- New
`PoissonBinomial()`

distribution, a generalization of the binomial distribution. The Poisson binomial is characterized by n independent Bernoulli trials but with potentially different success probabilities. The`d`

/`p`

/`q`

/`r`

functions employ the efficient implementation from the PoissonBinomial package, if available. In case it is not available, fallback computation based on a normal approximation are provided- with a warning, by default (#100).

- The
`prodist()`

methods for various count regression objects now distinguish between computations for the classic pscl package and the newer countreg package (currently on R-Forge, soon to be released to CRAN). - The
`simulate()`

method for`distribution`

objects is now better aligned with`simulate.lm()`

in base R: It now always returns a`data.frame`

with`seed`

attribute. - New
`simulate()`

default method which leverages`prodist()`

and subsequently uses the`simulate()`

method for`distribution`

objects. - New
`prodist()`

methods for`distribution`

objects which just returns the unmodified`distribution`

object itself. - The
`format()`

method - and hence the`print()`

method - for`distribution`

objects has been simplified. For example, now`Normal(mu = 0, sigma = 1)`

is used instead of`Normal distribution (mu = 0, sigma = 1)`

in order to yield a more compact output, especially for vectors of distributions (#101). - Added an
`as.character()`

method which essentially calls`format(..., digits = 15, drop0trailing = TRUE)`

. This mimics the behavior and precision of base R for real vectors. Note that this enables using`match()`

for distribution objects. - Added a
`duplicated()`

method which relies on the corresponding method for the`data.frame`

of parameters in a distribution. - Enabled the inclusion of
`distribution`

vectors as columns in`tibble`

data objects, see`?vec_proxy.distribution`

for further details and a practical example. - Fixed errors in notation of cumulative distribution function in the
documentation of
`HurdlePoisson()`

and`HurdleNegativeBinomial()`

(by @dkwhu in #94 and #96). - The
`prodist()`

method for`glm`

objects can now also handle`family`

specifications from`MASS::negative.binomial(theta)`

with fixed`theta`

(reported by Christian Kleiber). - Replace
`ellipsis`

dependency by`rlang`

as the former will be deprecated/archived (by @olivroy in #105). - Further small improvements in methods and manual pages.

- New generics
`is_discrete()`

and`is_continous()`

with methods for all distribution objects in the package. The`is_discrete()`

methods return`TRUE`

for every distribution that is discrete on the entire support and`FALSE`

otherwise. Analogously,`is_continuous()`

returns`TRUE`

for every distribution that is continuous on the entire support and`FALSE`

otherwise. Thus, for mixed discrete-continuous distributions both methods should yield`FALSE`

(#90). - New logical argument
`elementwise = NULL`

in`apply_dpqr()`

and hence inherited in`cdf()`

,`pdf()`

,`log_pdf()`

, and`quantile()`

. It provides type-safety when applying one of the functions to a vector of distributions`d`

to a numeric argument`x`

where both`d`

and`x`

are of length n > 1. By setting`elementwise = TRUE`

the function is applied element-by-element, also yielding a vector of length n. By setting`elementwise = FALSE`

the function is applied for all combinations yielding an n-by-n matrix. The default`elementwise = NULL`

corresponds to`FALSE`

if`d`

and`x`

are of different lengths and`TRUE`

if the are of the same length n > 1 (#87). - Extended support for various count data distributions, now enompassing both the Poisson and negative binomial distributions along with various adjustments for zero counts (hurdle, inflation, and truncation, respectively). More details are provided in the following items (#86).
- New
`d`

/`p`

/`q`

/`r`

functions for`hnbinom`

,`zinbinom`

,`ztnbinom`

, and`ztpois`

similar to the corresponding`nbinom`

and`pois`

functions from base R. - New
`HurdleNegativeBinomial()`

,`ZINegativeBinomial()`

,`ZTNegativeBinomial()`

, and`ZTPoisson()`

distribution constructors along with the corresponding S3 methods for the “usual” generics (except`skewness()`

and`kurtosis()`

). - New
`prodist()`

methods for extracting the fitted/predicted probability distributions from models estimated by`hurdle()`

,`zeroinfl()`

, and`zerotrunc()`

objects from either the`pscl`

package or the`countreg`

package. - Added argument
`prodist(..., sigma = "ML")`

to the`lm`

method for extracting the fitted/predicted probability distribution from a linear regression model. In the previous version the`prodist()`

method always used the least-squares estimate of the error variance (= residual sum of squares divided by the residual degrees of freedom, n - k), as also reported by the`summary()`

method. Now the default is to use the maximum-likelihood estimate instead (divided by the number of observations, n) which is consistent with the`logLik()`

method. The previous behavior can be obtained by specifying`sigma = "OLS"`

(#91). - Similarly to the
`lm`

method the`glm`

method`prodist(..., dispersion = NULL)`

now, by default, uses the`dispersion`

estimate that matches the`logLik()`

output. This is based on the deviance divided by the number of observations, n. Alternatively,`dispersion = "Chisquared"`

uses the estimate employed in the`summary()`

method, based on the Chi-squared statistic divided by the residual degrees of freedom, n - k. - Small improvements in methods for various distribution objects:
Added
`support()`

method for GEV-based distributions (`GEV()`

,`GP()`

,`Gumbel()`

,`Frechet()`

). Added a`random()`

method for the`Tukey()`

distribution (using the inversion method).

- Vectorized univariate distribution objects by Moritz Lang and Achim
Zeileis (#71 and #82). This allows representation of fitted probability
distributions from regression models. New helper functions are provided
to help setting up such distribution objects in a unified way. In
particular,
`apply_dpqr()`

helps to apply the standard`d`

/`p`

/`q`

/`r`

functions available in base R and many packages. The accompanying manual page provides some worked examples and further guidance. - New vignette (by Achim Zeileis) on using
`distributions3`

to go from basic probability theory to probabilistic regression models. Illustrated with Poisson GLMs for the number of goals per team in the 2018 FIFA World Cup explained by the teams’ ability differences. (#74) - New generic function
`prodist()`

to extract fitted (in-sample) or predicted (out-of-sample) probability distributions from model objects like`lm`

,`glm`

, or`arima`

. (#83) - Extended support for count data distributions (by Achim Zeileis): Alternative parameterization for negative binomial distribution (commonly used in regression models), zero-inflated Poisson, and zero-hurdle Poisson. (#80 and #81)

- Added a plotting generic for univariate distributions (@paulnorthrop, PR #56)
- Added support for the Generalised Extreme Value (GEV), Frechet, Gumbel, reversed Weibull and Generalised Pareto (GP) distributions (@paulnorthrop, PR #52)
- Added support for the Erlang distribution (@ellessenne, PR #54)
- Various minor bug fixes

- Rename to
`distributions3`

for CRAN

- Added a
`NEWS.md`

file to track changes to the package. - Initial release