ExpFamilyDistributions.jl

ExpFamilyDistributions.jl is a Julia package for using distributions member of the Exponential family. This package is mostly designed to build machine learning Bayesian models. For a general purpose statistical Julia package we recommend to use Distributions.jl.

See the project on github.

Authors

Lucas Ondel

Installation

The package can be installed with the Julia package manager. From the Julia REPL, type ] to enter the Pkg REPL mode and run:

pkg> add ExpFamilyDistributions

Manual Outline

• Exponential Family Distributions
• Exponential Family
• Parameterization
• Distribution interface
• Utilities
• Distributions
• Multivariate Normal distribution
• Gamma distribution
• Dirichlet distribution
• Wishart distribution