distrExOptions

0th

Percentile

Function to change the global variables of the package `distrEx'

With distrExOptions you can inspect and change the global variables of the package distrEx.

Keywords
misc, distribution
Usage
distrExOptions(...)
distrExoptions(...)
getdistrExOption(x)
Arguments

any options can be defined, using name = value or by passing a list of such tagged values.

x

a character string holding an option name.

Value

distrExOptions() returns a list of the global variables. distrExOptions(x) returns the global variable x. getdistrExOption(x) returns the global variable x. distrExOptions(x=y) sets the value of the global variable x to y.

distrExoptions

For compatibility with spelling in package distr, distrExoptions is just a synonym to distrExOptions.

Global Options

MCIterations:

number of Monte-Carlo iterations used for crude Monte-Carlo integration; defaults to 1e5.

GLIntegrateTruncQuantile:

If integrate fails and there are infinite integration limits, the function GLIntegrate is called inside of distrExIntegrate with the corresponding quantiles GLIntegrateTruncQuantile respectively, 1 - GLIntegrateTruncQuantile as finite integration limits; defaults to 10*.Machine$double.eps.

GLIntegrateOrder:

The order used for the Gauss-Legendre integration inside of distrExIntegrate; defaults to 500.

ElowerTruncQuantile:

The lower limit of integration used inside of E which corresponds to the ElowerTruncQuantile-quantile; defaults to 1e-7.

EupperTruncQuantile:

The upper limit of integration used inside of E which corresponds to the (1-ElowerTruncQuantile)-quantile; defaults to 1e-7.

ErelativeTolerance:

The relative tolerance used inside of E when calling distrExIntegrate; defaults to .Machine$double.eps^0.25.

m1dfLowerTruncQuantile:

The lower limit of integration used inside of m1df which corresponds to the m1dfLowerTruncQuantile-quantile; defaults to 0.

m1dfRelativeTolerance:

The relative tolerance used inside of m1df when calling distrExIntegrate; defaults to .Machine$double.eps^0.25.

m2dfLowerTruncQuantile:

The lower limit of integration used inside of m2df which corresponds to the m2dfLowerTruncQuantile-quantile; defaults to 0.

m2dfRelativeTolerance:

The relative tolerance used inside of m2df when calling distrExIntegrate; defaults to .Machine$double.eps^0.25.

nDiscretize:

number of support values used for the discretization of objects of class "AbscontDistribution"; defaults to 100.

hSmooth:

smoothing parameter to smooth objects of class "DiscreteDistribution". This is done via convolution with the normal distribution Norm(mean = 0, sd = hSmooth); defaults to 0.05.

IQR.fac:

for determining sensible integration ranges, we use both quantile and scale based methods; for the scale based method we use the median of the distribution \(\pm\) IQR.fac\(\times\) the IQR; defaults to 15.

See Also

options, getOption

Aliases
  • distrExOptions
  • distrExoptions
  • getdistrExOption
  • MCIterations
  • GLIntegrateTruncQuantile
  • GLIntegrateOrder
  • ElowerTruncQuantile
  • EupperTruncQuantile
  • ErelativeTolerance
  • m1dfLowerTruncQuantile
  • m1dfRelativeTolerance
  • m2dfLowerTruncQuantile
  • m2dfRelativeTolerance
  • nDiscretize
  • hSmooth
  • IQR.fac
Examples
# NOT RUN {
distrExOptions()
distrExOptions("ElowerTruncQuantile")
distrExOptions("ElowerTruncQuantile" = 1e-6)
# or
distrExOptions(ElowerTruncQuantile = 1e-6)
getdistrExOption("ElowerTruncQuantile")
# }
Documentation reproduced from package distrEx, version 2.8.0, License: LGPL-3

Community examples

Looks like there are no examples yet.