Based on the packages distr and distrEx package distrMod provides a flexible framework which allows computation of estimators like maximum likelihood or minimum distance estimators for probability models.
[*]: there is a generating function with the same name
##########################
ProbFamily classes
##########################
slots: [<name>(<class>)]
name(character), distribution(Distribution),
distrSym(DistributionSymmetry), props(character)
"ProbFamily"
|>"ParamFamily" [*]
additional slots:
param(ParamFamParameter), modifyParam(function),
startPar(function), makeOKPar(function), fam.call(call)
|>|>"L2ParamFamily" [*]
additional slots:
L2deriv(EuclRandVarList), L2deriv.fct(function),
L2derivSymm(FunSymmList), L2derivDistr(DistrList),
L2derivDistrSymm(DistrSymmList), FisherInfo(PosSemDefSymmMatrix),
FisherInfo.fct(function)
|>|>|>"BinomFamily" [*]
|>|>|>"PoisFamily" [*]
|>|>|>"BetaFamily" [*]
|>|>|>"NbinomFamily" [*]
|>|>|>"NbinomwithSizeFamily" [*]
|>|>|>"NbinomMeanSizeFamily" [*]
|>|>|>"L2GroupParamFamily"
additional slots:
LogDeriv(function)
|>|>|>|>"L2ScaleShapeUnion" /VIRTUAL/
|>|>|>|>|>"GammaFamily" [*]
|>|>|>|>"L2LocationScaleUnion" /VIRTUAL/
additional slots:
locscalename(character)
|>|>|>|>|>"L2LocationFamily" [*]
|>|>|>|>|>|>"NormLocationFamily" [*]
|>|>|>|>|>"L2ScaleFamily" [*]
|>|>|>|>|>|>"NormScaleFamily" [*]
|>|>|>|>|>|>"ExpScaleFamily" [*]
|>|>|>|>|>|>"LnormScaleFamily" [*]
|>|>|>|>|>"L2LocationScaleFamily" [*]
|>|>|>|>|>|>"NormLocationScaleFamily" [*]
|>|>|>|>|>|>"CauchyLocationScaleFamily" [*]
|>|>|>|>|>|>"LogisticLocationScaleFamily" [*]
and a (virtual) class union "L2ScaleUnion" between
"L2LocationScaleUnion" and "L2ScaleShapeUnion"
##########################
ParamFamParameter
##########################
"ParamFamParameter" [*] is subclass of class "Parameter" of package "distr".
Additional slots:
main(numeric), nuisance(OptionalNumeric), fixed(OptionalNumeric),
trafo(MatrixorFunction)
##########################
Class unions
##########################
"MatrixorFunction" = union("matrix", "OptionalFunction")
"PrintDetails" = union("Estimate", "Confint",
"PosSemDefSymmMatrix",
"ParamFamParameter", "ParamFamily")
##########################
Symmetry classes (other classes moved to package "distr")
##########################
slots:
type(character), SymmCenter(ANY)
"Symmetry" (from package "distr")
|>"FunctionSymmetry"
|>|>"NonSymmetric" [*]
|>|>"EvenSymmetric" [*]
|>|>"OddSymmetric" [*]
list thereof
"FunSymmList" [*]
##########################
Matrix classes (moved to package "distr")
##########################
slots:
none
"PosSemDefSymmMatrix" [*] is subclass of class "matrix" of package "base".
|>"PosDefSymmMatrix" [*]
##########################
Norm Classes
##########################
slots:
name(character), fct(function)
"NormType" [*]
|>"QFNorm" [*]
Additional slots:
QuadForm(PosSemDefSymmMatrix)
|>|>"InfoNorm" [*]
|>|>"SelfNorm" [*]
##########################
Bias Classes
##########################
slots:
name(character)
"BiasType"
|>"symmetricBias" [*]
|>"onesidedBias"
Additional slots:
sign(numeric)
|>"asymmetricBias" [*]
Additional slots:
nu(numeric)
##########################
Risk Classes
##########################
slots:
type(character)
"RiskType"
|>"asRisk"
|>|>"asCov" [*]
|>|>"trAsCov" [*]
|>"fiRisk"
|>|>"fiCov" [*]
|>|>"trfiCov" [*]
|>|>"fiHampel" [*]
Additional slots:
bound(numeric)
|>|>"fiMSE" [*]
|>|>"fiBias" [*]
|>|>"fiUnOvShoot" [*]
Additional slots:
width(numeric)
Risk with Bias:
"asRiskwithBias"
slots: biastype(BiasType), normtype(NormType),
|>"asHampel" [*]
Additional slots:
bound(numeric)
|>"asBias" [*]
|>"asGRisk"
|>|>"asMSE" [*]
|>|>"asUnOvShoot" [*]
Additional slots:
width(numeric)
|>|>"asSemivar" [*]
##########################
Estimate Classes
##########################
slots:
name(character), estimate(ANY),
samplesize(numeric), asvar(OptionalMatrix),
Infos(matrix), nuis.idx(OptionalNumeric)
fixed.estimate(OptionalNumeric),
estimate.call(call), trafo(list[of function, matrix]),
untransformed.estimate(ANY),
untransformed.asvar(OptionalMatrix)
criterion.fct(function), method(character),
"Estimate"
|>"MCEstimate",
Additional slots:
criterion(numeric)
##########################
Confidence interval class
##########################
slots:
type(character), confint(array),
estimate.call(call), name.estimate(character),
trafo.estimate(list[of function, matrix]),
nuisance.estimate(OptionalNumeric)
"Confint"
besides accessor and replacement functions, we have
methods
solve, sqrt for matrices
checkL2deriv, existsPIC for class L2ParamFamily
LogDeriv for class L2GroupParamFamily
validParameter for classes ParamFamily, L2ScaleFamily,
L2LocationFamily, and L2LocationScaleFamily
modifyModel for the pairs of classes
L2ParamFamily and ParamFamParameter,
L2LocationFamily and ParamFamParameter,
L2ScaleFamily and ParamFamParameter,
L2LocationScaleFamily and ParamFamParameter,
GammaFamily and ParamFamParameter, and
ExpScaleFamily and ParamFamParameter
mceCalc for the pair of classes numeric and ParamFamily
mleCalc for the pairs of classes
numeric and ParamFamily,
numeric and BinomFamily,
numeric and PoisFamily,
numeric and NormLocationFamily,
numeric and NormScaleFamily, and
numeric and NormLocationScaleFamily
coerce from class MCEstimate to class mle
confint for class Estimate
profile for class MCEstimate
Management of global options:
"distrModOptions", "distrModoptions", "getdistrModOption",
check for ker of matrix: "isKerAinKerB"
particular norms: "EuclideanNorm", "QuadFormNorm"
onesided bias: "positiveBias", "negativeBias",
Estimators:
"Estimator", "MCEstimator", "MLEstimator", "MDEstimator"
special location/scale models:
"L2LocationUnknownScaleFamily", "L2ScaleUnknownLocationFamily"
some special normal models:
"NormScaleUnknownLocationFamily", "NormLocationUnknownScaleFamily",
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de,
Matthias Kohl Matthias.Kohl@stamats.de
Maintainer: Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
You may suppress the start-up banner/message completely by setting
options("StartupBanner"="off") somewhere before loading this
package by library or require in your R-code / R-session.
If option "StartupBanner" is not defined (default) or setting
options("StartupBanner"=NULL) or
options("StartupBanner"="complete") the complete start-up banner is
displayed.
For any other value of option "StartupBanner"
(i.e., not in c(NULL,"off","complete"))
only the version information is displayed.
The same can be achieved by wrapping the library or require
call into either suppressStartupMessages() or
onlytypeStartupMessages(.,atypes="version").
As for general packageStartupMessage's, you may also suppress all
the start-up banner by wrapping the library or require
call into suppressPackageStartupMessages() from
startupmsg-version 0.5 on.
Demos are available --- see demo(package="distrMod").
Example scripts are available --- see folder scripts
in the package folder to package distrMod in your library.
Note: The first two numbers of package versions do not necessarily reflect package-individual development, but rather are chosen for the distrXXX family as a whole in order to ease updating "depends" information.
| Package: | distrMod |
| Version: | 2.9.4 |
| Date: | 2024-09-03 |
| Depends: | R(>= 3.4), distr(>= 2.8.0), distrEx(>= 2.8.0), RandVar(>= 1.2.0), MASS, stats4,methods |
| Imports: | startupmsg, sfsmisc, graphics, stats, grDevices |
| Suggests: | ismev, evd, |
| Enhances: RobExtremes | ByteCompile: |
| yes | License: |
| LGPL-3 | URL: |
| https://distr.r-forge.r-project.org/ | VCS/SVNRevision: |
| 1470 |
M. Kohl and P. Ruckdeschel (2010):
R Package distrMod: S4 Classes and Methods for Probability Models.
Journal of Statistical Software, 35(10), 1-27.
tools:::Rd_expr_doi("10.18637/jss.v035.i10")
(see also vignette("distrMod"))
P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006):
S4 Classes for Distributions, R News, 6(2), 2-6.
https://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf
A vignette for packages distr, distrSim, distrTEst, and
distrEx is included into the mere documentation package distrDoc
and may be called by
require("distrDoc");vignette("distr")