Distributions Compatible with Automatic Differentiation by 'RTMB'
Smooth approximation to the absolute value function
Box–Cox Cole and Green distribution (BCCG)
Box-Cox Power Exponential distribution (BCPE)
Box–Cox t distribution (BCT)
Reparameterised beta distribution
Beta-binomial distribution
Clayton copula constructors
Frank copula constructor
Gaussian copula constructor
Multivariate Gaussian copula constructor parameterised by inverse corr...
Gumbel copula constructors
Multivariate Gaussian copula constructor
Joint density under a bivariate copula
Joint probability under a discrete bivariate copula
Dirichlet distribution
Dirichlet-multinomial distribution
Joint density under a multivariate copula
AD-compatible error function and complementary error function
Exponentially modified Gaussian distribution
Folded normal distribution
Reparameterised gamma distribution
Generalised Poisson distribution
Gumbel distribution
Inverse Gaussian distribution
Laplace distribution
Multivariate t distribution
Reparameterised negative binomial distribution
One-inflated beta distribution
Reparameterised one-inflated beta distribution
Pareto distribution
Power generalized Weibull distribution
Power Exponential distribution (PE and PE2)
Skew normal distribution
Reparameterised skew normal distribution
Skewed students t distribution
Moment-parameterised skew t distribution
Student t distribution with location and scale
Truncated normal distribution
Truncated t distribution
Truncated t distribution with location and scale
von Mises distribution
von Mises-Fisher distribution
Reparameterised von Mises-Fisher distribution
Wishart distribution
wrapped Cauchy distribution
Zero-inflated density constructer
Zero-inflated beta distribution
Reparameterised zero-inflated beta distribution
Zero-inflated binomial distribution
Zero-inflated gamma distribution
Zero-inflated and reparameterised gamma distribution
Zero-inflated inverse Gaussian distribution
Zero-inflated log normal distribution
Zero-inflated negative binomial distribution
Zero-inflated and reparameterised negative binomial distribution
Zero-inflated Poisson distribution
Zero- and one-inflated beta distribution
Reparameterised zero- and one-inflated beta distribution
Zero-truncated Binomial distribution
Zero-truncated Negative Binomial distribution
Reparameterised zero-truncated negative binomial distribution
Zero-truncated Poisson distribution
Extends the functionality of the 'RTMB' <https://kaskr.r-universe.dev/RTMB> package by providing a collection of non-standard probability distributions compatible with automatic differentiation (AD). While 'RTMB' enables flexible and efficient modelling, including random effects, its built-in support is limited to standard distributions. The package adds additional AD-compatible distributions, broadening the range of models that can be implemented and estimated using 'RTMB'. Automatic differentiation and Laplace approximation are described in Kristensen et al. (2016) <doi:10.18637/jss.v070.i05>.