#' Create a Gamma distribution
#'
#' Several important distributions are special cases of the Gamma
#' distribution. When the shape parameter is `1`, the Gamma is an
#' exponential distribution with parameter \eqn{1/\beta}. When the
#' \eqn{shape = n/2} and \eqn{rate = 1/2}, the Gamma is a equivalent to
#' a chi squared distribution with n degrees of freedom. Moreover, if
#' we have \eqn{X_1} is \eqn{Gamma(\alpha_1, \beta)} and
#' \eqn{X_2} is \eqn{Gamma(\alpha_2, \beta)}, a function of these two variables
#' of the form \eqn{\frac{X_1}{X_1 + X_2}} \eqn{Beta(\alpha_1, \alpha_2)}.
#' This last property frequently appears in another distributions, and it
#' has extensively been used in multivariate methods. More about the Gamma
#' distribution will be added soon.
#'
#' @param shape The shape parameter. Can be any positive number.
#' @param rate The rate parameter. Can be any positive number. Defaults
#' to `1`.
#'
#' @return A `Gamma` object.
#' @export
#' @family continuous distributions
#'
#' @details
#'
#' We recommend reading this documentation on
#' <https://alexpghayes.github.io/distributions3/>, where the math
#' will render with additional detail.
#'
#' In the following, let \eqn{X} be a Gamma random variable
#' with parameters
#' `shape` = \eqn{\alpha} and
#' `rate` = \eqn{\beta}.
#'
#' **Support**: \eqn{x \in (0, \infty)}
#'
#' **Mean**: \eqn{\frac{\alpha}{\beta}}
#'
#' **Variance**: \eqn{\frac{\alpha}{\beta^2}}
#'
#' **Probability density function (p.m.f)**:
#'
#' \deqn{
#' f(x) = \frac{\beta^{\alpha}}{\Gamma(\alpha)} x^{\alpha - 1} e^{-\beta x}
#' }{
#' f(x) = \frac{\beta^{\alpha}}{\Gamma(\alpha)} x^{\alpha - 1} e^{-\beta x}
#' }
#'
#' **Cumulative distribution function (c.d.f)**:
#'
#' \deqn{
#' f(x) = \frac{\Gamma(\alpha, \beta x)}{\Gamma{\alpha}}
#' }{
#' f(x) = \frac{\Gamma(\alpha, \beta x)}{\Gamma{\alpha}}
#' }
#'
#' **Moment generating function (m.g.f)**:
#'
#' \deqn{
#' E(e^{tX}) = \Big(\frac{\beta}{ \beta - t}\Big)^{\alpha}, \thinspace t < \beta
#' }{
#' E(e^(tX)) = \Big(\frac{\beta}{ \beta - t}\Big)^{\alpha}, \thinspace t < \beta
#' }
#'
#' @examples
#'
#' set.seed(27)
#'
#' X <- Gamma(5, 2)
#' X
#'
#' random(X, 10)
#'
#' pdf(X, 2)
#' log_pdf(X, 2)
#'
#' cdf(X, 4)
#' quantile(X, 0.7)
#'
#' cdf(X, quantile(X, 0.7))
#' quantile(X, cdf(X, 7))
Gamma <- function(shape, rate = 1) {
stopifnot(
"parameter lengths do not match (only scalars are allowed to be recycled)" =
length(shape) == length(rate) | length(shape) == 1 | length(rate) == 1
)
d <- data.frame(shape = shape, rate = rate)
class(d) <- c("Gamma", "distribution")
d
}
#' @export
mean.Gamma <- function(x, ...) {
rlang::check_dots_used()
rval <- x$shape / x$rate
setNames(rval, names(x))
}
#' @export
variance.Gamma <- function(x, ...) {
rval <- x$shape / x$rate^2
setNames(rval, names(x))
}
#' @export
skewness.Gamma <- function(x, ...) {
rval <- 2 / sqrt(x$shape)
setNames(rval, names(x))
}
#' @export
kurtosis.Gamma <- function(x, ...) {
rval <- 6 / x$shape
setNames(rval, names(x))
}
#' Draw a random sample from a Gamma distribution
#'
#' @inherit Gamma examples
#'
#' @param x A `Gamma` object created by a call to [Gamma()].
#' @param n The number of samples to draw. Defaults to `1L`.
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param ... Unused. Unevaluated arguments will generate a warning to
#' catch mispellings or other possible errors.
#'
#' @export
#' @return In case of a single distribution object or `n = 1`, either a numeric
#' vector of length `n` (if `drop = TRUE`, default) or a `matrix` with `n` columns
#' (if `drop = FALSE`).
#'
random.Gamma <- function(x, n = 1L, drop = TRUE, ...) {
n <- make_positive_integer(n)
if (n == 0L) {
return(numeric(0L))
}
FUN <- function(at, d) rgamma(n = at, shape = d$shape, rate = d$rate)
apply_dpqr(d = x, FUN = FUN, at = n, type = "random", drop = drop)
}
#' Evaluate the probability mass function of a Gamma distribution
#'
#' @inherit Gamma examples
#'
#' @param d A `Gamma` object created by a call to [Gamma()].
#' @param x A vector of elements whose probabilities you would like to
#' determine given the distribution `d`.
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param elementwise logical. Should each distribution in \code{d} be evaluated
#' at all elements of \code{x} (\code{elementwise = FALSE}, yielding a matrix)?
#' Or, if \code{d} and \code{x} have the same length, should the evaluation be
#' done element by element (\code{elementwise = TRUE}, yielding a vector)? The
#' default of \code{NULL} means that \code{elementwise = TRUE} is used if the
#' lengths match and otherwise \code{elementwise = FALSE} is used.
#' @param ... Arguments to be passed to \code{\link[stats]{dgamma}}.
#' Unevaluated arguments will generate a warning to catch mispellings or other
#' possible errors.
#'
#' @return In case of a single distribution object, either a numeric
#' vector of length `probs` (if `drop = TRUE`, default) or a `matrix` with
#' `length(x)` columns (if `drop = FALSE`). In case of a vectorized distribution
#' object, a matrix with `length(x)` columns containing all possible combinations.
#' @export
#'
pdf.Gamma <- function(d, x, drop = TRUE, elementwise = NULL, ...) {
FUN <- function(at, d) dgamma(x = at, shape = d$shape, rate = d$rate, ...)
apply_dpqr(d = d, FUN = FUN, at = x, type = "density", drop = drop, elementwise = elementwise)
}
#' @rdname pdf.Gamma
#' @export
#'
log_pdf.Gamma <- function(d, x, drop = TRUE, elementwise = NULL, ...) {
FUN <- function(at, d) dgamma(x = at, shape = d$shape, rate = d$rate, log = TRUE)
apply_dpqr(d = d, FUN = FUN, at = x, type = "logLik", drop = drop, elementwise = elementwise)
}
#' Evaluate the cumulative distribution function of a Gamma distribution
#'
#' @inherit Gamma examples
#'
#' @param d A `Gamma` object created by a call to [Gamma()].
#' @param x A vector of elements whose cumulative probabilities you would
#' like to determine given the distribution `d`.
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param elementwise logical. Should each distribution in \code{d} be evaluated
#' at all elements of \code{x} (\code{elementwise = FALSE}, yielding a matrix)?
#' Or, if \code{d} and \code{x} have the same length, should the evaluation be
#' done element by element (\code{elementwise = TRUE}, yielding a vector)? The
#' default of \code{NULL} means that \code{elementwise = TRUE} is used if the
#' lengths match and otherwise \code{elementwise = FALSE} is used.
#' @param ... Arguments to be passed to \code{\link[stats]{pgamma}}.
#' Unevaluated arguments will generate a warning to catch mispellings or other
#' possible errors.
#'
#' @return In case of a single distribution object, either a numeric
#' vector of length `probs` (if `drop = TRUE`, default) or a `matrix` with
#' `length(x)` columns (if `drop = FALSE`). In case of a vectorized distribution
#' object, a matrix with `length(x)` columns containing all possible combinations.
#' @export
#'
cdf.Gamma <- function(d, x, drop = TRUE, elementwise = NULL, ...) {
FUN <- function(at, d) pgamma(q = at, shape = d$shape, rate = d$rate, ...)
apply_dpqr(d = d, FUN = FUN, at = x, type = "probability", drop = drop, elementwise = elementwise)
}
#' Determine quantiles of a Gamma distribution
#'
#' `quantile()` is the inverse of `cdf()`.
#'
#' @inherit Gamma examples
#' @inheritParams random.Gamma
#'
#' @param probs A vector of probabilities.
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param elementwise logical. Should each distribution in \code{x} be evaluated
#' at all elements of \code{probs} (\code{elementwise = FALSE}, yielding a matrix)?
#' Or, if \code{x} and \code{probs} have the same length, should the evaluation be
#' done element by element (\code{elementwise = TRUE}, yielding a vector)? The
#' default of \code{NULL} means that \code{elementwise = TRUE} is used if the
#' lengths match and otherwise \code{elementwise = FALSE} is used.
#' @param ... Arguments to be passed to \code{\link[stats]{qgamma}}.
#' Unevaluated arguments will generate a warning to catch mispellings or other
#' possible errors.
#'
#' @return In case of a single distribution object, either a numeric
#' vector of length `probs` (if `drop = TRUE`, default) or a `matrix` with
#' `length(probs)` columns (if `drop = FALSE`). In case of a vectorized
#' distribution object, a matrix with `length(probs)` columns containing all
#' possible combinations.
#' @export
#'
quantile.Gamma <- function(x, probs, drop = TRUE, elementwise = NULL, ...) {
FUN <- function(at, d) qgamma(at, shape = d$shape, rate = d$rate, ...)
apply_dpqr(d = x, FUN = FUN, at = probs, type = "quantile", drop = drop, elementwise = elementwise)
}
#' Fit a Gamma distribution to data
#'
#' @param d A `Gamma` object created by a call to [Gamma()].
#' @param x A vector to fit the Gamma distribution to.
#' @param ... Unused.
#'
#' @return a `Gamma` object
#' @export
fit_mle.Gamma <- function(d, x, ...) {
ss <- suff_stat(d, x, ...)
stop("`fit_mle` is not implemented for the Gamma distribution yet")
}
#' Compute the sufficient statistics for a Gamma distribution from data
#'
#' - `sum`: The sum of the data.
#' - `log_sum`: The log of the sum of the data.
#' - `samples`: The number of samples in the data.
#'
#' @inherit fit_mle.Gamma
#' @export
suff_stat.Gamma <- function(d, x, ...) {
if (any(x < 0)) stop("`x` must only contain positive real numbers")
list(sum = sum(x), log_sum = sum(log(x)), samples = length(x))
}
#' Return the support of the Gamma distribution
#'
#' @param d An `Gamma` object created by a call to [Gamma()].
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param ... Currently not used.
#'
#' @return A vector of length 2 with the minimum and maximum value of the support.
#'
#' @export
support.Gamma <- function(d, drop = TRUE, ...) {
rlang::check_dots_used()
min <- rep(0, length(d))
max <- rep(Inf, length(d))
make_support(min, max, d, drop = drop)
}
#' @exportS3Method
is_discrete.Gamma <- function(d, ...) {
rlang::check_dots_used()
setNames(rep.int(FALSE, length(d)), names(d))
}
#' @exportS3Method
is_continuous.Gamma <- function(d, ...) {
rlang::check_dots_used()
setNames(rep.int(TRUE, length(d)), names(d))
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.