distr-package {distr} | R Documentation |
distr provides a conceptual treatment of distributions by means of S4 classes.
A mother class Distribution
is introduced with slots for a parameter and —most important—
for the four constitutive methods r
, d
, p
, and q
for simulation respectively for evaluation of
density / c.d.f. and quantile function of the corresponding distribution.
Most distributions of package stats (like normal, Poisson, etc.)
are implemented as subclasses of either AbscontDistribution
or DiscreteDistribution
,
which themselves are again subclasses of Distribution
.
Arithmetics and unary mathematical transformations for distributions are available:
For Distribution
objects X
and Y
expressions like
3*X+sin(exp(-Y/4+3))
have their natural interpretation as corresponding image distributions.
Package: | distr |
Version: | 1.7 |
Date: | 2006-05-11 |
Depends: | R(>= 2.2.0), methods, graphics |
Imports: | stats |
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 |
Distribution classes have a slot param
the class of which
is is specialized for the particualar distributions. The parameter
classes for the particular distributions have slots with names
according to the corresponding [rdpq]<name> functions of
package base. DiscreteDistribution and descendants have
an additional slot support
. For all particular distributions,
generating functions are provided, e.g. X <- Norm(mean = 3, sd = 2)
.
All slots should be inspected / modified by means of corresponding
accessor- /replacement functions; e.g. mean(X) <- 3
(see Parameter classes).
Distribution classes slots: [<name>(<class>)] img(rSpace), param(OptionalParameter), r(function), d(OptionalFunction), p(OptionalFunction), q(OptionalFunction), .withSim(logical), .withArith(logical) "Distribution" |>"UnivariateDistribution" |>|>"AbscontDistribution" |>|>|>"Beta" |>|>|>"Cauchy" |>|>|>"ExpOrGammaOrChisq" (VIRTUAL) |>|>|>|>"Exp" |>|>|>|>"Gammad" |>|>|>|>"Chisq" |>|>|>"Fd" |>|>|>"Lnorm" |>|>|>"Logis" |>|>|>"Norm" |>|>|>"Td" |>|>|>"Unif" |>|>|>"Weibull" |>|>|"DiscreteDistribution" |>|>|>"Binom" |>|>|>"Dirac" |>|>|>"Hyper" |>|>|>"NBinom" |>|>|>|>"Geom" |>|>|>"Pois" Parameter classes "OptionalParameter" |>"Parameter" |>|>"BetaParameter" |>|>"BinomParameter" |>|>"CauchyParameter" |>|>"ChisqParameter" |>|>"DiracParameter" |>|>"ExpParameter" |>|>"FParameter" |>|>"GammaParameter" |>|>"GeomParameter" |>|>"HyperParameter" |>|>"LnormParameter" |>|>"LogisParameter" |>|>"NbinomParameter" |>|>"NormParameter" |>|>"UniNormParameter" |>|>|>"PoisParameter" |>|>"TParameter" |>|>"UnifParameter" |>|>"WeibullParameter" Space classes "rSpace" |>"EuclideanSpace" |>|>"Reals" |>"Naturals"
The group Math
of unary (see Math) as well as
convolution are made available for distributions, see operators-methods.
Besides, there are plot
and print
-methods for distributions.
For the space classes, we have liesIn
. The "history" of distributions
obtained by chaining operations may be shortened using simplifyr
.
RtoDPQ Default procedure to fill slots d,p,q given r for a.c. distributions RtoDPQ.d Default procedure to fill slots d,p,q given r for discrete distributions distroptions Functions to change the global variables of the package 'distr' standardMethods Utility to automatically generate accessor and replacement functions
We thank Martin Maechler, Josef Leydold, John Chambers, Duncan Murdoch, Gregory Warnes, Paul Gilbert, Kurt Hornik, Uwe Ligges, Torsten Hothorn, and Seth Falcon for their help in preparing this package.
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")
.
Demos are available — see demo(package="distr")
Arithmetics on distribution objects are understood as operations on corresponding
(independent) r.v.'s and not on distribution functions or densities.
See also infoShow("distr","ARITHMETICS")
.
Accuracy of these arithmetics is controlled by global options which may be inspected / set by distroptions()
and getdistrOption()
, confer distroptions .
Peter Ruckdeschel Peter.Ruckdeschel@uni-bayreuth.de,
Thomas Stabla statho3@web.de,
Florian Camphausen fcampi@gmx.de,
Matthias Kohl Matthias.Kohl@stamats.de
Maintainer: Peter Ruckdeschel Peter.Ruckdeschel@uni-bayreuth.de
a more detailed manual for distr, distrSim, distrTEst, and distrEx may be downloaded from http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/distr.pdf
a homepage to this package is available under
http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/
X <- Unif(2,3) Y <- Pois(lambda = 3) Z <- X+Y # generates Law of corresponding independent variables p(Z)(0.2) r(Z)(1000) plot(Z+sin(Norm()))