distr6 (version 1.1.0)

CoreStatistics: Core Statistical Methods for Distributions

Description

This decorator adds numeric methods for missing analytic expression in distr6 Distribution objects as well as adding generalised expectation and moments functions.

Value

Returns a decorated R6 object inheriting from class SDistribution with the methods listed below added to the SDistribution methods.

Constructor

CoreStatistics$new(distribution)

Constructor Arguments

Argument	Type	Details
distribution	distribution	Distribution to decorate.

Added Methods

Method	Name	Link
mgf(t)	Moment generating function	mgf
pgf(t)	Probability generating function	pgf
cf(t)	Characteristic function	cf
entropy(base = 2)	(Shannon) Entropy	entropy
skewness()	Skewness	skewness
kurtosis(excess = TRUE)	Kurtosis	kurtosis
kthmoment(type = "central")	Kth Moment	kthmoment
genExp(trafo)	Generalised Expectation	genExp
mode(which = "all")	Mode	mode
variance()	Variance	variance
mean()	Arithmetic mean	mean.Distribution

Details

Decorator objects add functionality to the given Distribution object by copying methods in the decorator environment to the chosen Distribution environment. See the 'Added Methods' section below to find details of the methods that are added to the Distribution. Methods already present in the distribution are not overwritten by the decorator.

Use decorate to decorate a Distribution.

All methods in this decorator use numerical approximations and therefore better results may be available from analytic computations.

See Also

decorate, listDecorators

Examples

# NOT RUN {
x = Binomial$new()
decorate(x, CoreStatistics)
x$genExp()

x = Binomial$new(decorators = CoreStatistics)
x$kthmoment(4)

# }