# 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-classParameter 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 distributionsliesInSupport           Generic function for testing the support of a
distributionFunctionals:
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
Functionalstruncated 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

distr-package