| distrEx-package {distrEx} | R Documentation |
distrEx proides some extensions of package distr:
E(X) for the expectation of a
distribution object X
E(X,f) for the expectation of f(X)
where X is some distribution object and
f some function in X
| Package: | distrEx |
| Version: | 1.9 |
| Date: | 2007-07-29 |
| Depends: | R(>= 2.2.0), methods, distr(>= 1.8), evd, startupmsg |
| Suggests: | tcltk |
| SaveImage: | no |
| LazyLoad: | yes |
| License: | GPL (version 2 or later) |
| URL: | http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/ |
Distribution Classes "Distribution" (from distr) |>"UnivariateDistribution" (from distr) |>|>"AbscontDistribution" (from distr) |>|>|>"Gumbel" |>"MultivariateDistribution" |>|>"DiscreteMVDistribution-class" |>"UnivariateCondDistribution" |>|>"AbscontCondDistribution" |>|>|>"PrognCondDistribution" |>|>"DiscreteCondDistribution" Condition Classes "Condition" |>"EuclCondition" |>"PrognCondition" Parameter Classes "OptionalParameter" (from distr) |>"Parameter" (from distr) |>|>"LMParameter" |>|>"GumbelParameter"
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
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
illustration:
illustrateLLT function for the generation of LLN - visualizations
illustrateCLT function for the generation of CLT - visualizations
plotCLT Generic function for the plotting of CLT-approximations
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.
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.
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()
Matthias Kohl Matthias.Kohl@stamats.de and
Peter Ruckdeschel Peter.Ruckdeschel@uni-bayreuth.de,
Maintainer: Matthias Kohl Matthias.Kohl@stamats.de
P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006): S4 Classes for Distributions, {em R News}, {em 6}(2), 2-6. http://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://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/distrEx.html
M. Kohl (2005): Numerical Contributions to the Asymptotic Theory of Robustness. PhD Thesis. Bayreuth. Available as http://www.stamats.de/ThesisMKohl.pdf