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Future Post Random Variables in Julia compared to MATLAB/R/STATA/Mathematica/Python

3 minute read


This post compares the way random variables are handled in Julia/MATLAB/R/STATA/Mathematica/Python. It was inspired by Bruce Hansen’s recent textbook which compares statistical commands in Matlab/R/STATA on page 114. This post will focus on the main methods for working with random variables in a language: e.g. Distributions.jl is the flagship Julia package for random variables, MATLAB’s internal distributions, Base R, Base STATA, Mathematica, and Python’s SciPy.