[Picture: logo]R-Package "RandVar" R-Logo


Version: 0.9.2
Release Date: 2013-09-18
Authors: Matthias Kohl
Required R-Version: >=2.4.0
Dependencies: requires packages "methods", "startupmsg" available from CRAN;
as well as packages  "distr" version >= 1.6 and "distrEx"  version >= 0.4-1 by the author of this package also available from CRAN;

What is "RandVar" meant for?

This package introduces classes and methods for random variables (understood as measurable mappings). It extends (and requires) package "distr" and "distrEx" .
A random variable has slots domain and range as well as a slot map;  For the derived classes "RealRandVector", "EuclRandVector" and "EuclRandMatrix" virtually (not in the OO-Sense :-)  every mathematical operation that is possible in R with numeric variables is also possible with objects of our class random variable. In particular groups Math and Arith as well as matrix multiplication . We have functions to check the compatibility of domains, to get the dimension of the random variable, and to evaluate it. Together with a distribution on the domain, we have an expectation as well as a factorized conditional expectation method.

Documentation

more on that package may be found in Matthias' PhD Thesis "Numerical Contributions to the Asymptotic Theory of Robustness", App. D
available on http://stamats.de/ThesisMKohl.pdf


License

This software is distributed under the terms of the GNU GENERAL
PUBLIC LICENSE Version 2, June 1991, confer http://www.gnu.org/copyleft/gpl.html


Download

Windows

Linux

Sources



Demos

also see demo("distr") --- after installation of "distr"




Version history:


Changes from Version 0.4-1 to Version 0.4-2
  • introduction of a new parameter useApply in methods for function E with default value TRUE


  • Changes from Version 0.4-2 to Version 0.5

  • Changes from Version 0.5 onwards

  • Our plans for the next versions:


    This page is maintained by Peter Ruckdeschel and last updated on 2013-09-18..