Getting Started

Installation

AdditionalDistributions.jl is available through Julia's package manager:

using Pkg
Pkg.add("AdditionalDistributions")

Then load it with:

using AdditionalDistributions

Most workflows also use Distributions.jl:

using Distributions

Univariate distributions

AdditionalDistributions.jl provides additional continuous and discrete distributions that follow the familiar Distributions.jl interface.

For example, a Lomax distribution:

using AdditionalDistributions

x = Lomax(2.0, 3.0)

pdf(x, 1.5)
cdf(x, 1.5)
quantile(x, 0.9)

A zero-inflated Poisson distribution:

z = ZIP(2.0, 0.3)

pdf(z, 0)
cdf(z, 4)
rand(z, 10)

Multivariate rectangular probabilities

The package also supports rectangular probabilities for selected multivariate distributions.

using AdditionalDistributions
using LinearAlgebra
using Random

d = 5
Σ = fill(0.5, d, d)
Σ[diagind(Σ)] .= 1.0

lower = fill(-1.0, d)
upper = fill( 1.0, d)

dist = MvGaussian(zeros(d), Σ)

res = cdf_result(dist, lower, upper;
    m = 100_000,
    rng = MersenneTwister(1234),
)

res.value
res.error
res.inform

Use cdf(dist, lower, upper) when you only need the probability estimate. Use cdf_result when you need numerical diagnostics.

Where to go next

• Distribution Index

• Continuous distributions

• Discrete distributions

• Multivariate distributions

• Accuracy and Reproducibility

• Benchmarks