Package dist provides differentiatable distribution models. The package is automatically differentiated by deriv during build.
var Beta beta
Beta distribution, singleton instance.
var Expon expon
Exponential distribution, singleton instance.
var Gamma gamma
Gamma distribution, singleton instance.
var Normal normal
Normal distribution, singleton instance.
Outside of differentiated context, SoftMax can be used without distribution.
Logp computes logpdf of a single observation.
Logps computes logpdf of a vector of observations.
Observe implements the Model interface. The parameters are alpha and observations, flattened.
SoftMax transforms unconstrained parameters to a point on the unit hyperplane suitable to be observed from Dirichlet. x is the original vector, p is a point on the unit hyperplane.