Package: RTMBdist 1.2.0

Jan-Ole Fischer

RTMBdist: Distributions Compatible with Automatic Differentiation by 'RTMB'

Extends the functionality of the 'RTMB' <https://kaskr.r-universe.dev/RTMB> package by providing a collection of non-standard probability distributions compatible with automatic differentiation (AD). While 'RTMB' enables flexible and efficient modelling, including random effects, its built-in support is limited to standard distributions. The package adds additional AD-compatible distributions, broadening the range of models that can be implemented and estimated using 'RTMB'. Automatic differentiation and Laplace approximation are described in Kristensen et al. (2016) <doi:10.18637/jss.v070.i05>.

Authors:Jan-Ole Fischer [aut, cre]

RTMBdist_1.2.0.tar.gz
RTMBdist_1.2.0.zip(r-4.7-any)RTMBdist_1.2.0.zip(r-4.6-any)RTMBdist_1.2.0.zip(r-4.5-any)
RTMBdist_1.2.0.tgz(r-4.6-any)RTMBdist_1.2.0.tgz(r-4.5-any)
RTMBdist_1.2.0.tar.gz(r-4.7-any)RTMBdist_1.2.0.tar.gz(r-4.6-any)
RTMBdist_1.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
RTMBdist/json (API)

# Install 'RTMBdist' in R:
install.packages('RTMBdist', repos = c('https://janolefi.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/janolefi/rtmbdist/issues

Pkgdown/docs site:https://janolefi.github.io

On CRAN:

Conda:

7.38 score 4 stars 2 packages 22 scripts 629 downloads 316 exports 23 dependencies

Last updated from:6231389610. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK278
source / vignettesOK909
linux-releaseOK249
macos-releaseOK228
macos-oldrelOK170
windows-develOK231
windows-releaseOK210
windows-oldrelOK195
wasm-releaseOK133

Exports:abs_smoothcclaytonCclaytoncfoldcfrankCfrankcgaussiancgmrfcgumbelCgumbelcjwcmvgaussdbccgdbcpedbctdbelldbell2dbetadbeta2dbetabinomdbetaprimedbnbinomdbnbinom2dcombinomdcopuladdcopuladdirichletddirmultdexgaussdfoldnormdfrechetdgamma2dgengammadgenpoisdgeom.addgevdgompertzdgpddgumbeldhalfcauchydhalftdhbetabinomdhbinomdhgeomdhnbinomdhnbinom2dhpoisdinvchisqdinvgammadinvgaussdjsudjsu2dkumardlaplacedllogisdmvcopuladmvtdnbinom2doibetadoibeta2dparetodpgweibulldpowerexpdpowerexp2dskellamdskewnormdskewnorm2dskewtdskewt2dt2dtruncnormdtrunctdtrunct2dvmdvmfdvmf2dwaringdwishartdwrpcauchydyulesdzibetadzibeta2dzibetabinomdzibinomdzigammadzigamma2dzigeomdziinvgaussdzilnormdzinbinomdzinbinom2dzipoisdziweibulldzoibetadzoibeta2dztbetabinomdztbinomdztgeomdztnbinomdztnbinom2dztpoiserferfchpgweibulllambertWlaplace_checkmcreportpbccgpbcpepbctpbellpbell2pbeta2pbetabinompbetaprimepbnbinompbnbinom2pcombinompexgausspfoldnormpfrechetpgamma2pgengammapgenpoispgeom.adpgevpgompertzpgpdpgumbelphalfcauchyphalftphbetabinomphbinomphgeomphnbinomphnbinom2phpoispinvchisqpinvgammapinvgausspjsupjsu2pkumarplaplacepllogisplnorm.adpnbinom2poibetapoibeta2pparetoppgweibullppowerexpppowerexp2pskellampskewnormpskewnorm2pskewtpskewt2pt.adpt2ptruncnormptrunctptrunct2pvmpwaringpwrpcauchypyulespzibetapzibeta2pzibetabinompzibinompzigammapzigamma2pzigeompziinvgausspzilnormpzinbinompzinbinom2pzipoispziweibullpzoibetapzoibeta2pztbetabinompztbinompztgeompztnbinompztnbinom2pztpoisqbccgqbcpeqbctqbellqbell2qbeta2qbetaprimeqcombinomqexgaussqfrechetqgamma2qgengammaqgenpoisqgevqgompertzqgpdqgumbelqhalfcauchyqhalftqinvchisqqinvgammaqinvgaussqjsuqjsu2qkumarqlaplaceqllogisqnbinom2qparetoqpgweibullqpowerexpqpowerexp2qskewnormqskewnorm2qskewtqskewt2qt2qtruncnormqtrunctqtrunct2qwrpcauchyrbccgrbcperbctrbellrbell2rbeta2rbetabinomrbetaprimerbnbinomrbnbinom2rcombinomrdirichletrdirmultrexgaussrfoldnormrfrechetrgamma2rgengammargenpoisrgevrgmrfrgompertzrgpdrgumbelrhalfcauchyrhalftrhbetabinomrhbinomrhgeomrhnbinomrhnbinom2rhpoisrinvchisqrinvgammarinvgaussrjsurjsu2rkumarrlaplacerllogisrmvtrnbinom2roibetaroibeta2rparetorpgweibullrpowerexprpowerexp2rskellamrskewnormrskewnorm2rskewtrskewt2rt2rtruncnormrtrunctrtrunct2rvmrvmfrvmf2rwaringrwishartrwrpcauchyryulesrzibetarzibeta2rzibetabinomrzibinomrzigammarzigamma2rzigeomrziinvgaussrzilnormrzinbinomrzinbinom2rzipoisrziweibullrzoibetarzoibeta2rztbetabinomrztbinomrztgeomrztnbinomrztnbinom2rztpoisspgweibullzero_inflate

Dependencies:bootcircularclueclusterlatticeMASSMatrixMatrixModelsmnormtmovMFmvtnormnumDerivquantregRcppRcppEigenRTMBskmeansslamsnSparseMstatmodsurvivalTMB

Guide to adding a distribution
Calling other distributions | A complete example | Tests | Numerical stability | Branching without breaking the tape | Zero-modified distributions | Reparameterised variants | Distributions to read | Before you are done | When the cdf has no closed form | When RTMB has no AD version
Rendered fromadding-a-distribution.Rmdusingknitr::rmarkdown

Last update: 2026-09-26
Started: 2026-05-28

List of distributions
Continuous distributions | Discrete distributions | Multivariate distributions | Copulas
Rendered fromdistlist.Rmdusingknitr::rmarkdown

Last update: 2026-09-26
Started: 2025-07-31

Worked Examples
Example 1: Random regression with non-Gaussian data | Example 2: Non-standard random GLM for count data | Example 3: Distributional regression with penalised splines | Example 4: Zero inflation | Example 5: Copulas | Example 6: Animal movement with a circular-linear copula | Example 7: Multivariate stochastic volatility
Rendered fromExamples.Rmdusingknitr::rmarkdown

Last update: 2026-09-25
Started: 2025-09-16

Readme and manuals

Help Manual

Help pageTopics
Smooth approximation to the absolute value functionabs_smooth
Box–Cox Cole and Green distribution (BCCG)bccg dbccg pbccg qbccg rbccg
Box-Cox Power Exponential distribution (BCPE)bcpe dbcpe pbcpe qbcpe rbcpe
Box–Cox t distribution (BCT)bct dbct pbct qbct rbct
Bell distributionbell dbell pbell qbell rbell
Reparameterised Bell distributionbell2 dbell2 pbell2 qbell2 rbell2
Reparameterised beta distributionbeta2 dbeta dbeta2 pbeta2 qbeta2 rbeta2
Beta-binomial distributionbetabinom dbetabinom pbetabinom rbetabinom
Beta prime distributionbetaprime dbetaprime pbetaprime qbetaprime rbetaprime
Beta-negative binomial distributionbnbinom dbnbinom pbnbinom rbnbinom
Reparameterised beta-negative binomial distributionbnbinom2 dbnbinom2 pbnbinom2 rbnbinom2
Clayton copula constructorsCclayton cclayton
Folded circular-linear copula constructorcfold
Frank copula constructorCfrank cfrank
Gaussian copula constructorcgaussian
Multivariate Gaussian copula constructor parameterised by inverse correlation matrixcgmrf
Gumbel copula constructorsCgumbel cgumbel
Johnson-Wehrly circular-linear copula constructorcjw
Multivariate Gaussian copula constructorcmvgauss
Conway-Maxwell-binomial distributioncombinom dcombinom pcombinom qcombinom rcombinom
Joint density under a bivariate copuladcopula
Joint probability under a discrete bivariate copuladdcopula
Dirichlet distributionddirichlet dirichlet rdirichlet
Dirichlet-multinomial distributionddirmult dirmult rdirmult
Joint density under a multivariate copuladmvcopula
AD-compatible error function and complementary error functionerf erfc
Exponentially modified Gaussian distributiondexgauss exgauss pexgauss qexgauss rexgauss
Folded normal distributiondfoldnorm foldnorm pfoldnorm rfoldnorm
Frechet distributiondfrechet frechet pfrechet qfrechet rfrechet
Reparameterised gamma distributiondgamma2 gamma2 pgamma2 qgamma2 rgamma2
Generalised Gamma distribution (GG)dgengamma gengamma pgengamma qgengamma rgengamma
Generalised Poisson distributiondgenpois genpois pgenpois qgenpois rgenpois
AD-compatible geometric distributiondgeom.ad geom.ad pgeom.ad
Generalised extreme value distributiondgev gev pgev qgev rgev
Gompertz distributiondgompertz gompertz pgompertz qgompertz rgompertz
Generalised Pareto distributiondgpd gpd pgpd qgpd rgpd
Gumbel distributiondgumbel gumbel pgumbel qgumbel rgumbel
Half-Cauchy distributiondhalfcauchy halfcauchy phalfcauchy qhalfcauchy rhalfcauchy
Half-t distributiondhalft halft phalft qhalft rhalft
Hurdle beta-binomial distributiondhbetabinom hbetabinom phbetabinom rhbetabinom
Hurdle binomial distributiondhbinom hbinom phbinom rhbinom
Hurdle geometric distributiondhgeom hgeom phgeom rhgeom
Hurdle negative binomial distributiondhnbinom hnbinom phnbinom rhnbinom
Reparameterised hurdle negative binomial distributiondhnbinom2 hnbinom2 phnbinom2 rhnbinom2
Hurdle Poisson distributiondhpois hpois phpois rhpois
Inverse Chi-squared distributiondinvchisq invchisq pinvchisq qinvchisq rinvchisq
Inverse Gamma distributiondinvgamma invgamma pinvgamma qinvgamma rinvgamma
Inverse Gaussian distributiondinvgauss invgauss pinvgauss qinvgauss rinvgauss
Johnson SU distribution (JSU)djsu djsu2 jsu pjsu pjsu2 qjsu qjsu2 rjsu rjsu2
Kumaraswamy distributiondkumar kumar pkumar qkumar rkumar
Lambert W function (principal branch)lambertW
Laplace distributiondlaplace laplace plaplace qlaplace rlaplace
Assess the accuracy of the Laplace approximationlaplace_check print.laplace_check
Log-logistic distributiondllogis llogis pllogis qllogis rllogis
Sample parameters from approximate Gaussian posterior distributionmcreport
Multivariate t distributiondmvt mvt rmvt
Reparameterised negative binomial distributiondnbinom2 nbinom2 pnbinom2 qnbinom2 rnbinom2
One-inflated beta distributiondoibeta oibeta poibeta roibeta
Reparameterised one-inflated beta distributiondoibeta2 oibeta2 poibeta2 roibeta2
Pareto distributiondpareto pareto ppareto qpareto rpareto
Power generalized Weibull distributiondpgweibull hpgweibull pgweibull ppgweibull qpgweibull rpgweibull spgweibull
Power Exponential distribution (PE and PE2)dpowerexp dpowerexp2 powerexp ppowerexp ppowerexp2 qpowerexp qpowerexp2 rpowerexp rpowerexp2
Sample from a multivariate Gaussian with a sparse precision matrixrgmrf
Skellam distributiondskellam pskellam rskellam skellam
Skew normal distributiondskewnorm pskewnorm qskewnorm rskewnorm skewnorm
Reparameterised skew normal distributiondskewnorm2 pskewnorm2 qskewnorm2 rskewnorm2 skewnorm2
Skewed students t distributiondskewt pskewt qskewt rskewt skewt
Moment-parameterised skew t distributiondskewt2 pskewt2 qskewt2 rskewt2 skewt2
Student t distribution with location and scaledt2 pt.ad pt2 qt2 rt2 t2
Truncated normal distributiondtruncnorm ptruncnorm qtruncnorm rtruncnorm truncnorm
Truncated t distributiondtrunct ptrunct qtrunct rtrunct trunct
Truncated t distribution with location and scaledtrunct2 ptrunct2 qtrunct2 rtrunct2 trunct2
von Mises distributiondvm pvm rvm vm
von Mises-Fisher distributiondvmf rvmf vmf
Reparameterised von Mises-Fisher distributiondvmf2 rvmf2 vmf2
Waring distributiondwaring pwaring rwaring waring
Wishart distributiondwishart rwishart wishart
wrapped Cauchy distributiondwrpcauchy pwrpcauchy qwrpcauchy rwrpcauchy wrpcauchy
Yule-Simon distributiondyules pyules ryules yules
Zero-inflated density constructerzero_inflate
Zero-inflated beta distributiondzibeta pzibeta rzibeta zibeta
Reparameterised zero-inflated beta distributiondzibeta2 pzibeta2 rzibeta2 zibeta2
Zero-inflated beta-binomial distributiondzibetabinom pzibetabinom rzibetabinom zibetabinom
Zero-inflated binomial distributiondzibinom pzibinom rzibinom zibinom
Zero-inflated gamma distributiondzigamma pzigamma rzigamma zigamma
Zero-inflated and reparameterised gamma distributiondzigamma2 pzigamma2 rzigamma2 zigamma2
Zero-inflated geometric distributiondzigeom pzigeom rzigeom zigeom
Zero-inflated inverse Gaussian distributiondziinvgauss pziinvgauss rziinvgauss ziinvgauss
Zero-inflated log normal distributiondzilnorm plnorm.ad pzilnorm rzilnorm zilnorm
Zero-inflated negative binomial distributiondzinbinom pzinbinom rzinbinom zinbinom
Zero-inflated and reparameterised negative binomial distributiondzinbinom2 pzinbinom2 rzinbinom2 zinbinom2
Zero-inflated Poisson distributiondzipois pzipois rzipois zipois
Zero-inflated Weibull distributiondziweibull pziweibull rziweibull ziweibull
Zero- and one-inflated beta distributiondzoibeta pzoibeta rzoibeta zoibeta
Reparameterised zero- and one-inflated beta distributiondzoibeta2 pzoibeta2 rzoibeta2 zoibeta2
Zero-truncated beta-binomial distributiondztbetabinom pztbetabinom rztbetabinom ztbetabinom
Zero-truncated Binomial distributiondztbinom pztbinom rztbinom ztbinom
Zero-truncated geometric distributiondztgeom pztgeom rztgeom ztgeom
Zero-truncated Negative Binomial distributiondztnbinom pztnbinom rztnbinom ztnbinom
Reparameterised zero-truncated negative binomial distributiondztnbinom2 pztnbinom2 rztnbinom2 ztnbinom2
Zero-truncated Poisson distributiondztpois pztpois rztpois ztpois