Distributions Compatible with Automatic Differentiation by 'RTMB'

Documentation for package ‘RTMBdist’ version 1.2.0

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A B C D E F G H I J K L M N O P Q R S T V W Y Z

-- A --

abs_smooth

Smooth approximation to the absolute value function

-- B --

bccg	Box–Cox Cole and Green distribution (BCCG)
bcpe	Box-Cox Power Exponential distribution (BCPE)
bct	Box–Cox t distribution (BCT)
bell	Bell distribution
bell2	Reparameterised Bell distribution
beta2	Reparameterised beta distribution
betabinom	Beta-binomial distribution
betaprime	Beta prime distribution
bisa	Birnbaum-Saunders distribution
bnbinom	Beta-negative binomial distribution
bnbinom2	Reparameterised beta-negative binomial distribution

-- C --

card	Cardioid distribution
Cclayton	Clayton copula constructors
cclayton	Clayton copula constructors
cfold	Folded circular-linear copula constructor
Cfrank	Frank copula constructor
cfrank	Frank copula constructor
cgaussian	Gaussian copula constructor
cgmrf	Multivariate Gaussian copula constructor parameterised by inverse correlation matrix
Cgumbel	Gumbel copula constructors
cgumbel	Gumbel copula constructors
cjw	Johnson-Wehrly circular-linear copula constructor
cmvgauss	Multivariate Gaussian copula constructor
combinom	Conway-Maxwell-binomial distribution

-- D --

dbccg	Box–Cox Cole and Green distribution (BCCG)
dbcpe	Box-Cox Power Exponential distribution (BCPE)
dbct	Box–Cox t distribution (BCT)
dbell	Bell distribution
dbell2	Reparameterised Bell distribution
dbeta	Reparameterised beta distribution
dbeta2	Reparameterised beta distribution
dbetabinom	Beta-binomial distribution
dbetaprime	Beta prime distribution
dbisa	Birnbaum-Saunders distribution
dbnbinom	Beta-negative binomial distribution
dbnbinom2	Reparameterised beta-negative binomial distribution
dcard	Cardioid distribution
dcombinom	Conway-Maxwell-binomial distribution
dcopula	Joint density under a bivariate copula
ddagum	Generalised beta distribution of the second kind and its special cases
ddcopula	Joint probability under a discrete bivariate copula
ddirichlet	Dirichlet distribution
ddirmult	Dirichlet-multinomial distribution
dexgauss	Exponentially modified Gaussian distribution
dfoldnorm	Folded normal distribution
dfrechet	Frechet distribution
dgamma2	Reparameterised gamma distribution
dgb2	Generalised beta distribution of the second kind and its special cases
dgengamma	Generalised Gamma distribution (GG)
dgenpois	Generalised Poisson distribution
dgeom.ad	AD-compatible geometric distribution
dgev	Generalised extreme value distribution
dgompertz	Gompertz distribution
dgpd	Generalised Pareto distribution
dgumbel	Gumbel distribution
dhalfcauchy	Half-Cauchy distribution
dhalft	Half-t distribution
dhbetabinom	Hurdle beta-binomial distribution
dhbinom	Hurdle binomial distribution
dhgeom	Hurdle geometric distribution
dhnbinom	Hurdle negative binomial distribution
dhnbinom2	Reparameterised hurdle negative binomial distribution
dhpois	Hurdle Poisson distribution
dinvchisq	Inverse Chi-squared distribution
dinvgamma	Inverse Gamma distribution
dinvgauss	Inverse Gaussian distribution
dirichlet	Dirichlet distribution
dirmult	Dirichlet-multinomial distribution
djsu	Johnson SU distribution (JSU)
djsu2	Johnson SU distribution (JSU)
dkumar	Kumaraswamy distribution
dlaplace	Laplace distribution
dllogis	Log-logistic distribution
dlomax	Generalised beta distribution of the second kind and its special cases
dmvcopula	Joint density under a multivariate copula
dmvt	Multivariate t distribution
dnbinom2	Reparameterised negative binomial distribution
doibeta	One-inflated beta distribution
doibeta2	Reparameterised one-inflated beta distribution
dpareto	Pareto distribution
dpgweibull	Power generalized Weibull distribution
dpig	Poisson-inverse Gaussian distribution
dpowerexp	Power Exponential distribution (PE and PE2)
dpowerexp2	Power Exponential distribution (PE and PE2)
dsichel	Sichel distribution
dsinmad	Generalised beta distribution of the second kind and its special cases
dskellam	Skellam distribution
dskewnorm	Skew normal distribution
dskewnorm2	Reparameterised skew normal distribution
dskewt	Skewed students t distribution
dskewt2	Moment-parameterised skew t distribution
dt2	Student t distribution with location and scale
dtruncnorm	Truncated normal distribution
dtrunct	Truncated t distribution
dtrunct2	Truncated t distribution with location and scale
dvm	von Mises distribution
dvmf	von Mises-Fisher distribution
dvmf2	Reparameterised von Mises-Fisher distribution
dwaring	Waring distribution
dwishart	Wishart distribution
dwrpcauchy	wrapped Cauchy distribution
dwrpnorm	Wrapped normal distribution
dyules	Yule-Simon distribution
dzibeta	Zero-inflated beta distribution
dzibeta2	Reparameterised zero-inflated beta distribution
dzibetabinom	Zero-inflated beta-binomial distribution
dzibinom	Zero-inflated binomial distribution
dzigamma	Zero-inflated gamma distribution
dzigamma2	Zero-inflated and reparameterised gamma distribution
dzigeom	Zero-inflated geometric distribution
dziinvgauss	Zero-inflated inverse Gaussian distribution
dzilnorm	Zero-inflated log normal distribution
dzinbinom	Zero-inflated negative binomial distribution
dzinbinom2	Zero-inflated and reparameterised negative binomial distribution
dzipois	Zero-inflated Poisson distribution
dziweibull	Zero-inflated Weibull distribution
dzoibeta	Zero- and one-inflated beta distribution
dzoibeta2	Reparameterised zero- and one-inflated beta distribution
dztbetabinom	Zero-truncated beta-binomial distribution
dztbinom	Zero-truncated Binomial distribution
dztgeom	Zero-truncated geometric distribution
dztnbinom	Zero-truncated Negative Binomial distribution
dztnbinom2	Reparameterised zero-truncated negative binomial distribution
dztpois	Zero-truncated Poisson distribution

-- E --

erf	AD-compatible error function and complementary error function
erfc	AD-compatible error function and complementary error function
exgauss	Exponentially modified Gaussian distribution

-- F --

foldnorm	Folded normal distribution
frechet	Frechet distribution

-- G --

gamma2	Reparameterised gamma distribution
gb2	Generalised beta distribution of the second kind and its special cases
gengamma	Generalised Gamma distribution (GG)
genpois	Generalised Poisson distribution
geom.ad	AD-compatible geometric distribution
gev	Generalised extreme value distribution
gompertz	Gompertz distribution
gpd	Generalised Pareto distribution
gumbel	Gumbel distribution

-- H --

halfcauchy	Half-Cauchy distribution
halft	Half-t distribution
hbetabinom	Hurdle beta-binomial distribution
hbinom	Hurdle binomial distribution
hgeom	Hurdle geometric distribution
hnbinom	Hurdle negative binomial distribution
hnbinom2	Reparameterised hurdle negative binomial distribution
hpgweibull	Power generalized Weibull distribution
hpois	Hurdle Poisson distribution

-- I --

invchisq	Inverse Chi-squared distribution
invgamma	Inverse Gamma distribution
invgauss	Inverse Gaussian distribution

-- J --

jsu	Johnson SU distribution (JSU)

-- K --

kumar

Kumaraswamy distribution

-- L --

lambertW	Lambert W function (principal branch)
laplace	Laplace distribution
laplace_check	Assess the accuracy of the Laplace approximation
llogis	Log-logistic distribution

-- M --

mcreport	Sample parameters from approximate Gaussian posterior distribution
mvt	Multivariate t distribution

-- N --

nbinom2

Reparameterised negative binomial distribution

-- O --

oibeta	One-inflated beta distribution
oibeta2	Reparameterised one-inflated beta distribution

-- P --

pareto	Pareto distribution
pbccg	Box–Cox Cole and Green distribution (BCCG)
pbcpe	Box-Cox Power Exponential distribution (BCPE)
pbct	Box–Cox t distribution (BCT)
pbell	Bell distribution
pbell2	Reparameterised Bell distribution
pbeta2	Reparameterised beta distribution
pbetabinom	Beta-binomial distribution
pbetaprime	Beta prime distribution
pbisa	Birnbaum-Saunders distribution
pbnbinom	Beta-negative binomial distribution
pbnbinom2	Reparameterised beta-negative binomial distribution
pcard	Cardioid distribution
pcombinom	Conway-Maxwell-binomial distribution
pdagum	Generalised beta distribution of the second kind and its special cases
pexgauss	Exponentially modified Gaussian distribution
pfoldnorm	Folded normal distribution
pfrechet	Frechet distribution
pgamma2	Reparameterised gamma distribution
pgb2	Generalised beta distribution of the second kind and its special cases
pgengamma	Generalised Gamma distribution (GG)
pgenpois	Generalised Poisson distribution
pgeom.ad	AD-compatible geometric distribution
pgev	Generalised extreme value distribution
pgompertz	Gompertz distribution
pgpd	Generalised Pareto distribution
pgumbel	Gumbel distribution
pgweibull	Power generalized Weibull distribution
phalfcauchy	Half-Cauchy distribution
phalft	Half-t distribution
phbetabinom	Hurdle beta-binomial distribution
phbinom	Hurdle binomial distribution
phgeom	Hurdle geometric distribution
phnbinom	Hurdle negative binomial distribution
phnbinom2	Reparameterised hurdle negative binomial distribution
phpois	Hurdle Poisson distribution
pig	Poisson-inverse Gaussian distribution
pinvchisq	Inverse Chi-squared distribution
pinvgamma	Inverse Gamma distribution
pinvgauss	Inverse Gaussian distribution
pjsu	Johnson SU distribution (JSU)
pjsu2	Johnson SU distribution (JSU)
pkumar	Kumaraswamy distribution
plaplace	Laplace distribution
pllogis	Log-logistic distribution
plnorm.ad	Zero-inflated log normal distribution
plomax	Generalised beta distribution of the second kind and its special cases
pnbinom2	Reparameterised negative binomial distribution
poibeta	One-inflated beta distribution
poibeta2	Reparameterised one-inflated beta distribution
powerexp	Power Exponential distribution (PE and PE2)
ppareto	Pareto distribution
ppgweibull	Power generalized Weibull distribution
ppig	Poisson-inverse Gaussian distribution
ppowerexp	Power Exponential distribution (PE and PE2)
ppowerexp2	Power Exponential distribution (PE and PE2)
print.laplace_check	Assess the accuracy of the Laplace approximation
psichel	Sichel distribution
psinmad	Generalised beta distribution of the second kind and its special cases
pskellam	Skellam distribution
pskewnorm	Skew normal distribution
pskewnorm2	Reparameterised skew normal distribution
pskewt	Skewed students t distribution
pskewt2	Moment-parameterised skew t distribution
pt.ad	Student t distribution with location and scale
pt2	Student t distribution with location and scale
ptruncnorm	Truncated normal distribution
ptrunct	Truncated t distribution
ptrunct2	Truncated t distribution with location and scale
pvm	von Mises distribution
pwaring	Waring distribution
pwrpcauchy	wrapped Cauchy distribution
pwrpnorm	Wrapped normal distribution
pyules	Yule-Simon distribution
pzibeta	Zero-inflated beta distribution
pzibeta2	Reparameterised zero-inflated beta distribution
pzibetabinom	Zero-inflated beta-binomial distribution
pzibinom	Zero-inflated binomial distribution
pzigamma	Zero-inflated gamma distribution
pzigamma2	Zero-inflated and reparameterised gamma distribution
pzigeom	Zero-inflated geometric distribution
pziinvgauss	Zero-inflated inverse Gaussian distribution
pzilnorm	Zero-inflated log normal distribution
pzinbinom	Zero-inflated negative binomial distribution
pzinbinom2	Zero-inflated and reparameterised negative binomial distribution
pzipois	Zero-inflated Poisson distribution
pziweibull	Zero-inflated Weibull distribution
pzoibeta	Zero- and one-inflated beta distribution
pzoibeta2	Reparameterised zero- and one-inflated beta distribution
pztbetabinom	Zero-truncated beta-binomial distribution
pztbinom	Zero-truncated Binomial distribution
pztgeom	Zero-truncated geometric distribution
pztnbinom	Zero-truncated Negative Binomial distribution
pztnbinom2	Reparameterised zero-truncated negative binomial distribution
pztpois	Zero-truncated Poisson distribution

-- Q --

qbccg	Box–Cox Cole and Green distribution (BCCG)
qbcpe	Box-Cox Power Exponential distribution (BCPE)
qbct	Box–Cox t distribution (BCT)
qbell	Bell distribution
qbell2	Reparameterised Bell distribution
qbeta2	Reparameterised beta distribution
qbetaprime	Beta prime distribution
qbisa	Birnbaum-Saunders distribution
qcombinom	Conway-Maxwell-binomial distribution
qdagum	Generalised beta distribution of the second kind and its special cases
qexgauss	Exponentially modified Gaussian distribution
qfrechet	Frechet distribution
qgamma2	Reparameterised gamma distribution
qgb2	Generalised beta distribution of the second kind and its special cases
qgengamma	Generalised Gamma distribution (GG)
qgenpois	Generalised Poisson distribution
qgev	Generalised extreme value distribution
qgompertz	Gompertz distribution
qgpd	Generalised Pareto distribution
qgumbel	Gumbel distribution
qhalfcauchy	Half-Cauchy distribution
qhalft	Half-t distribution
qinvchisq	Inverse Chi-squared distribution
qinvgamma	Inverse Gamma distribution
qinvgauss	Inverse Gaussian distribution
qjsu	Johnson SU distribution (JSU)
qjsu2	Johnson SU distribution (JSU)
qkumar	Kumaraswamy distribution
qlaplace	Laplace distribution
qllogis	Log-logistic distribution
qlomax	Generalised beta distribution of the second kind and its special cases
qnbinom2	Reparameterised negative binomial distribution
qpareto	Pareto distribution
qpgweibull	Power generalized Weibull distribution
qpowerexp	Power Exponential distribution (PE and PE2)
qpowerexp2	Power Exponential distribution (PE and PE2)
qsinmad	Generalised beta distribution of the second kind and its special cases
qskewnorm	Skew normal distribution
qskewnorm2	Reparameterised skew normal distribution
qskewt	Skewed students t distribution
qskewt2	Moment-parameterised skew t distribution
qt2	Student t distribution with location and scale
qtruncnorm	Truncated normal distribution
qtrunct	Truncated t distribution
qtrunct2	Truncated t distribution with location and scale
qwrpcauchy	wrapped Cauchy distribution

-- R --

rbccg	Box–Cox Cole and Green distribution (BCCG)
rbcpe	Box-Cox Power Exponential distribution (BCPE)
rbct	Box–Cox t distribution (BCT)
rbell	Bell distribution
rbell2	Reparameterised Bell distribution
rbeta2	Reparameterised beta distribution
rbetabinom	Beta-binomial distribution
rbetaprime	Beta prime distribution
rbisa	Birnbaum-Saunders distribution
rbnbinom	Beta-negative binomial distribution
rbnbinom2	Reparameterised beta-negative binomial distribution
rcard	Cardioid distribution
rcombinom	Conway-Maxwell-binomial distribution
rdagum	Generalised beta distribution of the second kind and its special cases
rdirichlet	Dirichlet distribution
rdirmult	Dirichlet-multinomial distribution
rexgauss	Exponentially modified Gaussian distribution
rfoldnorm	Folded normal distribution
rfrechet	Frechet distribution
rgamma2	Reparameterised gamma distribution
rgb2	Generalised beta distribution of the second kind and its special cases
rgengamma	Generalised Gamma distribution (GG)
rgenpois	Generalised Poisson distribution
rgev	Generalised extreme value distribution
rgmrf	Sample from a multivariate Gaussian with a sparse precision matrix
rgompertz	Gompertz distribution
rgpd	Generalised Pareto distribution
rgumbel	Gumbel distribution
rhalfcauchy	Half-Cauchy distribution
rhalft	Half-t distribution
rhbetabinom	Hurdle beta-binomial distribution
rhbinom	Hurdle binomial distribution
rhgeom	Hurdle geometric distribution
rhnbinom	Hurdle negative binomial distribution
rhnbinom2	Reparameterised hurdle negative binomial distribution
rhpois	Hurdle Poisson distribution
rinvchisq	Inverse Chi-squared distribution
rinvgamma	Inverse Gamma distribution
rinvgauss	Inverse Gaussian distribution
rjsu	Johnson SU distribution (JSU)
rjsu2	Johnson SU distribution (JSU)
rkumar	Kumaraswamy distribution
rlaplace	Laplace distribution
rllogis	Log-logistic distribution
rlomax	Generalised beta distribution of the second kind and its special cases
rmvt	Multivariate t distribution
rnbinom2	Reparameterised negative binomial distribution
roibeta	One-inflated beta distribution
roibeta2	Reparameterised one-inflated beta distribution
rpareto	Pareto distribution
rpgweibull	Power generalized Weibull distribution
rpig	Poisson-inverse Gaussian distribution
rpowerexp	Power Exponential distribution (PE and PE2)
rpowerexp2	Power Exponential distribution (PE and PE2)
rsichel	Sichel distribution
rsinmad	Generalised beta distribution of the second kind and its special cases
rskellam	Skellam distribution
rskewnorm	Skew normal distribution
rskewnorm2	Reparameterised skew normal distribution
rskewt	Skewed students t distribution
rskewt2	Moment-parameterised skew t distribution
rt2	Student t distribution with location and scale
rtruncnorm	Truncated normal distribution
rtrunct	Truncated t distribution
rtrunct2	Truncated t distribution with location and scale
rvm	von Mises distribution
rvmf	von Mises-Fisher distribution
rvmf2	Reparameterised von Mises-Fisher distribution
rwaring	Waring distribution
rwishart	Wishart distribution
rwrpcauchy	wrapped Cauchy distribution
rwrpnorm	Wrapped normal distribution
ryules	Yule-Simon distribution
rzibeta	Zero-inflated beta distribution
rzibeta2	Reparameterised zero-inflated beta distribution
rzibetabinom	Zero-inflated beta-binomial distribution
rzibinom	Zero-inflated binomial distribution
rzigamma	Zero-inflated gamma distribution
rzigamma2	Zero-inflated and reparameterised gamma distribution
rzigeom	Zero-inflated geometric distribution
rziinvgauss	Zero-inflated inverse Gaussian distribution
rzilnorm	Zero-inflated log normal distribution
rzinbinom	Zero-inflated negative binomial distribution
rzinbinom2	Zero-inflated and reparameterised negative binomial distribution
rzipois	Zero-inflated Poisson distribution
rziweibull	Zero-inflated Weibull distribution
rzoibeta	Zero- and one-inflated beta distribution
rzoibeta2	Reparameterised zero- and one-inflated beta distribution
rztbetabinom	Zero-truncated beta-binomial distribution
rztbinom	Zero-truncated Binomial distribution
rztgeom	Zero-truncated geometric distribution
rztnbinom	Zero-truncated Negative Binomial distribution
rztnbinom2	Reparameterised zero-truncated negative binomial distribution
rztpois	Zero-truncated Poisson distribution

-- S --

sichel	Sichel distribution
skellam	Skellam distribution
skewnorm	Skew normal distribution
skewnorm2	Reparameterised skew normal distribution
skewt	Skewed students t distribution
skewt2	Moment-parameterised skew t distribution
spgweibull	Power generalized Weibull distribution

-- T --

t2	Student t distribution with location and scale
truncnorm	Truncated normal distribution
trunct	Truncated t distribution
trunct2	Truncated t distribution with location and scale

-- V --

vm	von Mises distribution
vmf	von Mises-Fisher distribution
vmf2	Reparameterised von Mises-Fisher distribution

-- W --

waring	Waring distribution
wishart	Wishart distribution
wrpcauchy	wrapped Cauchy distribution
wrpnorm	Wrapped normal distribution

-- Y --

yules

Yule-Simon distribution

-- Z --

zero_inflate	Zero-inflated density constructer
zibeta	Zero-inflated beta distribution
zibeta2	Reparameterised zero-inflated beta distribution
zibetabinom	Zero-inflated beta-binomial distribution
zibinom	Zero-inflated binomial distribution
zigamma	Zero-inflated gamma distribution
zigamma2	Zero-inflated and reparameterised gamma distribution
zigeom	Zero-inflated geometric 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
ziweibull	Zero-inflated Weibull distribution
zoibeta	Zero- and one-inflated beta distribution
zoibeta2	Reparameterised zero- and one-inflated beta distribution
ztbetabinom	Zero-truncated beta-binomial distribution
ztbinom	Zero-truncated Binomial distribution
ztgeom	Zero-truncated geometric distribution
ztnbinom	Zero-truncated Negative Binomial distribution
ztnbinom2	Reparameterised zero-truncated negative binomial distribution
ztpois	Zero-truncated Poisson distribution