Distributions for ALM

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1. Normal distribution,
2. F-distribution,
3. Weird one with the ratio of folded normal distributions,

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4. Non-central Chi-Squared distribution

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5. Log-normal distribution

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(1) and (5) are done.

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(2) is too difficult to estimate. So probably leave it for a while...

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(2) is not doable, because it's not possible to parametrise it using mean and sd. So tough luck...

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Logit and probit are now implemented in alm() as well

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Just for fun:
6. Log Laplace,
7. Log Logistic,
8. Log S,
9. Asymmetric Laplace,
10. Student,

And even more:
11. Poisson,
12. Negative binomial,

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(11) and (12) are done in 2e1a8d8

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(4) is done in db86e01