Version: 2.5.0
Release Date: 2013-09-18
Authors:
Matthias
Kohl, Peter
Ruckdeschel
Required R-Version:
- >=2.14 for version 2.5.0
- >=2.6.0 for version 2.1,
- >=2.2.0 for versions 0.4-2 -0.4-4 and 1.8-2.0,
Dependencies: requires packages
"methods",
"evd",
"actuar"
available from
CRAN;
as well as package
"distr"
version >= 1.9 by the authors of this package and "
startupmsg" by
Peter
Ruckdeschel
also available from
CRAN;
What is "distrEx" meant for?
This package provides some extensions to package
"distr"
like:
- extreme value distribution classes (to be moved to new package "RobExtremes" from version 2.4 on),
- expectations
- in the form E(X) for the expectation of X where X is some
distribution or
- in the form E(X,f) for the expectation of f(X) where X is
some distribution and f some function in X,
- further functionals: var, sd, median, IQR, mad
- truncated moments,
- distances between distributions (Hellinger, Kolmogorov, total
variation, "convex contamination")
- lists of distributions
- conditional distributions in factorized form
- conditional expectations in factorized form
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
as well as in an extensive
manual to the
distrXXX packages (up to version 0.4-3)
from version
0.4-3 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)