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@mitchelloharawild mitchelloharawild released this 17 Sep 06:22
· 5 commits to main since this release

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".