An algebra over distributions (random elements).
About
The R package algebraic.dist provides an algebra over distributions. It enables:
- Operations on distribution objects (addition, subtraction, transformations)
- Lazy composition of distributions via expression objects (
edist) - Sampling, expectation, conditioning, and marginalization operations
- Support for both parametric (normal, mvn, exponential) and empirical distributions
Key features include algebraic operations that compose distributions, generic methods for statistical operations, and a flexible architecture supporting both univariate and multivariate distributions.
Installation
You can install the development version of algebraic.dist from GitHub with:
# install.packages("devtools")
devtools::install_github("queelius/algebraic.dist")See the vignette algebraic.dist: Example for a quick introduction to the package.
Future Development
Planned features include:
- Automatic simplification of composed distributions (e.g., sum of normals → normal)
- Lazy expression trees that simplify to closed forms when possible
- Limiting distributions and convergence analysis
- Automatic deduction of moments and distribution properties
