dist_transformed: Modify a distribution with a transformation

In distributional: Vectorised Probability Distributions

Modify a distribution with a transformation

Description

The density(), mean(), and variance() methods are approximate as they are based on numerical derivatives.

Usage

dist_transformed(dist, transform, inverse)

Arguments

dist	A univariate distribution vector.
transform	A function used to transform the distribution. This transformation should be monotonic over appropriate domain.
inverse	The inverse of the transform function.

Examples

# Create a log normal distribution
dist <- dist_transformed(dist_normal(0, 0.5), exp, log)
density(dist, 1) # dlnorm(1, 0, 0.5)
cdf(dist, 4) # plnorm(4, 0, 0.5)
quantile(dist, 0.1) # qlnorm(0.1, 0, 0.5)
generate(dist, 10) # rlnorm(10, 0, 0.5)

distributional documentation built on March 31, 2023, 7:12 p.m.