planeshifter / distributions.jl

A Julia package for probability distributions and associated functions.

Distributions.jl

A Julia package for probability distributions and associated functions. Particularly, Distributions implements:

• Moments (e.g mean, variance, skewness, and kurtosis), entropy, and other properties
• Probability density/mass functions (pdf) and their logarithm (logpdf)
• Moment generating functions and characteristic functions
• Sampling from population or from a distribution
• Maximum likelihood estimation

Note: The functionalities related to conjugate priors have been moved to the ConjugatePriors package.

Resources

• Documentation: http://distributionsjl.readthedocs.org/en/latest/
• Release Notes: https://github.com/JuliaStats/Distributions.jl/blob/master/NEWS.md