Enriching family objects: exponential family of distributions
Author: Ioannis Kosmidis
Date: 2026-04-29

# Enriching `family` objects: exponential family of distributions

#### Ioannis Kosmidis

#### 2026-04-29

# Introduction

The enrichwith R package provides the `enrich` method to enrich list-like R objects with new, relevant components. The resulting objects preserve their class, so all methods associated with them still apply.

This vignette is a demo of the available enrichment options for `family` objects, focusing on objects that correspond to members of the exponential family of distributions.

# Exponential family and `family` objects

`family` objects specify characteristics of the models used by functions such as `glm`. The families implemented in the `stats` package include `binomial`, `gaussian`, `Gamma`, `inverse.gaussian`, and `poisson`, which obvious corresponding distributions. These distributions are all special cases of the exponential family of distributions with probability mass or density function of the form \[ f_{Y}(y) = \exp\left\{\frac{y \theta - b(\theta) - c_1(y)}{\phi/m} - \frac{1}{2}a\left(-\frac{m}{\phi}\right) + c_2(y) \right\} \] for some sufficiently smooth functions \(b(.)\), \(c_1(.)\), \(a(.)\) and \(c_2(.)\), and a fixed weight \(m\). The expected value and the variance of \(Y\) are then \[\begin{align*} E(Y) & = \mu = b'(\theta) \\ Var(Y) & = \frac{\phi}{m}b''(\theta) = \frac{\phi}{m}V(\mu) \end{align*}\] where \(V(\mu)\) and \(\phi\) are the variance function and the dispersion parameter, respectively. Below we list the characteristics of the distributions supported by `family` objects.

#### Normal with mean \(\mu\) and variance \(\phi/m\)

\(\theta = \mu\), \(\displaystyle b(\theta) = \frac{\theta^2}{2}\), \(\displaystyle c_1(y) = \frac{y^2}{2}\), \(\displaystyle a(\zeta) = -\log(-\zeta)\), \(\displaystyle c_2(y) = -\frac{1}{2}\log(2\pi)\)

#### Binomial with index \(m\) and probability \(\mu\)

\(\displaystyle \theta = \log\frac{\mu}{1- \mu}\), \(\displaystyle b(\theta) = \log(1 + e^\theta)\), \(\displaystyle \phi = 1\), \(\displaystyle c_1(y) = 0\), \(\displaystyle a(\zeta) = 0\), \(\displaystyle c_2(y) = \log{m\choose{my}}\)

#### Poisson with mean \(\mu\)

\(\displaystyle \theta = \log\mu\), \(\displaystyle b(\theta) = e^\theta\), \(\displaystyle \phi = 1\), \(\displaystyle c_1(y) = 0\), \(\displaystyle a(\zeta) = 0\), \(\displaystyle c_2(y) = -\log\Gamma(y + 1)\)

#### Gamma with mean \(\mu\) and shape \(1/\phi\)

\(\displaystyle \theta = -\frac{1}{\mu}\), \(\displaystyle b(\theta) = -\log(-\theta)\), \(\displaystyle c_1(y) = -\log y\), \(\displaystyle a(\zeta) = 2 \log \Gamma(-\zeta) + 2 \zeta \log\left(-\zeta\right)\), \(\displaystyle c_2(y) = -\log y\)

#### Inverse Gaussian with mean \(\mu\) and variance \(\phi\mu^3\)

\(\displaystyle \theta = -\frac{1}{2\mu^2}\), \(\displaystyle b(\theta) = -\sqrt{-2\theta}\), \(\displaystyle c_1(y) = \frac{1}{2y}\), \(\displaystyle a(\zeta) = -\log(-\zeta)\), \(\displaystyle c_2(y) = -\frac{1}{2}\log\left(\pi y^3\right)\)

# Components in `family` objects

`family` objects provide functions for the variance function (`variance`), a specification of deviance residuals (`dev.resids`) and the Akaike information criterion (`aic`). For example

    inverse.gaussian()$dev.resids

    ## function (y, mu, wt)
    ## wt * ((y - mu)^2)/(y * mu^2)
    ## <bytecode: 0xb3d0ce4d8>
    ## <environment: 0xb3d0d01c8>

    inverse.gaussian()$variance

    ## function (mu)
    ## mu^3
    ## <bytecode: 0xb3d0ce698>
    ## <environment: 0xb3d10c200>

    inverse.gaussian()$aic

    ## function (y, n, mu, wt, dev)
    ## sum(wt) * (1 + log(dev/sum(wt) * 2 * pi)) + 3 * sum(log(y) *
    ##     wt) + 2
    ## <bytecode: 0xb3d0d1d20>
    ## <environment: 0xb3d146b30>

# Enrichment options for `family` objects

The enrichwith R package provides methods for the enrichment of `family` objects with a function that links the natural parameter \(\theta\) with \(\mu\), the function \(b(\theta)\), the first two derivatives of \(V(\mu)\), \(a(\zeta)\) and its first four derivatives, and \(c_1(y)\) and \(c_2(y)\). To illustrate, let’s write a function that reconstructs the densities and probability mass functions from the components that result from enrichment

    library("enrichwith")
    dens <- function(y, m = 1, mu, phi, family) {
        object <- enrich(family)
        with(object, {
            c2 <- if (family == "binomial") c2fun(y, m) else c2fun(y)
            exp(m * (y * theta(mu) - bfun(theta(mu)) - c1fun(y))/phi -
                0.5 * afun(-m/phi) + c2)
        })
    }

The following chunks test `dens` for a few distributions against the standard `d*` functions

    ## Normal
    all.equal(dens(y = 0.2, m = 3, mu = 1, phi = 3.22, gaussian()),
              dnorm(x = 0.2, mean = 1, sd = sqrt(3.22/3)))

    ## [1] TRUE

    ## Gamma
    all.equal(dens(y = 3, m = 1.44, mu = 2.3, phi = 1.3, Gamma()),
              dgamma(x = 3, shape = 1.44/1.3, 1.44/(1.3 * 2.3)))

    ## [1] TRUE

    ## Inverse gaussian
    all.equal(dens(y = 0.2, m = 7.23, mu = 1, phi = 3.22, inverse.gaussian()),
              SuppDists::dinvGauss(0.2, nu = 1, lambda = 7.23/3.22))

    ## [1] TRUE

    ## Binomial
    all.equal(dens(y = 0.34, m = 100, mu = 0.32, phi = 1, binomial()),
              dbinom(x = 34, size = 100, prob = 0.32))

    ## [1] TRUE