Distribution functions

Density, log-density, distribution, quantile, and random-generation functions for a distribution() object. All are vectorized over their first numeric argument and evaluate in the shared C++ core, so results are identical to the Python package and to the upstream C# library.

Usage

dist_pdf(d, x)

dist_log_pdf(d, x)

dist_cdf(d, q)

dist_quantile(d, p)

dist_random(d, n, seed = NULL)

Arguments

d

a corehydro_dist object from distribution() or dist_fit().

x, q

numeric vector of quantiles.

p

numeric vector of probabilities in (0, 1).

n

number of draws.

seed

integer seed for reproducible draws; NULL (the default) seeds from the clock.

Value

A numeric vector the same length as x, q, or p (n for dist_random()).

Details

dist_random() draws from the same seeded Mersenne Twister stream as the C# GenerateRandomValues(sampleSize, seed): a given seed reproduces the C# draws bit-for-bit (and matches corehydropy exactly).

Examples

d <- distribution("Gumbel", c(100, 10))
dist_pdf(d, c(95, 100, 120))
#> [1] 0.03170419 0.03678794 0.01182050
dist_quantile(d, c(0.5, 0.9, 0.99))
#> [1] 103.6651 122.5037 146.0015
dist_random(d, 5, seed = 123)
#> [1] 110.16852 110.83714  97.75836 101.65426  96.05623