var | R Documentation |
Generic functions for the computation of functionals on distributions.
IQR(x, ...)
## S4 method for signature 'Gumbel'
IQR(x)
## S4 method for signature 'GEV'
IQR(x)
## S4 method for signature 'GPareto'
IQR(x)
## S4 method for signature 'Pareto'
IQR(x)
median(x, ...)
## S4 method for signature 'Gumbel'
median(x)
## S4 method for signature 'GEV'
median(x)
## S4 method for signature 'GPareto'
median(x)
## S4 method for signature 'Pareto'
median(x)
var(x, ...)
## S4 method for signature 'Gumbel'
var(x, ...)
## S4 method for signature 'GEV'
var(x, ...)
## S4 method for signature 'GPareto'
var(x, ...)
## S4 method for signature 'Pareto'
var(x, ...)
skewness(x, ...)
## S4 method for signature 'Gumbel'
skewness(x, ...)
## S4 method for signature 'GEV'
skewness(x, ...)
## S4 method for signature 'GPareto'
skewness(x, ...)
## S4 method for signature 'Pareto'
skewness(x, ...)
kurtosis(x, ...)
## S4 method for signature 'Gumbel'
kurtosis(x, ...)
## S4 method for signature 'GEV'
kurtosis(x, ...)
## S4 method for signature 'GPareto'
kurtosis(x, ...)
## S4 method for signature 'Pareto'
kurtosis(x, ...)
Sn(x, ...)
## S4 method for signature 'ANY'
Sn(x, ...)
## S4 method for signature 'UnivariateDistribution'
Sn(x, low = 0, upp = 1.01, accuracy = 1000, ...)
## S4 method for signature 'DiscreteDistribution'
Sn(x, ...)
## S4 method for signature 'AffLinDistribution'
Sn(x, ...)
## S4 method for signature 'Norm'
Sn(x, ...)
## S4 method for signature 'GPareto'
Sn(x, ...)
## S4 method for signature 'Pareto'
Sn(x, ...)
## S4 method for signature 'GEV'
Sn(x, ...)
## S4 method for signature 'Gammad'
Sn(x, ...)
## S4 method for signature 'Weibull'
Sn(x, ...)
Qn(x, ...)
## S4 method for signature 'ANY'
Qn(x, ...)
## S4 method for signature 'UnivariateDistribution'
Qn(x, q00 = NULL, ...)
## S4 method for signature 'AffLinDistribution'
Qn(x, ...)
## S4 method for signature 'DiscreteDistribution'
Qn(x, ...)
## S4 method for signature 'Norm'
Qn(x, ...)
x |
object of class |
... |
additional arguments to |
q00 |
numeric or NULL: determines search interval (from |
low |
numeric; lower bound for search interval for median(abs(x-Y)) where
Y (a real constant) runs over the range of x; defaults to |
upp |
numeric; upper bound for search interval for median(abs(x-Y)) where
Y (a real constant) runs over the range of x; defaults to |
accuracy |
numeric; number of grid points for |
The value of the corresponding functional at the distribution in the argument is computed.
Qn
, signature(x = "Any")
:interface to the robustbase-function Qn
— see Qn
.
Qn
, signature(x = "UnivariateDistribution")
:Qn of univariate distributions.
Qn
, signature(x = "DiscreteDistribution")
:Qn of discrete distributions.
Qn
, signature(x = "AffLinDistribution")
:abs(x@a) * Qn(x@X0)
Sn
, signature(x = "Any")
:interface to the robustbase-function Qn
— see Sn
.
Sn
, signature(x = "UnivariateDistribution")
:Sn of univariate distributions using pseudo-random variables (Thx to N. Horbenko).
Sn
, signature(x = "DiscreteDistribution")
:Sn of discrete distributions.
Sn
, signature(x = "AffLinDistribution")
:abs(x@a) * Sn(x@X0)
var
, signature(x = "Gumbel")
:exact evaluation using explicit expressions.
var
, signature(x = "GPareto")
:exact evaluation using explicit expressions.
var
, signature(x = "GEV")
:exact evaluation using explicit expressions.
var
, signature(x = "Pareto")
:exact evaluation using explicit expressions.
IQR
, signature(x = "Gumbel")
:exact evaluation using explicit expressions.
IQR
, signature(x = "GPareto")
:exact evaluation using explicit expressions.
IQR
, signature(x = "GEV")
:exact evaluation using explicit expressions.
IQR
, signature(x = "Pareto")
:exact evaluation using explicit expressions.
median
, signature(x = "Gumbel")
:exact evaluation using explicit expressions.
median
, signature(x = "GEV")
:exact evaluation using explicit expressions.
median
, signature(x = "GPareto")
:exact evaluation using explicit expressions.
median
, signature(x = "Pareto")
:exact evaluation using explicit expressions.
skewness
, signature(x = "Gumbel")
:exact evaluation using explicit expressions.
skewness
, signature(x = "GEV")
:exact evaluation using explicit expressions.
skewness
, signature(x = "GPareto")
:exact evaluation using explicit expressions.
skewness
, signature(x = "Pareto")
:exact evaluation using explicit expressions.
kurtosis
, signature(x = "Gumbel")
:exact evaluation using explicit expressions.
kurtosis
, signature(x = "GEV")
:exact evaluation using explicit expressions.
kurtosis
, signature(x = "GPareto")
:exact evaluation using explicit expressions.
kurtosis
, signature(x = "Pareto")
:exact evaluation using explicit expressions.
Sn
, signature(x = "Norm")
:exact evaluation using explicit expressions.
Sn
, signature(x = "GPareto")
:speeded up using interpolation grid.
Sn
, signature(x = "GEV")
:speeded up using interpolation grid.
Sn
, signature(x = "Gammad")
:speeded up using interpolation grid.
Sn
, signature(x = "Weibull")
:speeded up using interpolation grid.
Sn
, signature(x = "Pareto")
:speeded up using interpolation grid.
Qn
, signature(x = "Norm")
:exact evaluation using explicit expressions.
If any of the packages e1071, moments, fBasics is to be used together with distrEx
(or RobExtremes) the latter must be attached after any of the first mentioned.
Otherwise kurtosis()
and skewness()
defined as methods in distrEx (or RobExtremes) may get masked.
To re-mask, you may use
kurtosis <- distrEx::kurtosis; skewness <- distrEx::skewness
.
See also distrExMASK()
.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Var
,
sd
, var
, IQR
,
median
, mad
, sd
,
Sn
, Qn
# Variance of Exp(1) distribution
G <- GPareto()
var(G)
#median(Exp())
IQR(G)
## note the timing
system.time(print(Sn(GPareto(shape=0.5,scale=2))))
system.time(print(Sn(as(GPareto(shape=0.5,scale=2),"AbscontDistribution"))))
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