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This repo contains functions for (the density of) the following statistical distributions:

  • Uniform (Dunif)
  • Binomial (Bbinom)
  • Beta (Dbeta)
  • scaled and shifted t-distribution (Scaled_shifted_t)
  • Normal distribution (Dnorm)
  • Non-central t distribution (Dt)
  • Cauchy distribution (Dcauchy)

And a helper function:

  • Integrate

Apart from the Dt, all the distributions are simply wrappers around the functions provided by GoNum (The cauchy distribution is implemented as a 1 df student t distribution). For the non-central t distribution, a standard algorithm that is implemented in, for example, SciPy, is used.

The functions written so that their interface is consistent with that employed by the corresponding functions in R.

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Consistent interface for statistical distributions in Go

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