Installation

ConvolvedDistributions is registered in the Julia General Registry; install it with:

using Pkg; Pkg.add("ConvolvedDistributions")

For the development version, install from GitHub:

using Pkg
Pkg.add(url = "https://github.com/EpiAware/ConvolvedDistributions.jl")

Load it alongside Distributions.jl:

using ConvolvedDistributions, Distributions

quantile for Convolved, Difference, and Product, and rand on their truncated wrappers, live in a package extension. Load Optimization.jl and OptimizationOptimJL.jl to activate it:

using Optimization, OptimizationOptimJL

Everything else (cdf, pdf, logpdf, moments, sampling, truncated scoring) works without the extension.

The Getting started overview tours the constructors with worked examples.