CompoundDistribution
-class is a class to formalize
compound distributions; it is a subclass to
class UnivarMixingDistribution
.
Objects can be created by calls of the form
new("CompoundDistribution", ...)
.
More frequently they are created via the generating function
CompoundDistribution
.
NumbOfSummandsDistr
Object of class "DiscreteDistribution"
,
the frequency distribution.
SummandsDistr
Object of class "UnivDistrListOrDistribution"
,
that is, either of class "UnivarDistrList"
(non i.i.d. case) or
of class "UnivariateDistribution"
(i.i.d. case); the summand distribution(s).
mixCoeff
Object of class "numeric"
: a vector of
probabilities for the mixing components.
mixDistr
Object of class "UnivarDistrList"
: a list of
univariate distributions containing the mixing components; must be of same
length as mixCoeff
.
img
Object of class "Reals"
: the space of the image of this distribution which has dimension 1
and the name "Real Space"
param
Object of class "Parameter"
: the parameter of this distribution, having only the
slot name "Parameter of a discrete distribution"
r
Object of class "function"
: generates random numbers
d
fixed to NULL
p
Object of class "function"
: cumulative distribution function
q
Object of class "function"
: quantile function
.withArith
logical: used internally to issue warnings as to interpretation of arithmetics
.withSim
logical: used internally to issue warnings as to accuracy
.logExact
logical: used internally to flag the case where there are explicit formulae for the log version of density, cdf, and quantile function
.lowerExact
logical: used internally to flag the case where there are explicit formulae for the lower tail version of cdf and quantile function
Symmetry
object of class "DistributionSymmetry"
;
used internally to avoid unnecessary calculations.
Class "UnivarMixingDistribution"
class "UnivarDistribution"
by class "UnivarMixingDistribution"
,
class "Distribution"
by class "UnivariateDistribution"
.
signature(object = "CompoundDistribution")
prints the object
signature(object = "CompoundDistribution")
returns the corresponding slot
signature(object = "CompoundDistribution")
returns the corresponding slot
There is a coerce method to coerce objects of class "CompoundDistribution"
to
class UnivarLebDecDistribution
; this is done by a simple call to simplifyD
.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Parameter-class
,
UnivariateDistribution-class
,
LatticeDistribution-class
,
AbscontDistribution-class
,
simplifyD
,
flat.mix
CP <- CompoundDistribution(Pois(),Norm())
CP
p(CP)(0.3)
plot(CP)
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