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v0.5.0
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New features
support() now shows whether the interval of support is open or
closed (@venpopov , #97 ).
Added default method for cdf() which estimates the CDF using Monte Carlo
integration (@robjhyndman , #122 ).
Probability distributions
Added dist_gk() for g-and-k distributions.
Added dist_gh() for g-and-h distributions.
Added dist_gev() for the Generalised Extreme Value distribution and
dist_gpd() for the Generalised Pareto distribution (@robjhyndman , #124 ).
Improvements
dist_mixture() now displays the components of the mixture when the output
width is sufficiently wide (@statasaurus , #112 ).
generate() now respects dimnames() for multivariate distributions.
dist_mixture() now supports multivariate distributions (@robjhyndman , #122 ).
Bug fixes
Fixed error when using '-' as a unary operator on a distribution different from
dist_normal() (@venpopov , #95 )
Density for transformed distributions now correctly gives 0 instead of NaNs for
values outside the support of the distribution (@venpopov , #97 )
Fixed quantile() and cdf() for transformed distributions with
monotonically decreasing transformations (#100 ).
Fixed multivariate dist_sample() methods not structuring multivariate
results correctly as matrices.
The cdf() method for dist_multivariate_normal() now gives the P(X <= q)
rather than P(X > q) for consistency with all other cdf() methods.
The quantile() method for dist_multivariate_normal() now correctly gives
the boundaries when p=0 or p=1 when type="equicoordinate".
The quantile() method for dist_multivariate_normal() now only square roots
the diagonal elements when type="marginal".
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