Distribution | R Documentation |
A generalised distribution object for defining custom probability distributions as well as serving as the parent class to specific, familiar distributions.
Returns R6 object of class Distribution.
name
Full name of distribution.
short_name
Short name of distribution for printing.
description
Brief description of the distribution.
decorators
Returns decorators currently used to decorate the distribution.
traits
Returns distribution traits.
valueSupport
Deprecated, use $traits$valueSupport
.
variateForm
Deprecated, use $traits$variateForm
.
type
Deprecated, use $traits$type
.
properties
Returns distribution properties, including skewness type and symmetry.
support
Deprecated, use $properties$type
.
symmetry
Deprecated, use $properties$symmetry
.
sup
Returns supremum (upper bound) of the distribution support.
inf
Returns infimum (lower bound) of the distribution support.
dmax
Returns maximum of the distribution support.
dmin
Returns minimum of the distribution support.
kurtosisType
Deprecated, use $properties$kurtosis
.
skewnessType
Deprecated, use $properties$skewness
.
new()
Creates a new instance of this R6 class.
Distribution$new( name = NULL, short_name = NULL, type, support = NULL, symmetric = FALSE, pdf = NULL, cdf = NULL, quantile = NULL, rand = NULL, parameters = NULL, decorators = NULL, valueSupport = NULL, variateForm = NULL, description = NULL, .suppressChecks = FALSE )
name
character(1)
Full name of distribution.
short_name
character(1)
Short name of distribution for printing.
type
([set6::Set])
Distribution type.
support
([set6::Set])
Distribution support.
symmetric
logical(1)
Symmetry type of the distribution.
pdf
function(1)
Probability density function of the distribution. At least one of pdf
and
cdf
must be provided.
cdf
function(1)
Cumulative distribution function of the distribution. At least one of pdf
and
cdf
must be provided.
quantile
function(1)
Quantile (inverse-cdf) function of the distribution.
rand
function(1)
Simulation function for drawing random samples from the distribution.
parameters
([param6::ParameterSet])
Parameter set for defining the parameters in the distribution, which should be set before
construction.
decorators
(character())
Decorators to add to the distribution during construction.
valueSupport
(character(1))
The support type of the distribution, one of "discrete", "continuous", "mixture"
.
If NULL
, determined automatically.
variateForm
(character(1))
The variate type of the distribution, one of "univariate", "multivariate", "matrixvariate"
.
If NULL
, determined automatically.
description
(character(1))
Optional short description of the distribution.
.suppressChecks
(logical(1))
Used internally.
strprint()
Printable string representation of the Distribution
. Primarily used internally.
Distribution$strprint(n = 2)
n
(integer(1))
Number of parameters to display when printing.
print()
Prints the Distribution
.
Distribution$print(n = 2, ...)
n
(integer(1))
Passed to $strprint
.
...
ANY
Unused. Added for consistency.
summary()
Prints a summary of the Distribution
.
Distribution$summary(full = TRUE, ...)
full
(logical(1))
If TRUE
(default) prints a long summary of the distribution,
otherwise prints a shorter summary.
...
ANY
Unused. Added for consistency.
parameters()
Returns the full parameter details for the supplied parameter.
Distribution$parameters(id = NULL)
id
Deprecated.
getParameterValue()
Returns the value of the supplied parameter.
Distribution$getParameterValue(id, error = "warn")
id
character()
id of parameter value to return.
error
(character(1))
If "warn"
then returns a warning on error, otherwise breaks if "stop"
.
setParameterValue()
Sets the value(s) of the given parameter(s).
Distribution$setParameterValue( ..., lst = list(...), error = "warn", resolveConflicts = FALSE )
...
ANY
Named arguments of parameters to set values for. See examples.
lst
(list(1))
Alternative argument for passing parameters. List names should be parameter names and list values
are the new values to set.
error
(character(1))
If "warn"
then returns a warning on error, otherwise breaks if "stop"
.
resolveConflicts
(logical(1))
If FALSE
(default) throws error if conflicting parameterisations are provided, otherwise
automatically resolves them by removing all conflicting parameters.
b = Binomial$new() b$setParameterValue(size = 4, prob = 0.4) b$setParameterValue(lst = list(size = 4, prob = 0.4))
pdf()
For discrete distributions the probability mass function (pmf) is returned, defined as
p_X(x) = P(X = x)
for continuous distributions the probability density function (pdf), f_X, is returned
f_X(x) = P(x < X ≤ x + dx)
for some infinitesimally small dx.
If available a pdf will be returned using an analytic expression. Otherwise,
if the distribution has not been decorated with FunctionImputation, NULL
is
returned.
Distribution$pdf(..., log = FALSE, simplify = TRUE, data = NULL)
...
(numeric())
Points to evaluate the function at Arguments do not need
to be named. The length of each argument corresponds to the number of points to evaluate,
the number of arguments corresponds to the number of variables in the distribution.
See examples.
log
(logical(1))
If TRUE
returns the logarithm of the probabilities. Default is FALSE
.
simplify
logical(1)
If TRUE
(default) simplifies the return if possible to a numeric
, otherwise returns a
data.table::data.table.
data
array
Alternative method to specify points to evaluate. If univariate then rows correspond with number
of points to evaluate and columns correspond with number of variables to evaluate. In the special
case of VectorDistributions of multivariate distributions, then the third dimension corresponds
to the distribution in the vector to evaluate.
b <- Binomial$new() b$pdf(1:10) b$pdf(1:10, log = TRUE) b$pdf(data = matrix(1:10)) mvn <- MultivariateNormal$new() mvn$pdf(1, 2) mvn$pdf(1:2, 3:4) mvn$pdf(data = matrix(1:4, nrow = 2), simplify = FALSE)
cdf()
The (lower tail) cumulative distribution function, F_X, is defined as
F_X(x) = P(X ≤ x)
If lower.tail
is FALSE then 1 - F_X(x) is returned, also known as the
survival
function.
If available a cdf will be returned using an analytic expression. Otherwise,
if the distribution has not been decorated with FunctionImputation, NULL
is
returned.
Distribution$cdf( ..., lower.tail = TRUE, log.p = FALSE, simplify = TRUE, data = NULL )
...
(numeric())
Points to evaluate the function at Arguments do not need
to be named. The length of each argument corresponds to the number of points to evaluate,
the number of arguments corresponds to the number of variables in the distribution.
See examples.
lower.tail
(logical(1))
If TRUE
(default), probabilities are X <= x
, otherwise, P(X > x)
.
log.p
(logical(1))
If TRUE
returns the logarithm of the probabilities. Default is FALSE
.
simplify
logical(1)
If TRUE
(default) simplifies the return if possible to a numeric
, otherwise returns a
data.table::data.table.
data
array
Alternative method to specify points to evaluate. If univariate then rows correspond with number
of points to evaluate and columns correspond with number of variables to evaluate. In the special
case of VectorDistributions of multivariate distributions, then the third dimension corresponds
to the distribution in the vector to evaluate.
b <- Binomial$new() b$cdf(1:10) b$cdf(1:10, log.p = TRUE, lower.tail = FALSE) b$cdf(data = matrix(1:10))
quantile()
The quantile function, q_X, is the inverse cdf, i.e.
q_X(p) = F^(-1)_X(p) = inf{x ε R: F_X(x) ≥ p}
#nolint
If lower.tail
is FALSE then q_X(1-p) is returned.
If available a quantile will be returned using an analytic expression. Otherwise,
if the distribution has not been decorated with FunctionImputation, NULL
is
returned.
Distribution$quantile( ..., lower.tail = TRUE, log.p = FALSE, simplify = TRUE, data = NULL )
...
(numeric())
Points to evaluate the function at Arguments do not need
to be named. The length of each argument corresponds to the number of points to evaluate,
the number of arguments corresponds to the number of variables in the distribution.
See examples.
lower.tail
(logical(1))
If TRUE
(default), probabilities are X <= x
, otherwise, P(X > x)
.
log.p
(logical(1))
If TRUE
returns the logarithm of the probabilities. Default is FALSE
.
simplify
logical(1)
If TRUE
(default) simplifies the return if possible to a numeric
, otherwise returns a
data.table::data.table.
data
array
Alternative method to specify points to evaluate. If univariate then rows correspond with number
of points to evaluate and columns correspond with number of variables to evaluate. In the special
case of VectorDistributions of multivariate distributions, then the third dimension corresponds
to the distribution in the vector to evaluate.
b <- Binomial$new() b$quantile(0.42) b$quantile(log(0.42), log.p = TRUE, lower.tail = TRUE) b$quantile(data = matrix(c(0.1,0.2)))
rand()
The rand function draws n
simulations from the distribution.
If available simulations will be returned using an analytic expression. Otherwise,
if the distribution has not been decorated with FunctionImputation, NULL
is
returned.
Distribution$rand(n, simplify = TRUE)
n
(numeric(1))
Number of points to simulate from the distribution. If length greater than 1, then
n <- length(n)
,
simplify
logical(1)
If TRUE
(default) simplifies the return if possible to a numeric
, otherwise returns a
data.table::data.table.
b <- Binomial$new() b$rand(10) mvn <- MultivariateNormal$new() mvn$rand(5)
prec()
Returns the precision of the distribution as 1/self$variance()
.
Distribution$prec()
stdev()
Returns the standard deviation of the distribution as sqrt(self$variance())
.
Distribution$stdev()
median()
Returns the median of the distribution. If an analytical expression is available
returns distribution median, otherwise if symmetric returns self$mean
, otherwise
returns self$quantile(0.5)
.
Distribution$median(na.rm = NULL, ...)
na.rm
(logical(1))
Ignored, addded for consistency.
...
ANY
Ignored, addded for consistency.
iqr()
Inter-quartile range of the distribution. Estimated as
self$quantile(0.75) - self$quantile(0.25)
.
Distribution$iqr()
confidence()
1 or 2-sided confidence interval around distribution.
Distribution$confidence(alpha = 0.95, sides = "both", median = FALSE)
alpha
(numeric(1))
Level of confidence, default is 95%
sides
(character(1))
One of 'lower', 'upper' or 'both'
median
(logical(1))
If TRUE
also returns median
correlation()
If univariate returns 1
, otherwise returns the distribution correlation.
Distribution$correlation()
liesInSupport()
Tests if the given values lie in the support of the distribution.
Uses [set6::Set]$contains
.
Distribution$liesInSupport(x, all = TRUE, bound = FALSE)
x
ANY
Values to test.
all
logical(1)
If TRUE
(default) returns TRUE
if all x
are in the distribution,
otherwise returns a vector of logicals corresponding to each element in
x
.
bound
logical(1)
If TRUE
then tests if x
lie between the upper and lower bounds of the distribution,
otherwise tests if x
lie between the maximum and minimum of the distribution.
liesInType()
Tests if the given values lie in the type of the distribution.
Uses [set6::Set]$contains
.
Distribution$liesInType(x, all = TRUE, bound = FALSE)
x
ANY
Values to test.
all
logical(1)
If TRUE
(default) returns TRUE
if all x
are in the distribution,
otherwise returns a vector of logicals corresponding to each element in
x
.
bound
logical(1)
If TRUE
then tests if x
lie between the upper and lower bounds of the distribution,
otherwise tests if x
lie between the maximum and minimum of the distribution.
workingSupport()
Returns an estimate for the computational support of the distribution.
If an analytical cdf is available, then this is computed as the smallest interval
in which the cdf lower bound is 0
and the upper bound is 1
, bounds are incremented in
10^i intervals. If no analytical cdf is available, then this is computed as the smallest
interval in which the lower and upper bounds of the pdf are 0
, this is much less precise
and is more prone to error. Used primarily by decorators.
Distribution$workingSupport()
clone()
The objects of this class are cloneable with this method.
Distribution$clone(deep = FALSE)
deep
Whether to make a deep clone.
## ------------------------------------------------ ## Method `Distribution$setParameterValue` ## ------------------------------------------------ b = Binomial$new() b$setParameterValue(size = 4, prob = 0.4) b$setParameterValue(lst = list(size = 4, prob = 0.4)) ## ------------------------------------------------ ## Method `Distribution$pdf` ## ------------------------------------------------ b <- Binomial$new() b$pdf(1:10) b$pdf(1:10, log = TRUE) b$pdf(data = matrix(1:10)) mvn <- MultivariateNormal$new() mvn$pdf(1, 2) mvn$pdf(1:2, 3:4) mvn$pdf(data = matrix(1:4, nrow = 2), simplify = FALSE) ## ------------------------------------------------ ## Method `Distribution$cdf` ## ------------------------------------------------ b <- Binomial$new() b$cdf(1:10) b$cdf(1:10, log.p = TRUE, lower.tail = FALSE) b$cdf(data = matrix(1:10)) ## ------------------------------------------------ ## Method `Distribution$quantile` ## ------------------------------------------------ b <- Binomial$new() b$quantile(0.42) b$quantile(log(0.42), log.p = TRUE, lower.tail = TRUE) b$quantile(data = matrix(c(0.1,0.2))) ## ------------------------------------------------ ## Method `Distribution$rand` ## ------------------------------------------------ b <- Binomial$new() b$rand(10) mvn <- MultivariateNormal$new() mvn$rand(5)
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