RTMBdist1.0.0 package

Distributions Compatible with Automatic Differentiation by 'RTMB'

abs_smooth

Smooth approximation to the absolute value function

bccg

Box–Cox Cole and Green distribution (BCCG)

bcpe

Box-Cox Power Exponential distribution (BCPE)

bct

Box–Cox t distribution (BCT)

beta2

Reparameterised beta distribution

betabinom

Beta-binomial distribution

cclayton

Clayton copula constructors

cfrank

Frank copula constructor

cgaussian

Gaussian copula constructor

cgmrf

Multivariate Gaussian copula constructor parameterised by inverse corr...

cgumbel

Gumbel copula constructors

cmvgauss

Multivariate Gaussian copula constructor

dcopula

Joint density under a bivariate copula

ddcopula

Joint probability under a discrete bivariate copula

dirichlet

Dirichlet distribution

dirmult

Dirichlet-multinomial distribution

dmvcopula

Joint density under a multivariate copula

erf

AD-compatible error function and complementary error function

exgauss

Exponentially modified Gaussian distribution

foldnorm

Folded normal distribution

gamma2

Reparameterised gamma distribution

genpois

Generalised Poisson distribution

gumbel

Gumbel distribution

invgauss

Inverse Gaussian distribution

laplace

Laplace distribution

mvt

Multivariate t distribution

nbinom2

Reparameterised negative binomial distribution

oibeta

One-inflated beta distribution

oibeta2

Reparameterised one-inflated beta distribution

pareto

Pareto distribution

pgweibull

Power generalized Weibull distribution

powerexp

Power Exponential distribution (PE and PE2)

skewnorm

Skew normal distribution

skewnorm2

Reparameterised skew normal distribution

skewt

Skewed students t distribution

skewt2

Moment-parameterised skew t distribution

t2

Student t distribution with location and scale

truncnorm

Truncated normal distribution

trunct

Truncated t distribution

trunct2

Truncated t distribution with location and scale

vm

von Mises distribution

vmf

von Mises-Fisher distribution

vmf2

Reparameterised von Mises-Fisher distribution

wishart

Wishart distribution

wrpcauchy

wrapped Cauchy distribution

zero_inflate

Zero-inflated density constructer

zibeta

Zero-inflated beta distribution

zibeta2

Reparameterised zero-inflated beta distribution

zibinom

Zero-inflated binomial distribution

zigamma

Zero-inflated gamma distribution

zigamma2

Zero-inflated and reparameterised gamma distribution

ziinvgauss

Zero-inflated inverse Gaussian distribution

zilnorm

Zero-inflated log normal distribution

zinbinom

Zero-inflated negative binomial distribution

zinbinom2

Zero-inflated and reparameterised negative binomial distribution

zipois

Zero-inflated Poisson distribution

zoibeta

Zero- and one-inflated beta distribution

zoibeta2

Reparameterised zero- and one-inflated beta distribution

ztbinom

Zero-truncated Binomial distribution

ztnbinom

Zero-truncated Negative Binomial distribution

ztnbinom2

Reparameterised zero-truncated negative binomial distribution

ztpois

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>.