Release Date: 2013-09-18
Required R-Version: >=2.4.0
Dependencies: requires packages "methods"
available from CRAN
as well as packages
version >= 1.6 and "distrEx"
>= 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"
A random variable has slots domain and range as well as a slot
map; For the derived classes "RealRandVector",
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.
more on that package may be found in Matthias' PhD Thesis "Numerical Contributions to the
Theory of Robustness"
, App. D
available on http://stamats.de/ThesisMKohl.pdf
- included into the .tar.gz.file
demo("distr") --- after
installation of "distr"
Changes from Version 0.4-1 to
introduction of a new parameter useApply in methods for
with default value TRUE
- minor changes to increase speed of computation
Changes from Version 0.4-2 to Version 0.5
- Vignette was added; after loading the package try
Changes from Version 0.5 onwards
the next versions: