distrEx-package
distrEx -- Extensions of package distr
- extreme value distribution classes,
- expectations in the form
E(X)
for the expectation of a distribution objectX
E(X,f)
for the expectation off(X)
whereX
is some distribution object andf
some function inX
- further functionals: var, sd, IQR, mad, median, skewness, kurtosis
- truncated moments,
- distances between distributions (Hellinger, Kolmogorov, total variation, "convex contamination")
- lists of distributions,
- conditional distributions in factorized form
- conditional expectations in factorized form
- Keywords
- package
Details
Note
Some functions of package distrExMASK()
.
If any of the packages kurtosis()
and skewness()
defined as methods in kurtosis <- distrEx::kurtosis; skewness <- distrEx::skewness
.
See also distrExMASK()
Classes
Distribution Classes "Distribution" (from distr) |>"UnivariateDistribution" (from distr) |>|>"AbscontDistribution" (from distr) |>|>|>"Gumbel" |>"MultivariateDistribution" |>|>"DiscreteMVDistribution-class" |>"UnivariateCondDistribution" |>|>"AbscontCondDistribution" |>|>|>"PrognCondDistribution" |>|>"DiscreteCondDistribution" Condition Classes "Condition" |>"EuclCondition" |>"PrognCondition" Parameter Classes "OptionalParameter" (from distr) |>"Parameter" (from distr) |>|>"LMParameter" |>|>"GumbelParameter"
Functions
Integration: GLIntegrate Gauss-Legendre quadrature distrExIntegrate Integration of one-dimensional functions Options: distrExOptions Function to change the global variables of the package 'distrEx' Standardization: make01 Centering and standardization of univariate distributions
Generating Functions
Distribution Classes ConvexContamination Generic function for generating convex contaminations DiscreteMVDistribution Generating function for DiscreteMVDistribution-class Gumbel Generating function for Gumbel-class LMCondDistribution Generating function for the conditional distribution of a linear regression model. Condition Classes EuclCondition Generating function for EuclCondition-class Parameter Classes LMParameter Generating function for LMParameter-class
Methods
Distances: ContaminationSize Generic function for the computation of the convex contamination (Pseudo-)distance of two distributions HellingerDist Generic function for the computation of the Hellinger distance of two distributions KolmogorovDist Generic function for the computation of the Kolmogorov distance of two distributions TotalVarDist Generic function for the computation of the total variation distance of two distributions liesInSupport Generic function for testing the support of a distribution Functionals: E Generic function for the computation of (conditional) expectations var Generic functions for the computation of functionals IQR Generic functions for the computation of functionals sd Generic functions for the computation of functionals mad Generic functions for the computation of functionals median Generic functions for the computation of functionals skewness Generic functions for the computation of functionals kurtosis Generic functions for the computation of Functionals truncated Moments: m1df Generic function for the computation of clipped first moments m2df Generic function for the computation of clipped second moments illustration: illustrateLLT function for the generation of LLN - visualizations illustrateCLT function for the generation of CLT - visualizations plotCLT Generic function for the plotting of CLT-approximations
Demos
Demos are available --- see demo(package="distrEx")
.
Acknowledgement
G. Jay Kerns, skewness
and kurtosis
are due to him.
Start-up-Banner
You may suppress the start-up banner/message completely by setting
options("StartupBanner"="off")
somewhere before loading this package by
library
or require
in your R-code / R-session.
If option "StartupBanner"
is not defined (default) or setting
options("StartupBanner"=NULL)
or
options("StartupBanner"="complete")
the complete start-up banner is
displayed.
For any other value of option "StartupBanner"
(i.e., not in
c(NULL,"off","complete")
) only the version information is displayed.
The same can be achieved by wrapping the library
or require
call
into either suppressStartupMessages()
or
onlytypeStartupMessages(.,atypes="version")
.
As for general packageStartupMessage
's, you may also suppress all
the start-up banner by wrapping the library
or require
call into suppressPackageStartupMessages()
from
concept
- LLN
- CLT
- Teaching demos
- S4 condition class
- S4 distribution class
- functional
- kurtosis
- median
- skewness
- mad
- IQR
- var
- E
- distribution distance
- multivariate distribution
- conditional distribution
References
P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006):
S4 Classes for Distributions, {\emR News}, {\em6}(2), 2-6.
require("distrDoc");vignette("distr")
a homepage to this package is available under