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distr6 (version 1.6.9)

Degenerate: Degenerate Distribution Class

Description

Mathematical and statistical functions for the Degenerate distribution, which is commonly used to model deterministic events or as a representation of the delta, or Heaviside, function.

Arguments

Value

Returns an R6 object inheriting from class SDistribution.

Distribution support

The distribution is supported on \({\mu}\).

Default Parameterisation

Degen(mean = 0)

Omitted Methods

N/A

Also known as

Also known as the Dirac distribution.

Super classes

distr6::Distribution -> distr6::SDistribution -> Degenerate

Public fields

name

Full name of distribution.

short_name

Short name of distribution for printing.

description

Brief description of the distribution.

Active bindings

properties

Returns distribution properties, including skewness type and symmetry.

Methods

Public methods

Method new()

Creates a new instance of this R6 class.

Usage

Degenerate$new(mean = NULL, decorators = NULL)

Arguments

mean

numeric(1) Mean of the distribution, defined on the Reals.

decorators

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

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

Degenerate$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

Degenerate$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 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

Degenerate$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

Degenerate$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

Degenerate$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

Degenerate$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

Degenerate$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

Degenerate$cf(t, ...)

Arguments

t

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

...

Unused.

Method clone()

The objects of this class are cloneable with this method.

Usage

Degenerate$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Details

The Degenerate distribution parameterised with mean, \(\mu\) is defined by the pmf, $$f(x) = 1, \ if \ x = \mu$$$$f(x) = 0, \ if \ x \neq \mu$$ for \(\mu \epsilon R\).

References

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

See Also

Other discrete distributions: Bernoulli, Binomial, Categorical, DiscreteUniform, EmpiricalMV, Empirical, Geometric, Hypergeometric, Logarithmic, Matdist, Multinomial, NegativeBinomial, WeightedDiscrete

Other univariate distributions: Arcsine, Bernoulli, BetaNoncentral, Beta, Binomial, Categorical, Cauchy, ChiSquaredNoncentral, ChiSquared, 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, Triangular, Uniform, Wald, Weibull, WeightedDiscrete