The current distributions in the samplr package are those supported by Rcpp and RcppDist.
The parameters these distributions take can be provided in a vector,
e.g. a vector c(0,1)
for the standard normal
distribution.
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
|
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 |
For multivariate distributions, distribution parameters are provided in a list, not a vector.
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]])