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 | Example 8: Venice sea levels with a latent trend | Example 9: Earthquake aftershocks with the ETAS model | Example 10: Pooling the polls
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:
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
Last updated from:0db73a3fc6. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 276 | ||
| source / vignettes | OK | 1209 | ||
| linux-release | OK | 314 | ||
| macos-release | OK | 154 | ||
| macos-oldrel | OK | 201 | ||
| windows-devel | OK | 164 | ||
| windows-release | OK | 467 | ||
| windows-oldrel | OK | 240 | ||
| wasm-release | OK | 277 |
Exports:abs_smoothcclaytonCclaytoncfoldcfrankCfrankcgaussiancgmrfcgumbelCgumbelcjwcmvgaussdbccgdbcpedbctdbelldbell2dbetadbeta2dbetabinomdbetaprimedbisadbnbinomdbnbinom2dcarddcombinomdcopuladdagumddcopuladdirichletddirmultdexgaussdfoldnormdfrechetdgamma2dgb2dgengammadgenpoisdgeom.addgevdgompertzdgpddgumbeldhalfcauchydhalftdhbetabinomdhbinomdhgeomdhnbinomdhnbinom2dhpoisdinvchisqdinvgammadinvgaussdjsudjsu2dkumardlaplacedllogisdlomaxdmvcopuladmvtdnbinom2doibetadoibeta2dparetodpgweibulldpigdpowerexpdpowerexp2dsicheldsinmaddskellamdskewnormdskewnorm2dskewtdskewt2dt2dtruncnormdtrunctdtrunct2dvmdvmfdvmf2dwaringdwishartdwrpcauchydwrpnormdyulesdzibetadzibeta2dzibetabinomdzibinomdzigammadzigamma2dzigeomdziinvgaussdzilnormdzinbinomdzinbinom2dzipoisdziweibulldzoibetadzoibeta2dztbetabinomdztbinomdztgeomdztnbinomdztnbinom2dztpoiserferfchpgweibulllambertWlaplace_checkmcreportpbccgpbcpepbctpbellpbell2pbeta2pbetabinompbetaprimepbisapbnbinompbnbinom2pcardpcombinompdagumpexgausspfoldnormpfrechetpgamma2pgb2pgengammapgenpoispgeom.adpgevpgompertzpgpdpgumbelphalfcauchyphalftphbetabinomphbinomphgeomphnbinomphnbinom2phpoispinvchisqpinvgammapinvgausspjsupjsu2pkumarplaplacepllogisplnorm.adplomaxpnbinom2poibetapoibeta2pparetoppgweibullppigppowerexpppowerexp2psichelpsinmadpskellampskewnormpskewnorm2pskewtpskewt2pt.adpt2ptruncnormptrunctptrunct2pvmpwaringpwrpcauchypwrpnormpyulespzibetapzibeta2pzibetabinompzibinompzigammapzigamma2pzigeompziinvgausspzilnormpzinbinompzinbinom2pzipoispziweibullpzoibetapzoibeta2pztbetabinompztbinompztgeompztnbinompztnbinom2pztpoisqbccgqbcpeqbctqbellqbell2qbeta2qbetaprimeqbisaqcombinomqdagumqexgaussqfrechetqgamma2qgb2qgengammaqgenpoisqgevqgompertzqgpdqgumbelqhalfcauchyqhalftqinvchisqqinvgammaqinvgaussqjsuqjsu2qkumarqlaplaceqllogisqlomaxqnbinom2qparetoqpgweibullqpowerexpqpowerexp2qsinmadqskewnormqskewnorm2qskewtqskewt2qt2qtruncnormqtrunctqtrunct2qwrpcauchyrbccgrbcperbctrbellrbell2rbeta2rbetabinomrbetaprimerbisarbnbinomrbnbinom2rcardrcombinomrdagumrdirichletrdirmultrexgaussrfoldnormrfrechetrgamma2rgb2rgengammargenpoisrgevrgmrfrgompertzrgpdrgumbelrhalfcauchyrhalftrhbetabinomrhbinomrhgeomrhnbinomrhnbinom2rhpoisrinvchisqrinvgammarinvgaussrjsurjsu2rkumarrlaplacerllogisrlomaxrmvtrnbinom2roibetaroibeta2rparetorpgweibullrpigrpowerexprpowerexp2rsichelrsinmadrskellamrskewnormrskewnorm2rskewtrskewt2rt2rtruncnormrtrunctrtrunct2rvmrvmfrvmf2rwaringrwishartrwrpcauchyrwrpnormryulesrzibetarzibeta2rzibetabinomrzibinomrzigammarzigamma2rzigeomrziinvgaussrzilnormrzinbinomrzinbinom2rzipoisrziweibullrzoibetarzoibeta2rztbetabinomrztbinomrztgeomrztnbinomrztnbinom2rztpoisspgweibullzero_inflate
Dependencies:bootcircularclueclusterlatticeMASSMatrixMatrixModelsmnormtmovMFmvtnormnumDerivquantregRcppRcppEigenRTMBskmeansslamsnSparseMstatmodsurvivalTMB
Worked Examples
Last update: 2026-10-24
Started: 2025-09-16
List of distributions
Continuous distributions | Discrete distributions | Multivariate distributions | Copulas
Last update: 2026-10-24
Started: 2025-07-31
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
Last update: 2026-09-26
Started: 2026-05-28
