Provides an algebra over probability distributions enabling composition, sampling, and automatic simplification to closed forms. Supports normal, exponential, gamma, Weibull, chi-squared, uniform, beta, log-normal, Poisson, multivariate normal, empirical, and mixture distributions with algebraic operators (addition, subtraction, multiplication, division, power, exp, log, min, max) that automatically simplify when mathematical identities apply. Includes closed-form MVN conditioning (Schur complement), affine transformations, mixture marginals/conditionals (Bayes rule), and limiting distribution builders (CLT, LLN, delta method). Uses S3 classes for distributions and R6 for support objects.
Package details |
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| Author | Alexander Towell [aut, cre] (ORCID: <https://orcid.org/0000-0001-6443-9897>) |
| Maintainer | Alexander Towell <lex@metafunctor.com> |
| License | GPL (>= 3) |
| Version | 0.9.1 |
| URL | https://github.com/queelius/algebraic.dist https://queelius.github.io/algebraic.dist/ |
| Package repository | View on CRAN |
| Installation |
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