ReparameterisedDistributions.jl

Alternative parameterisations for Distributions.jl distributions.

The natural parameters of a distribution are often not the ones you want to put a prior on or reason about. ReparameterisedDistributions.jl lets you switch between parameterisations — for example specifying a distribution by its mean and standard deviation — while keeping the standard Distributions.jl interface.

This package is early; expect the interface to change.

Install

using Pkg
Pkg.add("ReparameterisedDistributions")

Links

• GitHub