distrMod-package {distrMod} | R Documentation |
Based on the packages distr and distrEx package distrMod provides a flexible framework which allows computation of estimators like maximum likelihood or minimum distance estimators for probability models.
Package: | distrMod |
Version: | 2.0.7 |
Date: | 2009-02-19 |
Depends: | R(>= 2.6.0), methods, startupmsg, distr(>= 2.0), distrEx(>=2.0), RandVar(>= 0.6.3), MASS, stats4 |
LazyLoad: | yes |
License: | LGPL-3 |
URL: | http://distr.r-forge.r-project.org/ |
[*]: there is a generating function with the same name ########################## ProbFamily classes ########################## slots: [<name>(<class>)] name(character), distribution(Distribution), distrSym(DistributionSymmetry), props(character) "ProbFamily" |>"ParamFamily" [*] additional slots: param(ParamFamParameter), modifyParam(function), startPar(function), makeOKPar(function), fam.call(call) |>|>"L2ParamFamily" [*] additional slots: L2deriv(EuclRandVarList), L2deriv.fct(function), L2derivSymm(FunSymmList), L2derivDistr(DistrList), L2derivDistrSymm(DistrSymmList), FisherInfo(PosSemDefSymmMatrix), FisherInfo.fct(function) |>|>|>"BinomFamily" [*] |>|>|>"PoisFamily" [*] |>|>|>"GammaFamily" [*] |>|>|>"BetaFamily" [*] |>|>|>"L2GroupParamFamily" additional slots: LogDeriv(function) |>|>|>|>"L2LocationScaleUnion" /VIRTUAL/ additional slots: locscalename(character) |>|>|>|>|>"L2LocationFamily" [*] |>|>|>|>|>|>"NormLocationFamily" [*] |>|>|>|>|>|>"GumbelLocationFamily" [*] |>|>|>|>|>"L2ScaleFamily" [*] |>|>|>|>|>|>"NormScaleFamily" [*] |>|>|>|>|>|>"ExpScaleFamily" [*] |>|>|>|>|>|>"LnormScaleFamily" [*] |>|>|>|>|>"L2LocationScaleFamily" [*] |>|>|>|>|>|>"NormLocationScaleFamily" [*] |>|>|>|>|>|>"CauchyLocationScaleFamily" [*] ########################## ParamFamParameter ########################## "ParamFamParameter" [*] is subclass of class "Parameter" of package "distr". Additional slots: main(numeric), nuisance(OptionalNumeric), fixed(OptionalNumeric), trafo(MatrixorFunction) ########################## Class unions ########################## "OptionalNumeric" = union("numeric", "NULL") "OptionalMatrix" = union("matrix", "NULL") "MatrixorFunction" = union("matrix", "OptionalFunction") "PrintDetails" = union("Estimate", "Confint", "PosSemDefSymmMatrix", "ParamFamParameter", "ParamFamily") ########################## Symmetry classes ########################## slots: type(character), SymmCenter(ANY) "Symmetry" |>"NoSymmetry" [*] |>"EllipticalSymmetry" [*] |>|>"SphericalSymmetry" [*] |>"DistributionSymmetry" |>"FunctionSymmetry" |>|>"NonSymmetric" [*] |>|>"EvenSymmetric" [*] |>|>"OddSymmetric" [*] list thereof "DistrSymmList" [*] "FunSymmList" [*] ########################## Matrix classes ########################## slots: none "PosSemDefSymmMatrix" [*] is subclass of class "matrix" of package "base". |>"PosDefSymmMatrix" [*] ########################## Norm Classes ########################## slots: name(character), fct(function) "NormType" [*] |>"QFNorm" [*] Additional slots: QuadForm(PosSemDefSymmMatrix) |>|>"InfoNorm" [*] |>|>"SelfNorm" [*] ########################## Bias Classes ########################## slots: name(character) "BiasType" |>"symmetricBias" [*] |>"onesidedBias" Additional slots: sign(numeric) |>"asymmetricBias" [*] Additional slots: nu(numeric) ########################## Risk Classes ########################## slots: type(character) "RiskType" |>"asRisk" |>|>"asCov" [*] |>|>"trAsCov" [*] |>"fiRisk" |>|>"fiCov" [*] |>|>"trfiCov" [*] |>|>"fiHampel" [*] Additional slots: bound(numeric) |>|>"fiMSE" [*] |>|>"fiBias" [*] |>|>"fiUnOvShoot" [*] Additional slots: width(numeric) Risk with Bias: "asRiskwithBias" slots: biastype(BiasType), normtype(NormType), |>"asHampel" [*] Additional slots: bound(numeric) |>"asBias" [*] |>"asGRisk" |>|>"asMSE" [*] |>|>"asUnOvShoot" [*] Additional slots: width(numeric) |>|>"asSemivar" [*] ########################## Estimate Classes ########################## slots: name(character), estimate(ANY), samplesize(numeric), asvar(OptionalMatrix), Infos(matrix), nuis.idx(OptionalNumeric) fixed.estimate(OptionalNumeric), estimate.call(call), trafo(list[of function, matrix]), untransformed.estimate(ANY), untransformed.asvar(OptionalMatrix) criterion.fct(function), method(character), "Estimate" |>"MCEstimate", Additional slots: criterion(numeric) ########################## Confidence interval class ########################## slots: type(character), confint(array), estimate.call(call), name.estimate(character), trafo.estimate(list[of function, matrix]), nuisance.estimate(OptionalNumeric) "Confint"
besides accessor and replacement functions, we have methods
solve
, sqrt
for matrices
checkL2deriv
, existsPIC
for class L2ParamFamily
LogDeriv
for class L2GroupParamFamily
validParameter
for classes ParamFamily
, L2ScaleFamily
,
L2LocationFamily
, and L2LocationScaleFamily
modifyModel
for the pairs of classes
L2ParamFamily
and ParamFamParameter
,
L2LocationFamily
and ParamFamParameter
,
L2ScaleFamily
and ParamFamParameter
,
L2LocationScaleFamily
and ParamFamParameter
,
GammaFamily
and ParamFamParameter
, and
ExpScaleFamily
and ParamFamParameter
mceCalc
for the pair of classes numeric
and ParamFamily
mleCalc
for the pairs of classes
numeric
and ParamFamily
,
numeric
and BinomFamily
,
numeric
and PoisFamily
,
numeric
and NormLocationFamily
,
numeric
and NormScaleFamily
, and
numeric
and NormLocationScaleFamily
coerce
from class MCEstimate
to class mle
confint
for class Estimate
profile
for class MCEstimate
Management of global options: "distrModOptions", "distrModoptions", "getdistrModOption", check for ker of matrix: "isKerAinKerB" particular norms: "EuclideanNorm", "QuadFormNorm" onesided bias: "positiveBias", "negativeBias", Estimators: "Estimator", "MCEstimator", "MLEstimator", "MDEstimator" special location/scale models: "L2LocationUnknownScaleFamily", "L2ScaleUnknownLocationFamily" some special normal models: "NormScaleUnknownLocationFamily", "NormLocationUnknownScaleFamily",
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.
Demos are available — see demo(package="distrMod")
.
Example scripts are available — see folder ‘scripts’ in the package folder to package distrMod in your library.
Some functions of packages stats, base have intentionally been masked,
but completely retain their functionality — see distrModMASK()
.
If any of the packages stats4, fBasics is to be used
together with distrMod, the latter must be attached after any of the
first mentioned. Otherwise confint()
defined as method
in distrMod may get masked.
To re-mask, you
may use confint <- distrMod::confint
.
See also distrModMASK()
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de,
Matthias Kohl Matthias.Kohl@stamats.de
Maintainer: Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de
P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006): S4 Classes for Distributions, R News, 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")