Statistical distributions and sampling#
Cumulative distributions#
Computes integral of beta function. |
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Computes the quantile or inverse of the beta cumulative distribution function. |
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Computes the binomial cumulative distribution function. |
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Computes the binomial quantile or inverse cumulative distribution function. |
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Computes lower tail of bivariate Normal cdf. |
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Returns cdfbvn of a bounded rectangle. |
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Returns cdfbvn of a bounded rectangle and error estimates. |
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Computes the cumulative distribution function for the Cauchy distribution. |
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Computes the Cauchy inverse cumulative distribution function. |
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Computes complement of cdf of \(\chi^2\). |
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Computes \(\chi^2\) abscissae values given probability and degrees of freedom. |
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Computes integral of noncentral \(\chi^2\). |
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Computes the cumulative distribution function for the empirical distribution. |
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Computes the cumulative distribution function for the exponential distribution. |
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Computes the exponential inverse cumulative distribution function. |
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Computes complement of cdf of F. |
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Computes integral of noncentral F. |
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Computes the quantile or inverse of noncentral F cumulative distribution function. |
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Computes integral of incomplete gamma function. |
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Computes the cumulative distribution function for the Generalized Pareto distribution. |
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Computes the cumulative distribution function of the hypergeometric distribution. |
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Computes the cumulative distribution function for the Laplace distribution. |
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Computes the Laplace inverse cumulative distribution function. |
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Computes the cumulative distribution function of the log-normal distribution. |
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Computes multivariate Normal cdf. |
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Computes the complement of the multivariate Normal cumulative distribution function with error management |
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Computes multivariate Normal cumulative distribution function with error management |
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Computes the multivariate Normal cumulative distribution function with error management over the range \([a,b]\) |
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Computes complement of multivariate Student’s t cumulative distribution function with error management |
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Computes multivariate Student’s t cumulative distribution function with error management |
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Computes multivariate Student’s t cumulative distribution function with error management over \([a,b]\) |
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Computes integral (or complement) of Normal distribution: lower tail, or cdf. |
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Computes interval of Normal cdf. |
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Computes the cumulative distribution function for the negative binomial distribution. |
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Computes the quantile or inverse negative binomial cumulative distribution function. |
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Computes the inverse of the cdf of the Normal distribution. |
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Computes the Poisson cumulative distribution function. |
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Computes the quantile or inverse Poisson cumulative distribution function. |
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Computes the Rayleigh cumulative distribution function. |
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Computes the Rayleigh inverse cumulative distribution function. |
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Computes complement of cdf of t-distribution. |
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Computes the inverse of the complement of the Student’s t cdf. |
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Computes integral of noncentral t-distribution. |
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Computes lower tail of trivariate Normal cdf. |
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Computes the cumulative distribution function of the normal distibution over the interval from |
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Computes the cumulative distribution function for the Weibull distribution. |
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Computes the Weibull inverse cumulative distribution function. |
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Computes the Gaussian error function, or its complement. |
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Computes the Gaussian error function for complex inputs or its complement. |
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Computes natural log of bivariate Normal cdf. |
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Returns log of cdfbvn of a bounded rectangle. |
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Computes natural log of multivariate Normal cdf. |
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Computes natural log of Normal cdf. |
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Computes natural log of interval of Normal cdf. |
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Computes natural log of complement of Normal cdf. |
Probability density and mass#
Computes multivariate Normal log-probabilities. |
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Computes multivariate Student’s t log-probabilities. |
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Computes Normal log-probabilities. |
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Computes Student’s t log-probabilities. |
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Computes the probability mass function for the binomial distribution. |
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Computes the probability density function for the Cauchy distribution. |
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Computes the probability density function for the exponential distribution. |
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Computes the probability density function for the Generalized Pareto distribution. |
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Computes the probability mass function for the hypergeometric distribution. |
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Computes the probability density function for the Laplace distribution. |
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Computes the probability density function for the logistic distribution. |
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Computes the probability density function of the log-normal distribution. |
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Computes standard Normal probability density function. |
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Computes the probability mass function for the Poisson distribution. |
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Computes the probability density function of the Rayleigh distribution. |
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Computes the cumulative distribution function of the normal distribution over the interval from |
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Computes the probability density function of a Weibull random variable. |
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Computes the probability density function of a inverse Wishart distribution. |
Random Numbers#
Computes random numbers with Bernoulli distribution. |
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Computes random numbers with beta distribution. |
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Computes binomial pseudo-random numbers with the choice of underlying random number generator. |
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Computes Cauchy distributed random numbers with a choice of underlying random number generator. |
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Creates pseudo-random numbers with a chi-squared distribution, with an optional non-centrality parameter and a choice of underlying random number generator. |
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Creates a new random number stream for a specified generator type from a seed value. |
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Computes exponentially distributed random numbers with a choice of underlying random number generator. |
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Computes gamma pseudo-random numbers with a choice of underlying random number generator. |
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Computes geometric pseudo-random numbers with a choice of underlying random number generator. |
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Computes Gumbel distributed random numbers with a choice of underlying random number generator. |
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Computes pseudo-random numbers following a hypergeometric distribution with a choice of underlying random number generator. |
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Returns random integers in a specified range. |
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Computes von Mises pseudo-random numbers. |
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Computes Laplacian pseudo-random numbers with the choice of underlying random number generator. |
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Computes lognormal pseudo-random numbers with the choice of underlying random number generator. |
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Computes multivariate normal random numbers given a covariance matrix. |
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Computes multivariate Student-t random numbers given a covariance matrix. |
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Computes normally distributed pseudo-random numbers with a choice of underlying random number generator. |
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Computes negative binomial pseudo-random numbers with a choice of underlying random number generator. |
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Computes Poisson pseudo-random numbers with a choice of underlying random number generator. |
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Computes Rayleigh pseudo-random numbers with the choice of underlying random number generator. |
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Changes seed of the random number generator. |
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Used to skip ahead in a random number sequence. |
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Computes uniform random numbers with a choice of underlying random number generator. |
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Computes Weibull pseudo-random numbers with the choice of underlying random number generator. |
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Computes Wishart pseudo-random matrices with the choice of underlying random number generator. |
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Computes inverse Wishart pseudo-random matrices with the choice of underlying random number generator. |
Sampling#
Returns a sample of the rows of a dataframe or matrix, chosen with or without replacement |