rv_histogram: rv_histogram

In ROOPSD: R Object Oriented Programming for Statistical Distribution

rv_histogram

Description

rv_histogram distribution in OOP way.

Details

Use quantile to fit the histogram

Public fields

min

[double] min value for the estimation

max

[double] max value for the estimation

tol

[double] numerical tolerance

Methods

Public methods

• rv_histogram$new()

• rv_histogram$rvs()

• rv_histogram$density()

• rv_histogram$logdensity()

• rv_histogram$cdf()

• rv_histogram$icdf()

• rv_histogram$sf()

• rv_histogram$isf()

• rv_histogram$fit()

• rv_histogram$clone()

---

Method new()

Create a new rv_histogram object.

Usage

rv_histogram$new(...)

Arguments

...

If a param 'Y' is given, the fit method is called with '...'.

Returns

A new 'rv_histogram' object.

---

Method rvs()

Generation sample from the histogram

Usage

rv_histogram$rvs(n)

Arguments

n

[integer] Number of samples drawn

Returns

A vector of samples

---

Method density()

Density function

Usage

rv_histogram$density(x)

Arguments

x

[vector] Values to compute the density

Returns

density

---

Method logdensity()

Log density function

Usage

rv_histogram$logdensity(x)

Arguments

x

[vector] Values to compute the log-density

Returns

the log density

---

Method cdf()

Cumulative Distribution Function

Usage

rv_histogram$cdf(q)

Arguments

q

[vector] Quantiles to compute the CDF

Returns

cdf values

---

Method icdf()

Inverse of Cumulative Distribution Function

Usage

rv_histogram$icdf(p)

Arguments

p

[vector] Probabilities to compute the CDF

Returns

icdf values

---

Method sf()

Survival Function

Usage

rv_histogram$sf(q)

Arguments

q

[vector] Quantiles to compute the SF

Returns

sf values

---

Method isf()

Inverse of Survival Function

Usage

rv_histogram$isf(p)

Arguments

p

[vector] Probabilities to compute the SF

Returns

isf values

---

Method fit()

Fit method for the histograms

Usage

rv_histogram$fit(Y, bins = as.integer(1000))

Arguments

Y

[vector] Dataset to infer the histogram

bins

[vector or integer] bins values

Returns

'self'

---

Method clone()

The objects of this class are cloneable with this method.

Usage

rv_histogram$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

## Generate sample
X = numeric(10000)
X[1:5000] = stats::rnorm( n = 5000 , mean = 2 , sd = 1 )
X[5000:10000] = stats::rexp( n = 5000 , rate = 1 )

## And fit it
rvX = rv_histogram$new()
rvX$fit(X)

ROOPSD documentation built on Sept. 11, 2023, 9:06 a.m.