80_runtime_function_objects: Runtime Function Objects

In probhat: Multivariate Generalized Kernel Smoothing and Related Statistical Methods

Description

Hard-coded functions, representing (runtime) function objects.

DO NOT CALL THESE FUNCTIONS.
CALL A CONSTRUCTOR, WHICH SHOULD RETURN A FUNCTION OBJECT.
THE RESULTING FUNCTION OBJECTS SHOULD HAVE THE SAME ARGUMENTS AS BELOW.

Usage

#categorical models
#(CAT/gMIX)
ph.gfh.rtf (g, ..., freq=FALSE, n)      #PMF
ph.gFh.rtf (g, ..., freq=FALSE, n)      #CDF
ph.gFht.rtf (p, ..., level.names=FALSE) #QF

#other discrete models
#(DKS)
ph.dfh.rtf (x, ..., freq=FALSE, n)      #PMF
ph.dFh.rtf (x, ..., freq=FALSE, n)      #CDF
ph.dFht.rtf (p)                         #QF

#univariate continuous models
#(CKS/EL/xMIX, UV/C)
ph.cfh.rtf (x)                          #PDF
ph.cFh.rtf (x)                          #CDF
ph.cFht.rtf (p)                         #QF

#multivariate continuous models
#(CKS, MV/MVC)
ph.cfh.rtf.mv (x)                       #PDF
ph.cFh.rtf.mv (x)                       #CDF

#chained quantile functions
ph.chFht.rtf (p)

Arguments

g, x	IN (DKS) MODELS: An integer vector, of quantiles. IN (CAT/gMIX) MODELS: An integer/factor/character vector, of quantiles. Integers represent category indices. Characters and formatted factors represent category names. IN (CKS/EL/xMIX, UV/C) MODELS: A numeric vector, of quantiles. IN (CKS, MV/MVC) MODELS: A numeric vector or matrix, of quantiles. Standard numeric vectors are rbind-ed into single-row matrices. Each row represents one evaluation point, and each column represents one variable.
p	A numeric vector of probabilities, between zero and one. Except in chained quantile functions, where p should be a numeric vector or matrix. Standard numeric vectors are rbind-ed into single-row matrices.
freq	Logical, if true, return frequencies rather than probabilities.
level.names	Logical, if true, return category names rather than category indices. Refer to the value section.
n	Sample size. Ignored, unless freq is true.
...	Ignored.

Details

DO NO CALL THESE FUNCTIONS.
CALL A CONSTRUCTOR, WHICH SHOULD RETURN A FUNCTION OBJECT.

If x or p are matrices, then the order of the columns should be the same as the order of the random variables in the model.

Also, if a bounded interval was used, then the quantiles need to be within the limits.

Value

By default:
PMFs return a numeric vector, giving probability mass.
PDFs return a numeric vector, giving probability density.
CDFs return a numeric vector, giving cumulative probability (from zero to one).
Discrete quantile functions, return an integer vector of quantiles.
Continuous quantile functions, return a numeric vector of quantiles.

In the discrete case, setting freq=TRUE, scales the values to match the n, the sample size.
By default, n is the number of observation used, or the sum of the unscaled weights/frequencies.

In categorical quantile functions, setting level.names=TRUE, returns a character vector of levels names.

Chained quantile functions, return a numeric matrix of multivariate quantiles.

References

Refer to the vignette for an overview, references and better examples.

See Also

Discrete Kernel Smoothing, Continuous Kernel Smoothing
Categorical Distributions, Empirical-Like Distributions

Conditional Distributions with Mixed Input Types

probhat documentation built on May 12, 2021, 5:08 p.m.