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R-Package "distr"

Version: 2.9.5
Release Date: 2024-08-29
Authors: Peter Ruckdeschel, Matthias Kohl, Thomas Stabla (until 2005), Florian Camphausen (until 2005)
Required R-Version:

• >=3.4 for version 2.8.0
• >=2.14 for version 2.5
• >=2.2.0 for version 2.1,
• >=2.2.0 for version 1.6-2.0,
• >=2.0.1 patched for version 1.5,
• >= 1.8.0 for version 1.4,
• >= 1.7.0 for version built from source files

Dependencies: requires package "startupmsg" by Peter Ruckdeschel also available from CRAN;

The aim of package "distr" is to provide a conceptual treatment of random variables (r.v.'s) by means of S4--classes. A mother class "Distribution" is introduced with slots for a parameter and - most important - for the four constitutive methods "r", "d", "p", and "q" for simulation, respectively for evaluation of density / c.d.f. and quantile function of the corresponding distribution. All distributions of the "base" package for which corresponding "r", "d", "p", and "q"- <distr.name> functions exist (like normal, Poisson, etc.) are implemented as subclasses of either "AbscontDistribution" or "DiscreteDistribution", which themselves are again subclasses of "Distribution".

This approach seems very appealing to us from a conceptual viewpoint:

Just pass an object of some derived distribution class to a generic function as argument and let the dispatching mechanism decide what to do on run-time.

As an example, we may automatically generate new objects of these classes with corresponding "r", "d", "p", and "q"-slots for the laws of r.v.'s under standard mathematical univariate transformations and under convolution of independent r.v.'s. For "Distribution" objects X and Y expressions like 3*X+sin(exp(-Y/4+3)) have their natural interpretation as corresponding image distributions.

Note: Arithmetics on distribution objects are understood as operations on corresponding r.v.'s and not on distribution functions or densities.

You may set global options by distroptions() confer ?distroptions .

Up to version 1.5, additionally, we also provided classes for a standardized treatment of simulations (also under contaminations) and evaluations of statistical procedures on such simulations. These are now delegated to packages distrSim and distrTEst (see below).

Attention: This package has been reorganized in version 1.6; if you cannot find a class/method/function previously in the package, also search the new packages

Further packages built on top of package "distr":

for version prior to 1.8, a somewhat more detailed manual to this package in pdf-format is available here;
from version 1.8 on, we have converted this manual into a common vignette to packages distr, distrEx, distrSim, distrTEst, distrMod, distrTeach,
which is available in the mere documentation package distrDoc. To use it you may type

        require("distrDoc"); V<-vignette("distr"); print(V); edit(V) 

This software is distributed under the terms of the GNU GENERAL
PUBLIC LICENSE LGPL v3, confer http://www.gnu.org/licenses/lgpl-3.0.html

• implementation of further exact convolution formulae for distributions
  

  Nbinom, Gamma, Exp, Chisq

• exact formulae for scale transformations for the distributions
  

  Gamma, Exp

• slot "seed" in simulation classes is now controlled and set via the setRNG package by Paul Gilbert

• changes in the Help-File to pass Rcmd check
  
  

• to avoid name collisions with short forms for TRUE and FALSE: classes T and F (T- and F-distributions) renamed to Td and Fd
• package is now loaded as a binary => considerable speed gain
• using subsititute the bodies of the r,d,p,q-function-slots distributions show the parameter values with which they were generated
• convolutions and applications of the math group may now be traced in r-slot of a distribution object, compare
  

       r(sin(Norm()) + cos(Unif() * 3 + 2))
  

• parameters of a distribution (mean, sd, etc) are now tested on length 1
  • we see the objects as implementations of univaritate distributions, so vectors make no sense here; rather one could gather several objects with possibly different parameters to a vector of distributions. Of course, the original functions rnorm etc remain unchanged and still allow for vector-valued parameters.
• Classes "Parameter", "Distribution" , "UnivariateDistribution" are no longer VIRTUAL
• "AbscontParameter" and "DiscreteParameter" are replaced by "Parameter"
• type of slots d, p, q and param changed to "OptionalFunction" and "OptionalParameter", respectively

Changes from 1.4 to 1.5

• package is now using lazy loading
• minor changes in the help pages
• minor enhancements in plot for distributions (Gamma, discrete distributions)
• package now includes a demo - folder; try demo("distr")
• class Gamma has been renamed Gammad to avoid name collisions
• we have a CITATION file now; consider citation("distr")
• enhanced demos:
• convolution of uniform variables now includes exact expressions
• min/ max of two variables now available for discrete distributions
• rd-Files have now a keyword entry for distribution and thus may be found by the search engine
• exact formula for "Unif" o "numeric" where o \in { +,-,*,/ }
  
  

Changes from 1.5 to 1.6

• Our package is reorganized:
• distr from now on only comprises distribution classes and methods
• simulation classes and methods have been moved to the new package distrSim
• evalation classes and methods have been moved to the new package distrTEst
• a new class distrEx has been added by Matthias Kohl, providing additional features like distances between distributions, expectation operators etc
• a new class RandVar has been added by Matthias Kohl, providing conceptual treatment of random variables as measurable mappings

Changes from 1.6 to 1.7

• taking up a suggestion by Martin Mächler, we now issue warnings as to the intepretation of arithmetics applied to distributions, as well as to the
  accuracy of slots p,d,q filled by means of simulations; these warnings are issued at two places:
  

  (1) on attaching the package

  (2) at every show/print of a distribution

• (2) can be cancelled by switching off a corresponding global option in distroptions() -- see ?distroptions . 
  
• distroptions() / getdistrOption() now behave exactly like options()  / getOption() options --- also compare mail
  "Re: [Rd] How to implement package-specific options?" by Brian Ripley on
  r-devel, Fri 09 Dec 2005 - 11:52:46, see http://tolstoy.newcastle.edu.au/R/devel/05/12/3408.html
  
• all specific distributions (those realized as [r|d|p|q]<name> like rnorm in package stats)
  now have valid prototypes
• fixed arguments xlim and ylim for plot(signature("AbscontDistribution" or "DiscreteDistribution"))
  thus: plot(Cauchy(),xlim=c(-4,4)) gives reasonable result (and plot(Cauchy()) does not)
• Internationalization: use of gettext, gettextf for output
• explicitly implemented is() relations:  R "knows" that
  
• an Exponential(lambda) distribution also is a Weibull(shape = 1, scale = 1/lambda) distribution, as well as a Gamma(shape = 1, scale = 1/lambda) distribution
• a Geometric(p) distribution also is a Negativ Binomial(size = 1,p) distribution
• a Uniform(0,1) distribution also is a Beta(1,1) distribution
  
• a Cauchy(0,1) distribution also is a T(df=1, ncp=0)  distribution
• a Chisq(df=n, ncp=0) distribution also is a Gamma(shape=n/2, scale=2) distribution
  
• noncentrality parameter included for Beta, T, F distribution

Changes from 1.7 to 1.8

• a class "DExp" for Laplace/Double Exponential distributions
• a method dim which for distributions returns the dimension of the support
• show for distributions now acts as print         
  

Changes from 1.8 to 1.9

• in demos, made calls to uniroot(), integrate(), optim(ize)() compliant to https://stat.ethz.ch/pipermail/r-devel/2007-May/045791.html
  
• new methods shape() and scale() for class "Chisq" with ncp==0
• derivation of a class LatticeDistribution from DiscreteDistribution to be able to easily apply FFT
•  new class 'Lattice' to formalize an affine linearly generated grid of (support) points  pivot + (0:(Length-1)) * width
• usual accessor /prelacement functions to handle slots
• new class 'LatticeDistribution' as intermediate class between 'DiscreteDistribution' and all specific discrete distributions from 'stats' package
  
• with a particular convolution method using FFT (also for 'convpow')  
  
• usual accessor function 'lattice' for slot 'lattice'
• moved some parts from from package 'distrEx' to package 'distr'
  
• generating function 'DiscreteDistribution'
• univariate methods of 'liesInSupport()'
  
• classes 'DistrList' and 'UnivariateDistrList' 
  
• generating functions EuclideanSpace() ,Reals(), Naturals()
  
• cleaning up of source files:
• adapted the naming of the .R files to the use of the (later written) extension packages
  (and according to http://tolstoy.newcastle.edu.au/R/help/06/03/22558.html)
• checked all source file to adhere to the 80char's-per-line rule
• added S4-method 'convpow' for convolutional powers from the examples
  of package 'distr' with methods for
  
• 'LatticeDistribution' and 'AbscontDistribution'
• and particular methods for
  
• Norm, Cauchy, Pois, Nbinom, Binom, Dirac,
  and ExpOrGammaOrChisq (if summand 'is' of class Gammad)
  
• new exact arithmetic formulae:
     +   'Cauchy' + 'Cauchy'
         : gives 'Cauchy'
     +   'Weibull' * 'numeric'
         : gives 'Weibull' resp. 'Dirac' resp 'AbscontDistribution'
         : acc. to 'numeric' >, =, < 0
     +   'Logis' * 'numeric'  
         : gives 'Logis' resp. 'Dirac' resp 'AbscontDistribution'
         : acc. to 'numeric' >, =, < 0
     +   'Logis' + 'numeric'  
         : gives 'Logis'
     +   'Lnorm' * 'numeric'  
         : gives 'Lnorm' resp. 'Dirac' resp 'AbscontDistribution'
         : acc. to 'numeric' >, =, < 0
     +   'numeric' / 'Dirac'  
         : gives 'Dirac' resp. error acc. to 'location(Dirac)' ==, != 0
     +   'DiscreteDistribution' * 1 returns the original distribution
     +   'AbscontDistribution' * 1 returns the original distribution
     +   'DiscreteDistribution' + 0 returns the original distribution
     +   'AbscontDistribution' + 0 returns the original distribution
  
• new file MASKING and corresponding command 'distrMASK()' to describe the intended maskings
• mentioned in package-help: startup messages may now also be suppressed by
   suppressPackageStartupMessages() (from package 'base')
  
• revised generating functions/initialize methods according to
        http://tolstoy.newcastle.edu.au/R/e2/devel/07/01/1976.html
  in particular all Parameter(-sub-)classes gain a valid prototype
• formals for slots p,q,d as in package stats to enhance accuracy
• p(X)(q, lower.tail = TRUE, log.p = FALSE)
• q(X)(p, lower.tail = TRUE, log.p = FALSE)
• d(X)(x, log = FALSE)
• used wherever possible;
  but backwards compatibility: always checked whether lowert.tail / log / log.p are formals
• unified form for automatically generated r, d, p, q-slots:
  
  • using (internal) standardized generators
    
  • .makeDNew, .makePNew, .makeQNew
  • .makeD, .makeP, .makeQ
    
  • revised "*", "+" ("Discrete/AbscontDistribution","numeric") methods (using .makeD, .makeP, .makeQ)
    
  • revised RtoDPQ[.d] (using .makeDNew, .makePNew, .makeQNew)
    
  • revised convolution methods  (using .makeDNew, .makePNew, .makeQNew)
    
  • revised convpow() methods     (using .makeDNew, .makePNew, .makeQNew)
    
• cleaning up of environment of r,d,p,q-slot  - removed no longer needed objects 
  
• left-continuous c.d.f. method (p.l) and
  right-continuous quantile function (q.r) for DiscreteDistributions
• methods getLow, getUp for upper and lower endpoint of support of DiscreteDistribution or AbscontDistribution
  (truncated to lower/upper TruncQuantile if infinite)
  
• analytically exact slots d,p (and higher accuracy for q) for distribution objects generated by functions
  abs, exp, log for classes AbscontDistribution and DiscreteDistribution
  
• new (internally used) classes AffLinAbscontDistribution, AffLinLatticeDistribution
         and AffLinLatticeDistribution to capture the results of transformations
  

                   Y <- a * X0 + b          

  for a, b numeric and X0 Abscont/Discrete/LatticeDistribution
  and a class union AffLinDistribution of  AffLinAbscontDistribution and AffLinLatticeDistribution
  to use this for more exact evaluations of functionals in package 'distrEx'
  
• Version-management for changed class definitions to
  
• AbscontDistribution (gains slot gaps)
  
• subclasses of LatticeDistribution (Geom, Binom, Nbinom, Dirac, Pois, Hyper):
  (changed by inheriting from LatticeDistribution, gaining slot  lattice !) 
  
realized by
• moved generics to isOldVersion(), conv2NewVersion() from 'distrSim' to 'distr'
• moved (slightly generalized version of) isOldVersion() (now for signature ANY) from 'distrSim' to 'distr'
• new methods for conv2NewVersion for signature
  
  • ANY : fills missing slots with corresponding entries from prototype
    
  • LatticeDistribution: generates a new instance (with slot lattice(!)) by new(class(object), <list of parameters>)
    
• enhanced plot() methods (see ?"plot-methods" )
• for both AbscontDistributions and DiscreteDistributions
• optional width and height argument for the display (default 16in : 9in)
• opens a new window for each plot
• does not work with Sweave;
  workaround: argument withSweave = TRUE
  in .Rnw-file: use width and height argument like in
  

              <<plotex1,eval=TRUE,fig=TRUE, width=8,height=4.5>>=

               ....

              @   

• optional main, inner titles and subtitles with main / sub / inner
• preset strings substituted in both expression and character vectors (x : argument with which plot() was called)
• %A deparsed argument x
  
• %C class of argument x
  
• %P  comma-separated list of parameter values of slot param of argument x
  
• %Q comma-separated list of parameter values of slot param of argument x in () unless this list is empty - then ""
  
• %N comma-separated <name>=<value> - list of parameter values of slot param of argument x
  
• %D time/date at which plot is/was generated
  
• title sizes with cex.main / cex.inner / cex.sub
• bottom / top margin with bmar, tmar
• setting of colors with col / col.main / col.inner / col.sub
  
• can cope with log-arguments
  
• setting of plot symbols with pch / pch.a / pch.u
  
• different symbols for unattained [pch.u] / attained [pch.a] one-sided limits 
  
• do.points argument as in plot.stepfun()
• verticals argument as in plot.stepfun()
• setting of colors with col / col.points / col.vert / col.hor
  
• setting of symbol size with with cex / cex.points
  
• for AbscontDistributions
• (panel "q"): takes care of finite left/right endpoints of support
• (panel "q"): optionally takes care of constancy region (via do.points / verticals)
  
• ngrid argument to set the number of grid points 
  
• for DiscreteDistributions :
  
• using stepfun()
• DEPRECATED:
• class 'GeomParameter' --- no longer needed as this the parameter
     of a 'Nbinom' with size 1

Changes from 1.9 to 2.0

•   made calls to 'uniroot()', 'integrate()', 'optim(ize)()' compliant to
    https://stat.ethz.ch/pipermail/r-devel/2007-May/045791.html
  
•  new generating function 'AbscontDistribution'
  
•  new class 'UnivarMixingDistribution' for mixing distributions with
     methods / functions:
  
• 'UnivarMixingDistribution' (generating function)
  
• flat.mix to make out of it a distribution of class 'UnivarLebDecDistribution'   
  
•  new class 'AffLinUnivarLebDecDistribution' for affine linear transformations
  of 'UnivarLebDecDistribution' (in particular for use with E())
  
•  new class union 'AcDcLcDistribution' as common mother class
     for 'UnivarLebDecDistribution', 'AbscontDistribution',
    'DiscreteDistribution';  corresponding methods / functions:
  
•  enhanced arithmetic: (for 'AcDcLcDistribution')
  
•  convolution for 'UnivarLebDecDistribution'
•  affine linear trafos for 'UnivarLebDecDistribution'
•  'numeric' / 'AcDcLcDistribution'
• 'numeric' ^ 'AcDcLcDistribution'^
• 'AcDcLcDistribution' ^ 'numeric'
• binary operations for independent distributions:
  
• 'AcDcLcDistribution' * 'AcDcLcDistribution'
  
• 'AcDcLcDistribution' / 'AcDcLcDistribution'
• 'AcDcLcDistribution' ^ 'AcDcLcDistribution'
• (better) exact transformations for exp() and log()
• Minimum Maximum Truncation Huberization
• convpow for 'UnivarLebDecDistribution'
• new generating function 'AbscontDistribution'
  
•  'decomposePM' decomposes distributions in positive / negative part
     (and in Dirac(0) if discrete)
  
•  'simplifyD' tries to cast to simpler classes (e.g. if a weight is 0)
  
  

Changes from 2.0 to 2.1

Changes from 2.1 onwards

see NEWS-file

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Our plans for the next version:

• see TOBEDONE file

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Things we invite other people to do

• multivariate distributions
• conditional distributions
• copula
  

This page is maintained by Peter Ruckdeschel (and was created by Thomas Stabla) and last updated on 2024-08-29.