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distributional 0.8.0

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@mitchelloharawild mitchelloharawild released this 24 Jun 06:54

New features

  • dist_mixture() gains a type argument supporting both probability mixtures
    (type = "probability", the default, existing behaviour) and quantile
    mixtures (type = "quantile"). A quantile mixture (Vincentization) defines
    the quantile function as a weighted average of the component quantile
    functions: Q(p) = sum(w_i * Q_i(p)). Its CDF and density are computed
    numerically from this quantile function.

  • Added dist_convolved() for the distribution of the sum of two independent
    random variables, computed via FFT-based numerical convolution (#106).
    The + and - operators now automatically produce a dist_convolved object
    for distribution families without a known closed-form sum. Distributions with
    known closed-form sums (e.g. dist_normal(1, 2) + dist_normal(3, 1)) continue
    to produce exact results.

  • Added dist_quantile() as the primary interface for the quantile/percentile
    distribution, accepting probabilities on the [0, 1] scale.
    dist_percentile() is now an alias that accepts the [0, 100] scale (#116).