Support for univariate and multivariate truncated distributions in Julia
Author yoninazarathy
0 Stars
Updated Last
2 Years Ago
Started In
August 2020


Dev Build Status

This package provides support for univariate and multivariate distributions in Julia.

The functionality provided here extends the univariate truncated distributions support that is in Distributions.jl, Julia's main distributions package.

Key functionality is support for box truncated multivariate Normal (Gaussian) distributions. Further functionality both for the univariate distributions and multivariate distributions Beyond basic distribution functionality, the package provides functions for fitting parameters to desired moments.

At the moment the only supported multivariate distribution is Multivariate Normal with box truncation (truncation over a region). For univariate distributions, essentially any distribution can be truncated using the truncation mechanism from Distributions.jl and the functions of this package can be applied.

Used By Packages

No packages found.