distrEx-package           package:distrEx           R Documentation

_d_i_s_t_r_E_x - _E_x_t_e_n_s_i_o_n_s _o_f _p_a_c_k_a_g_e _d_i_s_t_r

_D_e_s_c_r_i_p_t_i_o_n:

     'distrEx' proides some extensions of package 'distr':

        *  extreme value distribution classes,

        *  expectations in the form 

           *  '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'  .in -3

           *  further functionals: var, sd, IQR, mad, median

           *  truncated moments,

           *  distances between distributions (Hellinger, Kolmogorov,
              total variation, "convex contamination")

           *  lists of distributions,

           *  conditional distributions in factorized form 

           *  conditional expectations in factorized form

_D_e_t_a_i_l_s:


       Package:    distrEx
       Version:    0.4-3
       Date:       2006-05-11
       Depends:    R(>= 2.2.0), methods, distr(>= 1.7) , evd
       SaveImage:  no
       LazyLoad:   yes
       License:    GPL (version 2 or later)
       URL:        http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/
       Packaged:   Thu May 11 10:16:03 2006; Peter
       Built:      R 2.4.0dev; i386-pc-mingw32; 2006-05-11 10:20:11; windows

_C_l_a_s_s_e_s:



     Distribution Classes

     "Distribution" (from distr)
     |>"UnivariateDistribution" (from distr)
     |>|>"AbscontDistribution" (from distr)
     |>|>|>"Gumbel"
     |>"MultivariateDistribution"
     |>|>"DiscreteMVDistribution-class"
     |>"UnivariateCondDistribution"
     |>|>"AbscontCondDistribution"
     |>|>|>"PrognCondDistribution"
     |>|>"DiscreteCondDistribution"

     "DistrList" 
     |>"UnivarDistrList"


     Condition Classes

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

     Parameter Classes

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


_F_u_n_c_t_i_o_n_s:



     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



_G_e_n_e_r_a_t_i_n_g _F_u_n_c_t_i_o_n_s:



     Distribution Classes
     ConvexContamination     Generic Function for Generating Convex
                             Contaminations
     DiscreteDistribution    Generating function for
                             DiscreteDistribution-class
     DiscreteMVDistribution
                             Generating function for
                             DiscreteMVDistribution-class
     Gumbel                  Generating function for Gumbel-class
     LMCondDistribution      Generating function for the conditional
                             distribution of a linear regression model.
     UnivarDistrList         Generating function for
     UnivarDistrList-class

     Condition Classes
     EuclCondition           Generating function for
     EuclCondition-class

     Parameter Classes
     LMParameter             Generating function for LMParameter-class

     Space Classes
     EuclideanSpace          Generating function for
     EuclideanSpace-class
     Naturals                Generating function for Naturals-class
     Reals                   Generating function for Reals-class


_M_e_t_h_o_d_s:


     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

     truncated Moments:
     m1df                    Generic Function for the Computation of
     Clipped
                             First Moments
     m2df                    Generic function for the computation of
     clipped
                             second moments



_D_e_m_o_s:

     Demos are available - see 'demo(package="distrEx")'.

_S_t_a_r_t-_u_p-_B_a_n_n_e_r:

     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")'

_A_u_t_h_o_r(_s):

     Matthias Kohl Matthias.Kohl@stamats.de and 
      Peter Ruckdeschel Peter.Ruckdeschel@uni-bayreuth.de,


     _Maintainer:_  Matthias Kohl Matthias.Kohl@stamats.de

_R_e_f_e_r_e_n_c_e_s:

     a more detailed manual for 'distr', 'distrSim', 'distrTEst', and
     'distrEx' may be downloaded from   <URL:
     http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/distr
     .pdf>

     a homepage to this package is available under
      <URL:
     http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/distr
     Ex.html>

     M. Kohl (2005): _Numerical Contributions to the Asymptotic Theory
     of Robustness._ PhD Thesis. Bayreuth. Available as <URL:
     http://www.stamats.de/ThesisMKohl.pdf>

_S_e_e _A_l_s_o:

     'distr'

