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)