⚠️There's a newer version (0.0.6) of this package.Take me there.

mistr (version 0.0.2)

Mixture and Composite Distributions

Description

A flexible computational framework for mixture distributions with the focus on the composite models.

Copy Link

Version

Install

install.packages('mistr')

Monthly Downloads

262

Version

0.0.2

License

GPL-3

Maintainer

Lukas Sablica

Last Published

July 25th, 2019

Functions in mistr (0.0.2)

Frechet

The Frechet Distribution

QQplot

Quantile-Quantile Plot

QQplotgg

Implementation of Quantile-Quantile Plot with ggplot2

Gumbel

The Gumbel Distribution

GNG_fit

Fitting a GPD-Normal-GPD Model

GPDdist

Creates an Object Representing Generalized Pareto Distribution

PNP_fit

Fitting a Pareto-Normal-Pareto Model

Burr

The Burr Distribution

Pareto

The Pareto Distribution

autoplot.comp_fit

Autoplot of Fitted Distributions Using ggplot2

breakpoints

Extract Model Breakpoints

d.compdist

Density Function

Distribution_transformation

Transformation of a Distribution Object

compdist

Creates an Object Representing Composite Distribution

chisqdist

Creates an Object Representing Chi-Squared Distribution

hyperdist

Creates an Object Representing Hypergeometric Distribution

is.contin

Reports whether O is a Continuous Distribution Object

gumbeldist

Creates an Object Representing Gumbel Distribution

cauchydist

Creates an Object Representing Cauchy Distribution.

is.composite

Reports whether O is a Composite Distribution Object

GPD

The Generalized Pareto Distribution

burrdist

Creates an Object Representing Burr Distribution

binomdist

Creates an Object Representing Binomial Distribution.

get_opt

Get Parameters

betadist

Creates an Object Representing Beta Distribution

geomdist

Creates an Object Representing Geometric Distribution

frechetdist

Creates an Object Representing Frechet Distribution

gammadist

Creates an Object Representing Gamma Distribution

autoplot.dist

Autoplot of Distributions Using ggplot2

last_history

Returns the Last Element from History List

lnormdist

Creates an Object Representing Log Normal Distribution.

is.standard

Reports whether O is a Standard Distribution Object

is.mixture

Reports whether O is a Mixture Distribution Object

distribution

Extract Distribution of Fitted Model

is.transformed

Reports whether O is a Transformed Distribution Object

jumps

Probability mass points

mistr_theme

Mistr Theme for Ggplot

mistr-package

mistr: A Computational Framework for Univariate Mixture and Composite Distributions

mixdist

Creates an Object Representing Mixture Distribution

normdist

Creates an Object Representing Normal Distribution

qlim.compdist

Right-Hand Limit of Quantile Function

poisdist

Creates an Object Representing Poisson Distribution

mistr_d_p_q_r

Mistr d/p/q/r Wrappers

q.compdist

Quantile Function

qlim.discrmixdist

Right-Hand Limit of Mixture Quantile Function

expdist

Creates an Object Representing Exponential Distribution

p.compdist

Distribution Function

tdist

Creates an Object Representing Student-t Distribution

paretodist

Creates an Object Representing Pareto Distribution

summary.comp_fit

Displays a Useful Description of a Fitted Object

parameters

Extract Model Parameters

untrafo

Untransformation of a Distribution Object

weibulldist

Creates an Object Representing Weibull Distribution

monot

Monotonicity of Transformation

multinomdist

Creates an Object Representing Multinomial Distribution

nbinomdist

Creates an Object Representing Negative Binomial Distribution

is.discrete

Reports whether O is a Discrete Distribution Object

q.default

Terminate an R Session

is.dist

Reports whether O is a Distribution Object

fdist

Creates an Object Representing F Distribution

r.compdist

Random Generation

q.mixdist

Quantile Function of a Mixture Model

risk

Risk Measures of Fitted Objects

new_dist

Creates New Distribution Object

set_opt

Set Parameters

stocks

Log-returns of Five Stocks

plim.compdist

Left-Hand Limit of Distribution Function

Distribution_autoplot

Autoplot of Distributions

sudo_support

Support Interval of Distribution Object

Distribution_summary

Displays a Useful Description of a Distribution Object

plot.comp_fit

Autoplot of Fitted Distributions

trafo

Modifications of Transformations

plotgg

Autoplot of Distributions Using ggplot2

unifdist

Creates an Object Representing Uniform Distribution

wilcoxdist

Creates an Object Representing Wilcoxon Distribution