The aim of this package is to provide a conceptual treatment of random variables (r.v.'s) by means of S4 classes.
A mother class
Distribution is introduced with slots for a parameter and ---most important---
for the four constitutive methods
q for simulation respectively for evaluation of
density / c.d.f. and quantile function of the corresponding distribution. All distributions of the
q-functions exist (like normal, Poisson, etc.)
are implemented as subclasses of either
which themselves are again subclasses of
This approach seems very appealing to us from a conceptual viewpoint:
Just pass an object of some derived distribution class to a generic function as argument and let the dispatching mechanism decide what to do on run-time.
As an example, we may automatically generate new objects of these classes with corresponding
q-slots for the laws of r.v.'s under standard mathematical
univariate transformations and under convolution of independent r.v.'s. For
Y expressions like
3*X+sin(exp(-Y/4+3)) have their natural interpretation as corresponding image distributions.
Additionally, we also provide classes for a standardized treatment of simulations (also under contaminations) and evaluations of statistical procedures on such simulations. A somewhat longer and more detailed manual can be obtained under
S4 Classes for Distributions