distr6 (version 1.3.7)

ProductDistribution: Product Distribution

Description

A wrapper for creating the joint distribution of multiple independent probability distributions.

Value

Returns an R6 object of class ProductDistribution.

Constructor

ProductDistribution$new(distlist = NULL, distribution = NULL, params = NULL, name = NULL, short_name = NULL, description = NULL)

Constructor Arguments

Argument	Type	Details
distlist	list	List of distributions.
distribution	distribution	Distribution to wrap.
params	a R object	Either list of parameters or matrix-type frame, see examples.
name	list	Optional new name for distribution.
short_name	list	Optional new short_name for distribution.
description	list	Optional new description for distribution.

Constructor Details

A product distribution can either be constructed by a list of distributions passed to distlist or by passing the name of a distribution implemented in distr6 to distribution, as well as a list or table of parameters to params. The former case provides more flexibility in the ability to use multiple distributions but the latter is useful for quickly combining many distributions of the same type. See examples.

Public Variables

Variable	Return
name	Name of distribution.
short_name	Id of distribution.
description	Brief description of distribution.

Public Methods

Accessor Methods	Link
wrappedModels(model = NULL)	wrappedModels
decorators	decorators
traits	traits
valueSupport	valueSupport
variateForm	variateForm
type	type
properties	properties
support	support
symmetry	symmetry
sup	sup
inf	inf
dmax	dmax
dmin	dmin
skewnessType	skewnessType
kurtosisType	kurtosisType
d/p/q/r Methods	Link
pdf(x1, ..., log = FALSE, simplify = TRUE)	pdf
cdf(x1, ..., lower.tail = TRUE, log.p = FALSE, simplify = TRUE)	cdf
quantile(p, ..., lower.tail = TRUE, log.p = FALSE, simplify = TRUE)	quantile.Distribution
rand(n, simplify = TRUE)	rand
Statistical Methods	Link
prec()	prec
stdev()	stdev
median()	median.Distribution
iqr()	iqr
cor()	cor
Parameter Methods	Link
parameters(id)	parameters
getParameterValue(id, error = "warn")	getParameterValue
setParameterValue(..., lst = NULL, error = "warn")	setParameterValue
Validation Methods	Link
liesInSupport(x, all = TRUE, bound = FALSE)	liesInSupport
liesInType(x, all = TRUE, bound = FALSE)	liesInType
Representation Methods	Link
strprint(n = 2)	strprint
print(n = 2)	print
summary(full = T)	summary.Distribution

Details

Exploits the following relationships of independent distributions $$f_P(X1 = x1,...,XN = xN) = f_{X1}(x1) * ... * f_{XN}(xn)$$ $$F_P(X1 = x1,...,XN = xN) = F_{X1}(x1) * ... * F_{XN}(xn)$$ where \(f_P\)/\(F_P\) is the pdf/cdf of the joint (product) distribution \(P\) and \(X1,...,XN\) are independent distributions.

ProductDistribution inherits all methods from Distribution and DistributionWrapper.

See Also

listWrappers and VectorDistribution

Examples

# NOT RUN {
prodBin <- ProductDistribution$new(list(Binomial$new(prob = 0.5,
                           size = 10), Normal$new(mean = 15)))
prodBin$pdf(x1 = 2, x2 =3)
prodBin$cdf(1:5, 12:16)
prodBin$quantile(c(0.1,0.2),c(0.3,0.4))
prodBin$rand(10)

prodBin = ProductDistribution$new(distribution = Binomial,
       params = list(list(prob = 0.1, size = 2),
                   list(prob = 0.6, size = 4),
                   list(prob = 0.2, size = 6)))
prodBin$pdf(x1=1,x2=2,x3=3)
prodBin$cdf(x1=1,x2=2,x3=3)
prodBin$rand(10)

#Equivalently
prodBin = ProductDistribution$new(distribution = Binomial,
       params = data.table::data.table(prob = c(0.1,0.6,0.2), size = c(2,4,6)))
prodBin$pdf(x1=1,x2=2,x3=3)
prodBin$cdf(x1=1,x2=2,x3=3)
prodBin$rand(10)

# }