distr6 (version 1.5.6)

HuberizedDistribution: Distribution Huberization Wrapper

Description

A wrapper for huberizing any probability distribution at given limits.

Super classes

distr6::Distribution -> distr6::DistributionWrapper -> HuberizedDistribution

Methods

Public methods

• HuberizedDistribution$new()

• HuberizedDistribution$setParameterValue()

• HuberizedDistribution$clone()

• distr6::Distribution$cdf()

• distr6::Distribution$correlation()

• distr6::Distribution$getParameterValue()

• distr6::Distribution$iqr()

• distr6::Distribution$liesInSupport()

• distr6::Distribution$liesInType()

• distr6::Distribution$median()

• distr6::Distribution$parameters()

• distr6::Distribution$pdf()

• distr6::Distribution$prec()

• distr6::Distribution$print()

• distr6::Distribution$quantile()

• distr6::Distribution$rand()

• distr6::Distribution$stdev()

• distr6::Distribution$strprint()

• distr6::Distribution$summary()

• distr6::Distribution$workingSupport()

• distr6::DistributionWrapper$wrappedModels()

Method new()

Creates a new instance of this R6 class.

Usage

HuberizedDistribution$new(distribution, lower = NULL, upper = NULL)

Arguments

distribution

([Distribution]) Distribution to wrap.

lower

(numeric(1)) Lower limit to huberize the distribution at. If NULL then the lower bound of the Distribution is used.

upper

(numeric(1)) Upper limit to huberize the distribution at. If NULL then the upper bound of the Distribution is used.

Examples

HuberizedDistribution$new(
  Binomial$new(prob = 0.5, size = 10),
  lower = 2, upper = 4
)

# alternate constructor huberize(Binomial$new(), lower = 2, upper = 4)

Method setParameterValue()

Sets the value(s) of the given parameter(s).

Usage

HuberizedDistribution$setParameterValue(
  ...,
  lst = NULL,
  error = "warn",
  resolveConflicts = FALSE
)

Arguments

...

ANY Named arguments of parameters to set values for. See examples.

lst

(list(1)) Alternative argument for passing parameters. List names should be parameter names and list values are the new values to set.

error

(character(1)) If "warn" then returns a warning on error, otherwise breaks if "stop".

resolveConflicts

(logical(1)) If FALSE (default) throws error if conflicting parameterisations are provided, otherwise automatically resolves them by removing all conflicting parameters.

Method clone()

The objects of this class are cloneable with this method.

Usage

HuberizedDistribution$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Details

The pdf and cdf of the distribution are required for this wrapper, if unavailable decorate with FunctionImputation first.

Huberizes a distribution at lower and upper limits, using the formula $$f_H(x) = F(x), if x \le lower$$ $$f_H(x) = f(x), if lower < x < upper$$ $$f_H(x) = F(x), if x \ge upper$$ where f_H is the pdf of the truncated distribution H = Huberize(X, lower, upper) and \(f_X\)/\(F_X\) is the pdf/cdf of the original distribution.

See Also

Other wrappers: Convolution, DistributionWrapper, MixtureDistribution, ProductDistribution, TruncatedDistribution, VectorDistribution

Examples

# NOT RUN {
## ------------------------------------------------
## Method `HuberizedDistribution$new`
## ------------------------------------------------

HuberizedDistribution$new(
  Binomial$new(prob = 0.5, size = 10),
  lower = 2, upper = 4
)

# alternate constructor
huberize(Binomial$new(), lower = 2, upper = 4)
# }