Mathematical and statistical functions for the Categorical distribution, which is commonly used in classification supervised learning.
Returns an R6 object inheriting from class SDistribution.
The distribution is supported on \(x_1,...,x_k\).
Cat(elements = 1, probs = 1)
N/A
N/A
distr6::Distribution
-> distr6::SDistribution
-> Categorical
name
Full name of distribution.
short_name
Short name of distribution for printing.
description
Brief description of the distribution.
properties
Returns distribution properties, including skewness type and symmetry.
new()
Creates a new instance of this R6 class.
Categorical$new(elements = NULL, probs = NULL, decorators = NULL)
elements
list()
Categories in the distribution, see examples.
probs
numeric()
Probabilities of respective categories occurring.
decorators
(character())
Decorators to add to the distribution during construction.
# Note probabilities are automatically normalised (if not vectorised) x <- Categorical$new(elements = list("Bapple", "Banana", 2), probs = c(0.2, 0.4, 1))
# Length of elements and probabilities cannot be changed after construction x$setParameterValue(probs = c(0.1, 0.2, 0.7))
# d/p/q/r x$pdf(c("Bapple", "Carrot", 1, 2)) x$cdf("Banana") # Assumes ordered in construction x$quantile(0.42) # Assumes ordered in construction x$rand(10)
# Statistics x$mode()
summary(x)
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.
Categorical$mean(...)
...
Unused.
mode()
The mode of a probability distribution is the point at which the pdf is a local maximum, a distribution can be unimodal (one maximum) or multimodal (several maxima).
Categorical$mode(which = "all")
which
(character(1) | numeric(1)
Ignored if distribution is unimodal. Otherwise "all"
returns all modes, otherwise specifies
which mode to return.
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.
Categorical$variance(...)
...
Unused.
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.
Categorical$skewness(...)
...
Unused.
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.
Categorical$kurtosis(excess = TRUE, ...)
excess
(logical(1))
If TRUE
(default) excess kurtosis returned.
...
Unused.
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.
Categorical$entropy(base = 2, ...)
base
(integer(1))
Base of the entropy logarithm, default = 2 (Shannon entropy)
...
Unused.
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.
Categorical$mgf(t, ...)
t
(integer(1))
t integer to evaluate function at.
...
Unused.
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.
Categorical$cf(t, ...)
t
(integer(1))
t integer to evaluate function at.
...
Unused.
pgf()
The probability generating function is defined by $$pgf_X(z) = E_X[exp(z^x)]$$ where X is the distribution and \(E_X\) is the expectation of the distribution X.
Categorical$pgf(z, ...)
z
(integer(1))
z integer to evaluate probability generating function at.
...
Unused.
clone()
The objects of this class are cloneable with this method.
Categorical$clone(deep = FALSE)
deep
Whether to make a deep clone.
The Categorical distribution parameterised with a given support set, \(x_1,...,x_k\), and respective probabilities, \(p_1,...,p_k\), is defined by the pmf, $$f(x_i) = p_i$$ for \(p_i, i = 1,\ldots,k; \sum p_i = 1\).
Sampling from this distribution is performed with the sample function with the elements given
as the support set and the probabilities from the probs
parameter. The cdf and quantile assumes
that the elements are supplied in an indexed order (otherwise the results are meaningless).
The number of points in the distribution cannot be changed after construction.
McLaughlin, M. P. (2001). A compendium of common probability distributions (pp. 2014-01). Michael P. McLaughlin.
Other discrete distributions:
Bernoulli
,
Binomial
,
Degenerate
,
DiscreteUniform
,
EmpiricalMV
,
Empirical
,
Geometric
,
Hypergeometric
,
Logarithmic
,
Matdist
,
Multinomial
,
NegativeBinomial
,
WeightedDiscrete
Other univariate distributions:
Arcsine
,
Bernoulli
,
BetaNoncentral
,
Beta
,
Binomial
,
Cauchy
,
ChiSquaredNoncentral
,
ChiSquared
,
Degenerate
,
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
# NOT RUN {
## ------------------------------------------------
## Method `Categorical$new`
## ------------------------------------------------
# Note probabilities are automatically normalised (if not vectorised)
x <- Categorical$new(elements = list("Bapple", "Banana", 2), probs = c(0.2, 0.4, 1))
# Length of elements and probabilities cannot be changed after construction
x$setParameterValue(probs = c(0.1, 0.2, 0.7))
# d/p/q/r
x$pdf(c("Bapple", "Carrot", 1, 2))
x$cdf("Banana") # Assumes ordered in construction
x$quantile(0.42) # Assumes ordered in construction
x$rand(10)
# Statistics
x$mode()
summary(x)
# }
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