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
Package:  distrEx 
Version:  2.6 
Date:  20160423 
Depends:  R(>= 2.10.0), methods, distr(>= 2.2) 
Imports:  startupmsg, utils, stats 
Suggests:  tcltk 
LazyLoad:  yes 
License:  LGPL3 
URL:  http://distr.rforge.rproject.org/ 
SVNRevision:  1089 
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29  Distribution Classes
"Distribution" (from distr)
>"UnivariateDistribution" (from distr)
>>"AbscontDistribution" (from distr)
>>>"Gumbel"
>>>"Pareto"
>>>"GPareto"
>"MultivariateDistribution"
>>"DiscreteMVDistributionclass"
>"UnivariateCondDistribution"
>>"AbscontCondDistribution"
>>>"PrognCondDistribution"
>>"DiscreteCondDistribution"
Condition Classes
"Condition"
>"EuclCondition"
>"PrognCondition"
Parameter Classes
"OptionalParameter" (from distr)
>"Parameter" (from distr)
>>"LMParameter"
>>"GumbelParameter"
>>"ParetoParameter"

1 2 3 4 5 6 7 8 9 10  Integration:
GLIntegrate GaussLegendre quadrature
distrExIntegrate Integration of onedimensional functions
Options:
distrExOptions Function to change the global variables of the
package 'distrEx'
Standardization:
make01 Centering and standardization of univariate
distributions

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15  Distribution Classes
ConvexContamination Generic function for generating convex
contaminations
DiscreteMVDistribution
Generating function for
DiscreteMVDistributionclass
Gumbel Generating function for Gumbelclass
LMCondDistribution Generating function for the conditional
distribution of a linear regression model.
Condition Classes
EuclCondition Generating function for EuclConditionclass
Parameter Classes
LMParameter Generating function for LMParameterclass

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46  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 are available — see demo(package="distrEx")
.
G. Jay Kerns, gkerns@ysu.edu, has provided a major contribution,
in particular the functionals skewness
and kurtosis
are due to him.
Natalyia Horbenko, natalyia.horbenko@itwm.fraunhofer.de has ported
the actuar code for the Pareto distribution to this setup.
You may suppress the startup banner/message completely by setting
options("StartupBanner"="off")
somewhere before loading this package by
library
or require
in your Rcode / Rsession.
If option "StartupBanner"
is not defined (default) or setting
options("StartupBanner"=NULL)
or
options("StartupBanner"="complete")
the complete startup 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 startup banner by wrapping the library
or require
call into suppressPackageStartupMessages()
from
startupmsgversion 0.5 on.
Note: The first two numbers of package versions do not necessarily reflect packageindividual development, but rather are chosen for the distrXXX family as a whole in order to ease updating "depends" information.
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 remask, you
may use kurtosis < distrEx::kurtosis; skewness < distrEx::skewness
.
See also distrExMASK()
Matthias Kohl Matthias.Kohl@stamats.de and
Peter Ruckdeschel peter.ruckdeschel@unioldenburg.de,
Maintainer: Matthias Kohl Matthias.Kohl@stamats.de
P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006): S4 Classes for Distributions, R News, 6(2), 26. http://CRAN.Rproject.org/doc/Rnews/Rnews_20062.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.rforge.rproject.org/
M. Kohl (2005): Numerical Contributions to the Asymptotic Theory of Robustness. PhD Thesis. Bayreuth. Available as http://www.stamats.de/ThesisMKohl.pdf
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
Please suggest features or report bugs with the GitHub issue tracker.
All documentation is copyright its authors; we didn't write any of that.