distrEx provides some extensions of package distr:
further functionals: var, sd, IQR, mad, median, skewness, kurtosis
truncated moments,
distances between distributions (Hellinger, Cramer von Mises, Kolmogorov, total variation, "convex contamination")
lists of distributions,
conditional distributions in factorized form
conditional expectations in factorized form
Support for extreme value distributions has moved to package RobExtremes
Distribution Classes
"Distribution" (from distr) |>"UnivariateDistribution" (from distr) |>|>"AbscontDistribution" (from distr) |>|>|>"Gumbel" |>|>|>"Pareto" |>|>|>"GPareto" |>"MultivariateDistribution" |>|>"DiscreteMVDistribution-class" |>"UnivariateCondDistribution" |>|>"AbscontCondDistribution" |>|>|>"PrognCondDistribution" |>|>"DiscreteCondDistribution"
Condition Classes
"Condition" |>"EuclCondition" |>"PrognCondition"
Parameter Classes
"OptionalParameter" (from distr) |>"Parameter" (from distr) |>|>"LMParameter" |>|>"GumbelParameter" |>|>"ParetoParameter"
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
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
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
AsymTotalVarDist Generic function for the computation of the
asymmetric total variation distance of two distributions
(for given ratio rho of negative to positive part of deviation)
OAsymTotalVarDist Generic function for the computation of the minimal (in rho)
asymmetric total variation distance of two distributions
vonMisesDist Generic function for the computation of the
von Mises distance of two distributionsliesInSupport 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
Demos are available --- see demo(package="distrEx").
G. Jay Kerns, gkerns@ysu.edu, has provided a major contribution,
in particular the functionals skewness and kurtosis are due to him.
Natalyia Horbenko, natalyia.horbenko@itwm.fraunhofer.de has ported
the actuar code for the Pareto distribution to this setup.
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.
Note: The first two numbers of package versions do not necessarily reflect package-individual development, but rather are chosen for the distrXXX family as a whole in order to ease updating "depends" information.
| Package: | distrEx |
| Version: | 2.7.0 |
| Date: | 2018-07-08 |
| Depends: | R(>= 2.10.0), methods, distr(>= 2.2) |
| Imports: | startupmsg, utils, stats |
| Suggests: | tcltk |
| LazyLoad: | yes |
| License: | LGPL-3 |
| URL: | http://distr.r-forge.r-project.org/ |
| SVNRevision: | 1186 |
P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006): S4 Classes for Distributions, R News, 6(2), 2-6. https://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://distr.r-forge.r-project.org/
M. Kohl (2005): Numerical Contributions to the Asymptotic Theory of Robustness. PhD Thesis. Bayreuth. Available as http://www.stamats.de/wp-content/uploads/2018/04/ThesisMKohl.pdf