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Supported Distributions

library(samplr)

The current distributions in the samplr package are those supported by Rcpp and RcppDist.

Univariate Distributions

The parameters these distributions take can be provided in a vector, e.g. a vector c(0,1) for the standard normal distribution.

Continuous Distributions

Abbreviation Distribution Name Parameters
unif Uniform Distribution min, max
norm Normal Distribution mean, sd
lnorm Lognormal Distribution log_mean, log_sd
gamma Gamma Distribution shape, scale
beta Beta Distribution shape1,shape2
nbeta Non-central Beta Distribution shape1,shape2, ncp
chisq Chi-squared Distribution df
nchisq Non-central Chi-squared Distribution df, ncp
t t Distribution df
nt Non-central t Distribution df, ncp
f F Distribution df1, df2
nf Non-central F Distribution df1, df2, ncp
cauchy Cauchy Distribution location, scale,
exp Exponential Distribution rate
logis Logistic Distribution location, scale
weibull Weibull Distribution shape, scale
4beta 4-parameter Beta Distribution shape1,shape2, minumum, maximum
lst Location-scale t Distribution df, location, scale,
truncnorm Truncated Normal Distribution mean, sd, low_bound, high_bound
trunct Truncated t Distribution df, low_bound, high_bound
trunclst Truncated Location-scale t Distribution df, location, scale, low_bound, high_bound
triangular Triangular Distribution lower_limit, upper_limit, mode

Discrete Distributions

Abbreviation Distribution Name Parameters
binom Binomial Distribution size, success_prob
nbinom Negative Binomial Distribution (with success probability as parameter) size, success_prob
nbinom_mu Negative Binomial Distribution (with mean as parameter) size, mean
pois Poisson Distribution lambda
geom Geometric Distribution success_prob
hyper Hypergeometric Distribution number_successes, number_failures, number_samples
wilcox Distribution of Wilcoxon rank-sum test statistic number_samples1, number_samples2
signrank Distribution of Wilcoxon signed-rank test statistic number_samples

Multivariate Distributions

For multivariate distributions, distribution parameters are provided in a list, not a vector.

Continuous Distributions

Abbreviation Distribution Name Parameters
mvnorm Multivariate Normal mean (vector); covariance_matrix (matrix)
mvt Multivariate t location (vector); scale_matrix (matrix), df (number)

Examples

Univariate distribution

X <- sampler_mh(
  start = 0, # starting point for the sampler
  distr_name = "truncnorm", # Use abbreviation in distr_name
  distr_params = c(0,1,-5,0), # provide distribution parameters as a vector for univariate distributions
  sigma_prop = 1, # variance of the proposal distribution
)
hist(X[[1]])

Multivariate distribution

X <- sampler_hmc(
  start = c(0,0), 
  distr_name = "mvnorm", # as before
  list(c(0,0), diag(2)), # provide distribution parameters as a list for multivariate distributions
)

x <- X[[1]][,1]
y <- X[[1]][,2]
plot(x,y)

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.