Does R have something similar to TransformedDistribution in Mathematica?
<p>I have a random variable <code>X</code> and a transformation <code>f</code> and I would like to know the probability distribution function of <code>f(X)</code>, at least approximately. In Mathematica there is TransformedDistribution, but I could not find something similar in R. As I said, some kind of approximative solution would be fine, too.</p>