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algebraic.dist

Algebra over Probability Distributions

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.

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VersionRepositoryFileSize
1.0.0 2026-04-09 windows/windows R-4.5 algebraic.dist_1.0.0.zip 906.3 KiB

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