and improved
  • Using memoization techniques for pbbinom, pbnbinom, pgpois and negative hypergeometric distribution that lead to major speed improvements
  • Improved and simplified code for beta-binomial, beta negative-binomial, and gamma-Poisson cdf; now recursive algorithm employing memoization techniques is used what noticeably improves performance
  • Discrete gamma, shifted Gompertz (d,p,r), negative hypergeometric and truncated binomial distributions (d,p,q,r) were added
  • Now lower.tail and log.p options for pbetapr work properly
  • Simplified code for multivariate hypergeometric, multinomial, Dirichlet-multinomial and categorical distributions
  • Truncated poisson distribution is now parametrized by lower and upper truncation points
  • Fixed bugs in dbvpois (it returned underestimated probabilities), dslash (there was discontinuity at x=0), pcat (randomly it broke if x was greater then the upper limit), and pdnorm.
  • Random generation functions throw warnings and produce NA's on NA's in parameters or incorrect parameters - as in base R
  • Order of parameters in discrete Laplace distribution was changed to location and scale (vs scale and location) for consistency with other distributions (e.g. continous Laplace)
  • Improved exception handling

1.8.1-2

  • Corrected and simplified documentation for *prop distribution
  • Categorical, multinomial, mixture of normals and mixture of Poisson distributions are now less restrictive about probability parameters and accept any non-negative values. Probability parameter vectors are normalized to sum to one (i.e. c(1,1,1) becomes c(1,1,1)/3)
  • NA's and NaN's in input now always lead to NA's in output
  • Fixed bugs in rtnorm, now it properly handles sampling from extreme tails
  • Tests for multivariate distribution now done with tolerance 1e-2

1.8.0

  • Bug fixes in qtnorm - now it works properly for non-standard truncated normal
  • Bug fixes for rmnom and rdirmnom - now they correctly use the prob parameter values
  • Minor improvements in dmvhyper and dbvpois
  • Cleaned-up the documentation
  • Added discrete Laplace distribution
  • Faster RNG generator for Laplace distribution
  • Changes to using lower level RNG functions (unif_rand, norm_rand) when possible
  • More tests

1.7.2

  • Documentation clean-up
  • Minor improvements and simplifications in C++ code
  • For min == max discrete uniform distribution behaves now as degenerate distribution

1.7.1

  • Added Dirichlet-multinomial and beta prime distributions
  • Code clean-up for categorical distribution
  • Improvements in documentation and examples (e.g. bivariate Poisson, bivariate normal)
  • Other minor improvements in the code

1.7.0

  • Cleaning namespace - now mathematical functions are explicitly called from std library
  • "using namespace Rcpp" was removed from all the files
  • All the numerical values are now explicitly <double>'s, or casted to <double>; or <int>'s (for indexing)
  • Improvements in algorithms for discrete uniform, categorical, mixture of normal, mixture of Poisson distributions
  • Improvements in discrete uniform; now it accepts only integer valued parameters
  • Major C++ code clean-up

1.6.10-14

  • Removed erf, erfc, inv_erf that are not used at this moment and caused problems when compiling on Fedora and Solaris
  • Minor improvements in documentation
  • Added mixtures of normal and of Poisson distributions
  • Added truncated Poisson distribution

1.6.7-9

  • Minor changes and improvements in documention
  • Truncated normal returns normal for infinite truncation points
  • Added half-t, half-normal and half-Cauchy distributions
  • Changed naming of data-variable from x to q for CDF's
  • Added inverse-CDF for discrete normal distribution, fixed random generation
  • Added tests
  • Multiple minor bug fixes (e.g. functions returning NaN instead of 0 for Inf values)
  • Added Birnbaum-Saunders (fatigue life) distribution
  • New algorithm for rtriang
  • Added quantile functions for: zero-inflated Poisson, zero-inflated binomial zero-inflated negative binomial, inverse gamma, inverse chi-squared distributions
  • Added Huber density

1.6.1

  • Exception handling in discrete uniform distribution functions
  • Bug fixes in rdunif
  • Clean-up in documentation and examples
  • Now dbvnorm and dbvpois work with matrixes
  • Renaming of parameters in bivariate normal to be consistent with base R normal distribution

1.6.0

  • Warning messages for non-integer values in discrete distributions
  • Warning when returning NANs
  • Code clean-up in pbbinom and pbnbinom
  • Clean-up in documentation

1.5.15-19

  • Ranamed zero-inflated distributions to *zip and *zinb
  • Added zero-inflated binomial *zib
  • Code clean-up
  • Added pzipois and pzibinom
  • Added qlgser; changes in plgser and rlgser
  • Fixed bug in rlgser
  • Examples for most of the functions
  • Exception handling for dmvhyper and rmvhyper: values of x, n, and k are checked against being non-integers

Reference manual

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install.packages("extraDistr")

1.8.10 by Tymoteusz Wolodzko, 6 months ago


https://github.com/twolodzko/extraDistr


Report a bug at https://github.com/twolodzko/extraDistr/issues


Browse source code at https://github.com/cran/extraDistr


Authors: Tymoteusz Wolodzko


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL-2 license


Imports Rcpp

Suggests testthat, LaplacesDemon, VGAM, evd, hoa, skellam, triangle, actuar

Linking to Rcpp

System requirements: C++11


Imported by FMAdist, Surrogate, mixdir, prophet, simIReff, sklarsomega, spTimer, trend.

Depended on by vfcp.

Suggested by SimDesign, greta, kdensity.


See at CRAN