Triangular: Triangular Distribution Class

TriangularR Documentation

Triangular Distribution Class

Description

Mathematical and statistical functions for the Triangular distribution, which is commonly used to model population data where only the minimum, mode and maximum are known (or can be reliably estimated), also to model the sum of standard uniform distributions.

Details

The Triangular distribution parameterised with lower limit, a, upper limit, b, and mode, c, is defined by the pdf,

f(x) = 0, x < a
f(x) = 2(x-a)/((b-a)(c-a)), a \le x < c
f(x) = 2/(b-a), x = c
f(x) = 2(b-x)/((b-a)(b-c)), c < x \le b
f(x) = 0, x > b for a,b,c \ \in \ R, a \le c \le b.

Value

Returns an R6 object inheriting from class SDistribution.

Distribution support

The distribution is supported on [a, b].

Default Parameterisation

Tri(lower = 0, upper = 1, mode = 0.5, symmetric = FALSE)

Omitted Methods

N/A

Also known as

N/A

Super classes

distr6::Distribution -> distr6::SDistribution -> Triangular

Public fields

name

Full name of distribution.

short_name

Short name of distribution for printing.

description

Brief description of the distribution.

alias

Alias of the distribution.

packages

Packages required to be installed in order to construct the distribution.

Active bindings

properties

Returns distribution properties, including skewness type and symmetry.

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage
Triangular$new(
  lower = NULL,
  upper = NULL,
  mode = NULL,
  symmetric = NULL,
  decorators = NULL
)
Arguments
lower

(numeric(1))
Lower limit of the Distribution, defined on the Reals.

upper

(numeric(1))
Upper limit of the Distribution, defined on the Reals.

mode

(numeric(1))
Mode of the distribution, if symmetric = TRUE then determined automatically.

symmetric

(logical(1))
If TRUE then the symmetric Triangular distribution is constructed, where the mode is automatically calculated. Otherwise mode can be set manually. Cannot be changed after construction.

decorators

(character())
Decorators to add to the distribution during construction.

Examples
Triangular$new(lower = 2, upper = 5, symmetric = TRUE)
Triangular$new(lower = 2, upper = 5, mode = 4, symmetric = FALSE)

# You can view the type of Triangular distribution with $description
Triangular$new(symmetric = TRUE)$description
Triangular$new(symmetric = FALSE)$description

Method mean()

The arithmetic mean of a (discrete) probability distribution X is the expectation

E_X(X) = \sum p_X(x)*x

with an integration analogue for continuous distributions.

Usage
Triangular$mean(...)
Arguments
...

Unused.


Method mode()

The mode of a probability distribution is the point at which the pdf is a local maximum, a distribution can be unimodal (one maximum) or multimodal (several maxima).

Usage
Triangular$mode(which = "all")
Arguments
which

⁠(character(1) | numeric(1)⁠
Ignored if distribution is unimodal. Otherwise "all" returns all modes, otherwise specifies which mode to return.


Method 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).

Usage
Triangular$median()

Method variance()

The variance of a distribution is defined by the formula

var_X = E[X^2] - E[X]^2

where E_X is the expectation of distribution X. If the distribution is multivariate the covariance matrix is returned.

Usage
Triangular$variance(...)
Arguments
...

Unused.


Method skewness()

The skewness of a distribution is defined by the third standardised moment,

sk_X = E_X[\frac{x - \mu}{\sigma}^3]

where E_X is the expectation of distribution X, \mu is the mean of the distribution and \sigma is the standard deviation of the distribution.

Usage
Triangular$skewness(...)
Arguments
...

Unused.


Method kurtosis()

The kurtosis of a distribution is defined by the fourth standardised moment,

k_X = E_X[\frac{x - \mu}{\sigma}^4]

where E_X is the expectation of distribution X, \mu is the mean of the distribution and \sigma is the standard deviation of the distribution. Excess Kurtosis is Kurtosis - 3.

Usage
Triangular$kurtosis(excess = TRUE, ...)
Arguments
excess

(logical(1))
If TRUE (default) excess kurtosis returned.

...

Unused.


Method entropy()

The entropy of a (discrete) distribution is defined by

- \sum (f_X)log(f_X)

where f_X is the pdf of distribution X, with an integration analogue for continuous distributions.

Usage
Triangular$entropy(base = 2, ...)
Arguments
base

(integer(1))
Base of the entropy logarithm, default = 2 (Shannon entropy)

...

Unused.


Method mgf()

The moment generating function is defined by

mgf_X(t) = E_X[exp(xt)]

where X is the distribution and E_X is the expectation of the distribution X.

Usage
Triangular$mgf(t, ...)
Arguments
t

(integer(1))
t integer to evaluate function at.

...

Unused.


Method cf()

The characteristic function is defined by

cf_X(t) = E_X[exp(xti)]

where X is the distribution and E_X is the expectation of the distribution X.

Usage
Triangular$cf(t, ...)
Arguments
t

(integer(1))
t integer to evaluate function at.

...

Unused.


Method pgf()

The probability generating function is defined by

pgf_X(z) = E_X[exp(z^x)]

where X is the distribution and E_X is the expectation of the distribution X.

Usage
Triangular$pgf(z, ...)
Arguments
z

(integer(1))
z integer to evaluate probability generating function at.

...

Unused.


Method clone()

The objects of this class are cloneable with this method.

Usage
Triangular$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

References

McLaughlin, M. P. (2001). A compendium of common probability distributions (pp. 2014-01). Michael P. McLaughlin.

See Also

Other continuous distributions: Arcsine, BetaNoncentral, Beta, Cauchy, ChiSquaredNoncentral, ChiSquared, Dirichlet, Erlang, Exponential, FDistributionNoncentral, FDistribution, Frechet, Gamma, Gompertz, Gumbel, InverseGamma, Laplace, Logistic, Loglogistic, Lognormal, MultivariateNormal, Normal, Pareto, Poisson, Rayleigh, ShiftedLoglogistic, StudentTNoncentral, StudentT, Uniform, Wald, Weibull

Other univariate distributions: Arcsine, Arrdist, Bernoulli, BetaNoncentral, Beta, Binomial, Categorical, Cauchy, ChiSquaredNoncentral, ChiSquared, Degenerate, DiscreteUniform, Empirical, Erlang, Exponential, FDistributionNoncentral, FDistribution, Frechet, Gamma, Geometric, Gompertz, Gumbel, Hypergeometric, InverseGamma, Laplace, Logarithmic, Logistic, Loglogistic, Lognormal, Matdist, NegativeBinomial, Normal, Pareto, Poisson, Rayleigh, ShiftedLoglogistic, StudentTNoncentral, StudentT, Uniform, Wald, Weibull, WeightedDiscrete

Examples


## ------------------------------------------------
## Method `Triangular$new`
## ------------------------------------------------

Triangular$new(lower = 2, upper = 5, symmetric = TRUE)
Triangular$new(lower = 2, upper = 5, mode = 4, symmetric = FALSE)

# You can view the type of Triangular distribution with $description
Triangular$new(symmetric = TRUE)$description
Triangular$new(symmetric = FALSE)$description

RaphaelS1/distr6 documentation built on Feb. 24, 2024, 9:14 p.m.