R: distrEx - Extensions of Package distr

distrEx-package {distrEx} | R Documentation

## distrEx – Extensions of Package distr

### Description

distrEx provides some extensions of package distr:

- 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`

- 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

### 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

### 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-class

    Parameter 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 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

### 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.

### 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()`

### Author(s)

Matthias Kohl Matthias.Kohl@stamats.de and
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de,
Maintainer: Matthias Kohl Matthias.Kohl@stamats.de

### 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

### See Also

`distr-package`

[Package distrEx version 2.8.0 Index]