ConvolvedDistributions.jl

Convolve probability distributions, with shared numerical quadrature.

Sums of random delays — for example an incubation period followed by a reporting delay — are convolutions of their distributions. ConvolvedDistributions.jl convolves any Distributions.jl distributions and takes differences between them, sharing a common quadrature so the numerics stay consistent across the ecosystem.

Install

using Pkg
Pkg.add("ConvolvedDistributions")

Links

• Documentation
• GitHub