distrEx-package

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distrEx -- Extensions of Package distr

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

Keywords
package
Details

Package: distrEx
Version: 2.8.0
Date: 2019-03-29
Depends: R(>= 3.4), methods, distr(>= 2.8.0)
Imports: startupmsg, utils, stats
Suggests: tcltk
LazyLoad: yes
License: LGPL-3
URL: http://distr.r-forge.r-project.org/
VCS/SVNRevision: 1332

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" (moved to package 'RobExtremes') |>|>|>"Pareto" (moved to package 'RobExtremes') |>|>|>"GPareto" (moved to package 'RobExtremes') |>"MultivariateDistribution" |>|>"DiscreteMVDistribution-class" |>"UnivariateCondDistribution" |>|>"AbscontCondDistribution" |>|>|>"PrognCondDistribution" |>|>"DiscreteCondDistribution"

Condition Classes

"Condition" |>"EuclCondition" |>"PrognCondition"

Parameter Classes

"OptionalParameter" (from distr) |>"Parameter" (from distr) |>|>"LMParameter" |>|>"GumbelParameter" |>|>"ParetoParameter"

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
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 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

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.

Package versions

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.

References

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

See Also

distr-package

Aliases
  • distrEx-package
  • distrEx
Documentation reproduced from package distrEx, version 2.8.0, License: LGPL-3

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