Adding the Wrapped Normal distribution
The Wrapped Normal distribution on the circle was mentioned in #224. There's a Distributions-compatible implementation that takes care to avoid excess work at https://gist.github.com/sethaxen/2ce75fa84755e7e0cfd54cc9555d120b.
Based on the discussion in the linked issue though, I'm not certain whether such distributions should be contributed here directly. Limiting the support of VonMises to an interval of 2pi centered around the mean seems controversial, and VonMises is last I checked the only circular distribution here.
If there's interest in including this here from the maintainers, I'll open a PR. To my knowledge, there are no specialized methods for fitting the parameters.
EDIT: moved original comment here to new issue #1716