mistr (version 0.0.6)

Mixture and Composite Distributions

Description

A flexible computational framework for mixture distributions with the focus on the composite models.

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Version

Install

install.packages('mistr')

Monthly Downloads

273

Version

0.0.6

License

GPL-3

Maintainer

Lukas Sablica

Last Published

February 22nd, 2023

Functions in mistr (0.0.6)

GPDdist

Creates an Object Representing Generalized Pareto Distribution

Burr

The Burr Distribution

PNP_fit

Fitting a Pareto-Normal-Pareto Model

GNG_fit

Fitting a GPD-Normal-GPD Model

Frechet

The Frechet Distribution

QQplot

Quantile-Quantile Plot

GPD

The Generalized Pareto Distribution

Gumbel

The Gumbel Distribution

Pareto

The Pareto Distribution

QQplotgg

Implementation of Quantile-Quantile Plot with ggplot2

d.compdist

Density Function

autoplot.comp_fit

Autoplot of Fitted Distributions Using ggplot2

compdist

Creates an Object Representing Composite Distribution

autoplot.dist

Autoplot of Distributions Using ggplot2

betadist

Creates an Object Representing Beta Distribution

Distribution_transformation

Transformation of a Distribution Object

distribution

Extract Distribution of Fitted Model

binomdist

Creates an Object Representing Binomial Distribution.

is.transformed

Reports whether O is a Transformed Distribution Object

jumps

Probability mass points

chisqdist

Creates an Object Representing Chi-Squared Distribution

cauchydist

Creates an Object Representing Cauchy Distribution.

frechetdist

Creates an Object Representing Frechet Distribution

is.mixture

Reports whether O is a Mixture Distribution Object

expdist

Creates an Object Representing Exponential Distribution

fdist

Creates an Object Representing F Distribution

lnormdist

Creates an Object Representing Log Normal Distribution.

burrdist

Creates an Object Representing Burr Distribution

hyperdist

Creates an Object Representing Hypergeometric Distribution

is.discrete

Reports whether O is a Discrete Distribution Object

is.composite

Reports whether O is a Composite Distribution Object

gammadist

Creates an Object Representing Gamma Distribution

get_opt

Get Parameters

nbinomdist

Creates an Object Representing Negative Binomial Distribution

gumbeldist

Creates an Object Representing Gumbel Distribution

normdist

Creates an Object Representing Normal Distribution

last_history

Returns the Last Element from History List

breakpoints

Extract Model Breakpoints

plot.comp_fit

Autoplot of Fitted Distributions

parameters

Extract Model Parameters

mixdist

Creates an Object Representing Mixture Distribution

geomdist

Creates an Object Representing Geometric Distribution

p.compdist

Distribution Function

new_dist

Creates New Distribution Object

is.standard

Reports whether O is a Standard Distribution Object

is.contin

Reports whether O is a Continuous Distribution Object

q.default

Terminate an R Session

mistr_d_p_q_r

Mistr d/p/q/r Wrappers

stocks

Log-returns of Five Stocks

mistr_theme

Mistr Theme for Ggplot

plotgg

Autoplot of Distributions Using ggplot2

paretodist

Creates an Object Representing Pareto Distribution

mistr-package

mistr: A Computational Framework for Univariate Mixture and Composite Distributions

Distribution_summary

Displays a Useful Description of a Distribution Object

q_approxfun

Quantile Function Approximation

summary.comp_fit

Displays a Useful Description of a Fitted Object

unifdist

Creates an Object Representing Uniform Distribution

untrafo

Untransformation of a Distribution Object

plim.compdist

Left-Hand Limit of Distribution Function

Distribution_autoplot

Autoplot of Distributions

sudo_support

Support Interval of Distribution Object

qlim.compdist

Right-Hand Limit of Quantile Function

q.mixdist

Quantile Function of a Mixture Model

weibulldist

Creates an Object Representing Weibull Distribution

qlim.discrmixdist

Right-Hand Limit of Mixture Quantile Function

wilcoxdist

Creates an Object Representing Wilcoxon Distribution

tdist

Creates an Object Representing Student-t Distribution

trafo

Modifications of Transformations

r.compdist

Random Generation

multinomdist

Creates an Object Representing Multinomial Distribution

monot

Monotonicity of Transformation

poisdist

Creates an Object Representing Poisson Distribution

is.dist

Reports whether O is a Distribution Object

set_opt

Set Parameters

risk

Risk Measures of Fitted Objects

q.compdist

Quantile Function