Function to change the global variables of the package ‘distrEx’

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Description

With distrExOptions you can inspect and change the global variables of the package distrEx.

Usage

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Arguments

...

any options can be defined, using name = value or by passing a list of such tagged values.

x

a character string holding an option name.

Value

distrExOptions() returns a list of the global variables.
distrExOptions(x) returns the global variable x.
getdistrExOption(x) returns the global variable x.
distrExOptions(x=y) sets the value of the global variable x to y.

distrExoptions

For compatibility with spelling in package distr, distrExoptions is just a synonym to distrExOptions.

Global Options

MCIterations:

number of Monte-Carlo iterations used for crude Monte-Carlo integration; defaults to 1e5.

GLIntegrateTruncQuantile:

If integrate fails and there are infinite integration limits, the function GLIntegrate is called inside of distrExIntegrate with the corresponding quantiles GLIntegrateTruncQuantile respectively, 1 - GLIntegrateTruncQuantile as finite integration limits; defaults to 10*.Machine$double.eps.

GLIntegrateOrder:

The order used for the Gauss-Legendre integration inside of distrExIntegrate; defaults to 500.

ElowerTruncQuantile:

The lower limit of integration used inside of E which corresponds to the ElowerTruncQuantile-quantile; defaults to 1e-7.

EupperTruncQuantile:

The upper limit of integration used inside of E which corresponds to the (1-ElowerTruncQuantile)-quantile; defaults to 1e-7.

ErelativeTolerance:

The relative tolerance used inside of E when calling distrExIntegrate; defaults to .Machine$double.eps^0.25.

m1dfLowerTruncQuantile:

The lower limit of integration used inside of m1df which corresponds to the m1dfLowerTruncQuantile-quantile; defaults to 0.

m1dfRelativeTolerance:

The relative tolerance used inside of m1df when calling distrExIntegrate; defaults to .Machine$double.eps^0.25.

m2dfLowerTruncQuantile:

The lower limit of integration used inside of m2df which corresponds to the m2dfLowerTruncQuantile-quantile; defaults to 0.

m2dfRelativeTolerance:

The relative tolerance used inside of m2df when calling distrExIntegrate; defaults to .Machine$double.eps^0.25.

nDiscretize:

number of support values used for the discretization of objects of class "AbscontDistribution"; defaults to 100.

hSmooth:

smoothing parameter to smooth objects of class "DiscreteDistribution". This is done via convolution with the normal distribution Norm(mean = 0, sd = hSmooth); defaults to 0.05.

IQR.fac:

for determining sensible integration ranges, we use both quantile and scale based methods; for the scale based method we use the median of the distribution +- IQR.fac* the IQR; defaults to 15.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

See Also

options, getOption

Examples

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distrExOptions()
distrExOptions("ElowerTruncQuantile")
distrExOptions("ElowerTruncQuantile" = 1e-6)
# or
distrExOptions(ElowerTruncQuantile = 1e-6)
getdistrExOption("ElowerTruncQuantile")

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