Inspired by page 114 of Hansen's: https://www.ssc.wisc.edu/~bhansen/probability/Probability.pdf
| Julia | MATLAB | Base R | STATA | |
|---|---|---|---|---|
| N(0,1) | cdf(Normal(0,1),x) |
normcdf(x) |
pnorm(x) |
normal(x) |
| χ²(r) | cdf(Chisq(r),x) |
chi2cdf(x,r) |
pchisq(x,r) |
chi2(r,x) |
| t(r) | cdf(TDist(r),x) |
tcdf(x,r) |
pt(x,r) |
1-ttail(r,x) |
| F(r,k) | cdf(FDist(r,k),x) |
fcdf(x,r,k) |
pf(x,r,k) |
F(r,k,x) |
| D(θ) | cdf(D(θ),x) |
Dcdf(x,θ) |
pD(x,θ) |
? |
| Julia | MATLAB | Base R | STATA | |
|---|---|---|---|---|
| N(0,1) | quantile(Normal(0,1),p) |
norminv(p) |
qnorm(p) |
invnormal(p) |
| χ²(r) | quantile(Chisq(r),p) |
chi2inv(x,r) |
qchisq(p,r) |
invchi2(r,p) |
| t(r) | quantile(TDist(r),p) |
tinv(x,r) |
qt(p,r) |
invttail(r,1-p) |
| F(r,k) | quantile(FDist(r,k),p) |
finv(x,r,k) |
qf(p,r,k) |
invF(r,k,p) |
| D(θ) | quantile(D(θ),p) |
Dinv(p,θ) |
qD(p,θ) |
invD(p,θ) |
D(θ)
Bieler Comparison (https://discourse.julialang.org/t/designated-target-audience-of-julia-1-0/11804/21):
| Julia | R |
|---|---|
| pdf(Normal(μ,σ),x) | dnorm(x,μ,σ) |
| pdf(Truncated(Normal(μ,σ),0,1),x) |
dtrunc(x, spec="norm", a=0, b=1, mean=μ, sd=σ) |
| MixtureModel([Normal(μ1,σ1), Normal(μ2,σ2)],[1/2,1/2]) |
|
| pdf(BetaBinomial(n,α,β),x) |
|