simplify

Generic method for simplifying distributions.

Provides an algebra over probability distributions enabling
composition, sampling, and automatic simplification to closed forms.
Supports normal, exponential, gamma, Weibull, chi-squared, uniform,
beta, log-normal, Poisson, multivariate normal, empirical, and mixture
distributions with algebraic operators (addition, subtraction,
multiplication, division, power, exp, log, min, max) that automatically
simplify when mathematical identities apply. Includes closed-form MVN
conditioning (Schur complement), affine transformations, mixture
marginals/conditionals (Bayes rule), and limiting distribution builders
(CLT, LLN, delta method). Uses S3 classes for distributions and R6
for support objects.

Alexander Towell

algebraic.dist

Algebra over Probability Distributions

simplify function

<dl><dt>x</dt>
<dd>The distribution to simplify</dd>
<dt>...</dt>
<dd>Additional arguments to pass</dd></dl>

Arguments

Generic method for simplifying distributions. — simplify

<dl>

<dt>x</dt>
<dd>The distribution to simplify</dd>


<dt>...</dt>
<dd>Additional arguments to pass</dd>

</dl>

simplify: Generic method for simplifying distributions.

Description

Usage

Value

Arguments

Examples