distrEx-package

0th

Percentile

distrEx -- Extensions of package distr

distrEx proides some 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)whereXis some distribution object andfsome 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

ll{ Package: distrEx Version: 1.9 Date: 2007-07-29 Depends: R(>= 2.2.0), methods, distr(>= 1.8), evd, startupmsg Suggests: tcltk SaveImage: no LazyLoad: yes License: GPL (version 2 or later) URL: http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/ }

Note

Some functions of package stats have intentionally been masked, but completely retain their functionality --- see distrExMASK(). If any of the packages e1071, moments, fBasics is to be used together with distrEx the latter must be attached after any of the first mentioned. Otherwise kurtosis() and skewness() defined as methods in distrEx may get masked. To re-mask, you may use 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, gkerns@ysu.edu, has provided a major contribution, in particular the functionals 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 startupmsg-version 0.5 on.

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. http://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf a vignette for packages distr, distrSim, distrTEst, and distrEx is included into the mere documentation package distrDoc and may be called by require("distrDoc");vignette("distr") a homepage to this package is available under http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/distrEx.html M. Kohl (2005): Numerical Contributions to the Asymptotic Theory of Robustness. PhD Thesis. Bayreuth. Available as http://www.stamats.de/ThesisMKohl.pdf

See Also

distr

Aliases
  • distrEx-package
  • distrEx
Documentation reproduced from package distrEx, version 1.9, License: GPL (version 2 or later)

Community examples

Looks like there are no examples yet.