R package: dng – distributions and gradients

An R package dng is now on CRAN.

https://cran.r-project.org/web/packages/dng/index.html

At the moment, this package includes the distribution function and random generating process for  the “split-t” density and gradient base on my previous paper “Flexible Modeling of Conditional Distributions using Smooth Mixtures of Asymmetric Student T Densities”, Journal of Statistical Planning and Inference. We plan to add more densities.

Thank you Jiayue for the hard work.