The Gumbel-Hougaard Copula
Actuarial Functions and Heavy Tailed Distributions
Statistical Modelling for Asymmetric Exponential Power Distribution
Adaptive Mixture of Student-t Distributions
Extreme Values in R
Statistical Procedures for Agricultural Research
Bivariate Pareto Models
The Asymmetric Laplace Distribution
Basu-Dhar Bivariate Geometric Distribution
Roy's Bivariate Geometric Distribution
Inference for Stable Distribution
Random Variate Generator for the Argus Distribution
Extreme Value Mixture Modelling, Threshold Estimation and Boundary Cor...
PolyaGamma Sampling
Bayesian Inference for Marketing/Micro-Econometrics
28 Benchmark Densities from Berlinet/Devroye (1994)
Statistical Tests for Evaluating Conformity to Benford's Law
Functions for Working with Two- And Four-Parameter Beta Probability Di...
Bimodal GEV Distribution with Location Parameter
Bell-G and Complementary Bell-G Family of Distributions
Bayesian Estimation for Finite Mixture of Distributions
The BMT Distribution
An Implementation of the Bridge Distribution with Logit-Link as in Wan...
Birnbaum-Saunders Goodness-of-Fit Test
Bivariate Zero-Inflated Negative Binomial Model Estimator
Conditional Density Estimation Network Construction and Evaluation
Continuous Analog of a Binomial Distribution
Chernoff's Distribution
Functions for Conditional Hypergeometric Distributions
Closed Skew-Normal Distribution
Circular Statistics, from "Topics in Circular Statistics" (2001)
g-and-k and g-and-h Distribution Functions
Convolution of Gamma Distributions
Evaluates the Empirical Characteristic Function for Multivariate Sampl...
Compositional Data Analysis
Distribution Function of Quadratic Forms in Normal Variables
Fitting of Complementary Risk Models
Conditional Multivariate Normal Distribution
Conditional Truncated Multivariate Normal Distribution
General Bivariate Copula Theory and Many Utility Functions
Copula-Based Mixed Regression Models
Estimation of Count Data Models
Complex Pearson Distributions
Models for Skewed Count Distributions Relevant to Networks
Count and Continuous Generalized Variability Indexes
The Gumbel Distribution Functions and Gradients
Dirichlet Regression
Estimation in Dirichlet-Multinomial Distribution
Discrete Laplace Exponential Family
Discrete Inverse Weibull Distribution
Discrete Laplace Distributions
Discrete Weibull Distributions (Type 1 and 3)
Documentation for 'distr' Family of R Packages
Extensions of Package 'distr'
Distribution Fitting and Evaluation
Distribution Utilities
Extensions of Package 'distr' for Teaching Stochastics/Statistics in S...
Estimation and Testing Classes Based on Package 'distr'
A Collection of Full Defined Distribution Tails
Distributions and Gradients
Rmetrics - Bivariate Dependence Structures with Copulae
The Discrete Stable Distribution Functions
Misc Functions of the Department of Statistics, Probability Theory Gro...
Kumaraswamy Complementary Weibull Geometric (Kw-CWG) Probability Distr...
Support Functions and Data for "Ecological Models and Data"
Exponentially Modified Gaussian (EMG) Distribution
Kiener Distributions and Fat Tails in Finance
Functions for Extreme Value Distributions
Extending the Range of Functions for Probability Distributions
Additional Univariate and Multivariate Distributions
Estimation of Extreme Conditional Quantiles and Probabilities
Distributions that are Sometimes Used in Hydrology
Rmetrics - Modelling Extreme Events in Finance
Fit Hundreds of Theoretical Distributions to Empirical Data
Tools to Work with the Flexible Dirichlet Distribution
Finite Moment Stable Distributions
Finite Mixture Parametrization
Statistical Modelling for Plant Size Distributions
Computing the noncentrality parameter of the noncentral F distribution
Fractional Binomial Distributions
Fast Robust Moments
Lindley Power Series Distribution
Distributions for Generalized Additive Models for Location Scale and S...
Difference measures for multivariate Gaussian probability density func...
Generalize Lambda Distribution and Generalized Bootstrapping
Generalized Beta Distribution of the Second Kind: Properties, Likeliho...
Clopper-Pearson Confidence Interval and Generalized Binomial Distribut...
Generated Probability Distribution Models
The Generalized Hyperbolic Distribution
Simulation of Discrete Random Variables with Given Correlation Matrix ...
Generalized Gamma Probability Distribution
Support Functions and Datasets for Venables and Ripley's MASS
Random Variate Generator for the GIG Distribution
Estimation and Use of the Generalised (Tukey) Lambda Distribution
Fitting Single and Mixture of Generalised Lambda Distributions
Fitting and Testing Generalized Logistic Distributions
Symbolic Differentiation
Gamma Shape Mixture
The Generalized Time-Dependent Logistic Family
Estimation, Simulation and Visualization of Hierarchical Archimedean C...
Generalized Hermite Distribution
The Hyperbolic Distribution
Smoothed Bootstrap and Random Generation from Kernel Densities
K-Distribution and Weibull Paper
Routines for L1 Estimation
Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed D...
Complete Environment for Bayesian Inference
The Time-Varying (Right-Truncated) Geometric Distribution
Liouville Copulas
Functions for Learning Bayesian Inference
The L-Logistic Distribution
L-Moments
L-Moments and Quantile Mixtures
Functions for the Logitnormal Distribution
Double Log Normal Distribution Functions
Multivariate Product Distributions for Elliptically Contoured Distribu...
Approximate Marginal Inference for Regression-Scale Models
Statistics for Matrix Distributions
The Matrix Normal Distribution
Simulations of Matrix Variate Distributions
Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destructi...
Multivariate Bayesian Model with Shrinkage Priors
Multivariate Cauchy Distribution; Kullback-Leibler Divergence
Gaussian Mixture Modelling for Model-Based Clustering, Classification,...
Measuring the Difference Between Two Empirical Distributions
Creation of Empirical Density Functions Based on Multivariate Data
Estimation and Testing for the Multivariate t-Distribution
The Minimax Distribution Family
Mixed Tempered Stable Distribution
Mixtures of Power Exponential and Skew Power Exponential Distributions...
Tools for Analyzing Finite Mixture Models
Diagnostic Tools for a Multivariate Negative Binomial Model
The Matrix-Normal Inverse-Wishart Distribution
Multivariate Normal Distribution
The Multivariate Normal and t Distributions, and Their Truncated Versi...
Mode Estimation
Mode Estimation, Even in the Multimodal Case
Moments, Cumulants, Skewness, Kurtosis and Related Tests
Mixtures of von Mises-Fisher Distributions
Estimating Through the Maximum Product Spacing Approach
Mode Testing and Exploring
Multivariate Pseudo-Random Number Generation
Multivariate Probabilities of Scale Mixtures of Multivariate Normal Di...
Computes Pdf, Cdf, Quantile and Random Numbers, Measures of Inference ...
Miscellaneous Utilities for Extreme Value Analysis
Multivariate Lomax (Pareto Type II) and Its Related Distributions
Normal aka Gaussian 1-d Mixture Models
The Normal Laplace Distribution
Routines for Exponential Power Distribution
Odd Log-Logistic Generalized Gamma Probability Distribution
One-Step Estimation
Sampling from k-th Order Statistics of New Families of Distributions
Concurrent Generation of Ordinal and Normal Data with Given Correlatio...
Owen Q-Function
The Pareto, Piecewise Pareto and Generalized Pareto Distribution
Computing, Fitting and Validating the PPS Distribution
Probabilities for Bivariate Normal Distribution
PDQ Functions via Gram Charlier, Edgeworth, and Cornish Fisher Approxi...
Pearson Distribution System
Generate Random Samples from the Polya-Gamma Distribution
Implementation of the Polya-Aeppli Distribution
General-Purpose Phase-Type Functions
One-Sided Multinomial Probabilities
Poisson Lognormal and Bivariate Poisson Lognormal Distribution
The Poisson Binomial Distribution
Poisson-Tweedie Exponential Family Models
Tukey g-&-h Distribution
Vectorised Probability Distributions
Fast Generation of von Mises-Fisher Distributed Pseudo-Random Vectors
Densities and Sampling for the Skellam Distribution
Tools for Quantitative Risk Management
(Randomized) Quasi-Random Number Generators
Truncated Exponential Family
Computation of Topp-Leone Cauchy Rayleigh (TLCAR ) distribution's prop...
Set (Normal) Random Number Generator and Seed
Simulate Joint Distribution
R Interface to the 'DieHarder' RNG Test Suite
Simplicial Generalized Beta Regression
Truncated Multivariate Normal and Student t Distribution
R Interface to RNG with Multiple Streams
Derivatives of the First-Passage Time Density and Cumulative Distribut...
The Skew Hyperbolic Student t-Distribution
The Variance Gamma Distribution
Graph Probability Distributions with User Supplied Parameters and Stat...
Functions from "Reinsurance: Actuarial and Statistical Aspects"
Simulation of Fisher Bingham and Related Directional Distributions
SPArse Matrix
Externally Studentized Midrange Distribution
Efficient Computation of Ordinary and Generalized Poisson Binomial Dis...
Distributions Derived from Normal Distribution
R Object Oriented Programming for Statistical Distribution
Renewal Method for Extreme Values Extrapolation
Functions for University of Auckland Course STATS 201/208 Data Analysi...
Some Additional Distributions
Uniform Sampling
Fitting and Simulating Mixtures of Watson Distributions
Vector Generalized Linear and Additive Models
The Skew-Normal and Related Distributions Such as the Skew-t and the S...
A Universal Non-Uniform Random Number Generator
Truncated Normal Distribution
Estimation and Use of the Quantile-Based Skew Logistic Distribution
Toolbox for Pseudo and Quasi Random Number Generation and Random Gener...
Fitting Discrete Distribution Models to Count Data
R Interface to the 'UNU.RAN' Random Variate Generators
Symmetric Tempered Stable Distributions
Statistical Modeling
Distribution Functions and Parameter Estimates for the Triangle Distri...
Utilities for Nonlinear Regression and Repeated Measurements Models
Streams of Random Numbers
Fitting Semi-Parametric Generalized log-Gamma Regression Models
Evaluation of Tweedie Exponential Family Models
The Trapezoidal Distribution
Sundry Discrete Probability Distributions
Univariate Pseudo-Random Number Generation
Smoothed M-Estimators for 1-Dimensional Location
Distributions, Statistics and Tests Derived from Random Matrix Theory
Calculate TL-Moments and Convert Them to Distribution Parameters
Probability Functions and Generalized Regression Models for Stable Dis...
Response Time Distributions
Supplementary Distributions
The Skewed Student-t Distribution
Multivariate Normal Functions for Sparse Covariance and Precision Matr...
Density, Cumulative and Quantile Functions of Quadratic Forms
Approximation to the Survival Functions of Quadratic Forms of Gaussian...
Quantile Regression Modeling for Unit-Gompertz Responses
Regression Modeling Using Vasicek Distribution
Visualize Probability Distributions
Estimation and Simulation of Trawl Processes
Tsallis q-Exp Distribution
Miscellaneous Functions for Vasicek Distribution
Statistical Models for Word Frequency Distributions
Sampling from Truncated Multivariate Normal and t Distributions
Zipf Extended Distributions
Provides R-Language Code to Examine Quantitative Risk Management Conce...
Symbolic Central and Noncentral Moments of the Multivariate Normal Dis...
Robust Tail Dependence Estimation
True Random Numbers using RANDOM.ORG
Truncated Random Variables
Multivariate Dependence Modeling with Vines
Statistical Transformations for Post-Processing Climate Model Output
Standardized Climate Indices Such as SPI, SRI or SPEI
Skewed Generalized T Distribution Tree
Semi Parametric Distribution
Convolute Probabilistic Distributions
Probability Distribution Functions
Computational Tools for the IG and IGL Copula Families
Good Regression
PH/MAP Parameter Estimation
Probability Distributions as S3 Objects
The Davies Quantile Function
The Complex Multivariate Gaussian Distribution
Fit the Gambin Model to Species Abundance Distributions
Bimodal Gumbel Distribution
Discrete Distribution Approximations
Statistical Tolerance Intervals and Regions
Moments and Distributions of Ratios of Quadratic Forms Using Recursion
The Truncated Elliptical Family of Distributions
Analysis of Heavy Tailed Distributions
Alternative Continuous and Discrete Distributions
Compositional Data Analysis
A Collection of Methods to Estimate Parameters of Different Tempered S...
Polya Gamma Distribution Sampler
Moments of Folded and Doubly Truncated Multivariate Distributions
Mittag-Leffler Family of Distributions
Lilliefors-Corrected Kolmogorov-Smirnov Goodness-of-Fit Tests
Neutrosophic Distributions
Generalized Inverse Normal Distribution Density and Generation
Evaluate Arbitrary Negative Binomial Convolutions
Toolbox for Model Building and Forecasting
Statistical Functions for the Delaporte Distribution
Biased Urn Model Distributions
Stable Distribution Functions...For You
Estimating Copula Entropy and Transfer Entropy
Tools for Two-Dimensional Monte-Carlo Simulations
The Hyperdirichlet Distribution, Mark 2
Equality of 2 (or k) Continuous Univariate and Multivariate Distributi...
Functions for Tidy Analysis and Generation of Random Data
Fast Pseudo Random Number Generators
Space-Filling Random and Quasi-Random Sequences
Multivariate Normal and t Distributions
The Multiplicative Multinomial Distribution
L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Man...
Generalised Exponential Poisson and Poisson Exponential Distributions
Fit Distributions and Neural Networks to Censored and Truncated Data
Latin Hypercube Samples
Multivariate Generalised Gaussian Distribution; Kullback-Leibler Diver...
Truncated Multivariate Normal and Student Distributions
Multivariate t Distribution
Help to Fit of a Parametric Distribution to Non-Censored or Censored D...
C++ Header Files for Stan
Univariate Proability Distributions with Truncation
Maximum Likelihood Estimation of Various Univariate and Multivariate D...
Circular Statistics
Multivariate Dependence with Copulas
Flexible Parametric Survival and Multi-State Models
Ratio-of-Uniforms Simulation with Transformation
Stable Distribution Functions
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Rmetrics - Markets and Basic Statistics
Utilities from 'Seminar fuer Statistik' ETH Zurich
Statistical Inference of Vine Copulas
Compute Moments Related to Beta-Wishart and Inverse Beta-Wishart Distr...
Package for Environmental Statistics, Including US EPA Guidance
Density, Probability, Quantile ('DPQ') Computations
Location Scale Standardized Distributions
Censored Regression with Conditional Heteroscedasticity
Generalized Hyperbolic Distribution and Its Special Cases
Markov Chain Monte Carlo (MCMC) Package
Object Oriented Implementation of Distributions
S4 Classes for Elliptically Contoured Distributions
Simulation Classes Based on Package 'distr'
Processing of Model Parameters
Object Oriented Implementation of Probability Models
Multi-State Markov and Hidden Markov Models in Continuous Time