Releases
v0.5.0
New features
support()
now shows whether the interval of support is open or
closed (@venpopov , #97 ).
Added default method for cdf()
which estimates the CDF using Monte Carlo
integration (@robjhyndman , #122 ).
Probability distributions
Added dist_gk()
for g-and-k distributions.
Added dist_gh()
for g-and-h distributions.
Added dist_gev()
for the Generalised Extreme Value distribution and
dist_gpd()
for the Generalised Pareto distribution (@robjhyndman , #124 ).
Improvements
dist_mixture()
now displays the components of the mixture when the output
width is sufficiently wide (@statasaurus , #112 ).
generate()
now respects dimnames()
for multivariate distributions.
dist_mixture()
now supports multivariate distributions (@robjhyndman , #122 ).
Bug fixes
Fixed error when using '-' as a unary operator on a distribution different from
dist_normal()
(@venpopov , #95 )
Density for transformed distributions now correctly gives 0 instead of NaNs for
values outside the support of the distribution (@venpopov , #97 )
Fixed quantile()
and cdf()
for transformed distributions with
monotonically decreasing transformations (#100 ).
Fixed multivariate dist_sample()
methods not structuring multivariate
results correctly as matrices.
The cdf()
method for dist_multivariate_normal()
now gives the P(X <= q)
rather than P(X > q) for consistency with all other cdf()
methods.
The quantile()
method for dist_multivariate_normal()
now correctly gives
the boundaries when p=0
or p=1
when type="equicoordinate"
.
The quantile()
method for dist_multivariate_normal()
now only square roots
the diagonal elements when type="marginal"
.
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