Extension of Distributions.jl allows specifying distributions by aggregate statistics #1296
Author bgctw
2 Stars
Updated Last
10 Months Ago
Started In
December 2021


Stable Dev Build Status Coverage

Extends Distributions.jl to

  • numerically estimate moments and mode for distributions without analytical formulas for those, i.e. logitnormal distribution
  • allow fitting a distribution to a given set of aggregate statistics.
    • to specified moments
    • to mean and upper quantile point
    • to mode and upper quantile point
    • to median and upper quantile point
    • to lower and upper quantiles, i.e confidence range

This can also be used to approximate one distribution via a different distribution by matching its moments.

User needs to explicitly using Optim.jl for DitributionFits.jl to work properly:

using DistributionFits, Optim

Currently, support for the following distributios are implemented:

  • Normal
  • Lognormal
  • Logitnormal
  • Exponential
  • Weibull (only fitting to two quantiles)
  • Gamma (only fitting to two quantiles)

See Documentation

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