R-Package "distrEx"

Version: 2.9.2
Release Date: 2024-01-30
Authors: Matthias Kohl,   Peter Ruckdeschel
Required R-Version:

• >=3.4 for version 2.8.0
• >=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)

---

• ContaminationSize, HellingerDist, KolmogorovDist, TotalVarDist now return a list which consists of the corresponding distributions and their distance
• minor changes in m1df and m2df to increase speed of computation
• minor changes in DiscreteMVDistribution to increase speed of computation
• introduction of a new parameter useApply in methods for function E with default value TRUE

•  Implementation of functionals:
• evaluation of exact expressions of E (expectation functional) for most specific distributions from stats package
  
• var, sd methods for UnivariateDistributions; these include calls like
  

  N <- Norm()

    var(N,function(t)abs(t)^(1/2))   # calculates Var[|N|^(1/2)] 

  also (factorized) conditional variance is available
  
• evaluation of exact expressions of var for most specific distributions from stats package
• median, IQR, mad methods for UnivariateDistributions
• for var, sd, median, IQR, mad: all functionality/arguments of stats methods is/are preserved and
  only if first argument / argument x is of class UnivariateDistribution (or descendant) a different method is applied
• Internationalization: use of gettext, gettextf in output
• C-interface .GLaw() to replace respective R-Code in distrExintegrate.R
  
• Inclusion of demos (see above)

• exact versions for var() + E() for DExp
• dim method for DiscreteMVdistributions

Changes from Version 0.4-4 to Version 1.8

• besides minor changes /typo fixing essentially: changed version counter to the one for the other distrXXX-packages

Changes from Version 1.8 to Version 1.9

• made calls to uniroot(), integrate(), optim(ize)() compliant to https://stat.ethz.ch/pipermail/r-devel/2007-May/045791.htmll
  
• 'distrEx' now behaves exactly the same as the other members of the distrXXX family as to 'distrExOptions()', 'getdistrExOption()'
  
• substantial contributions by Jay Kerns:
• 'skewness()' & 'kurtosis()' are now available as functionals 
• 'E()', 'var()' return 'NA' in case of T-distribution if not defined
• some exact formulas for 'median()', 'mad()', and 'IQR()'
  
• 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()
  
• new function 'illustrateLLN' to illustrate LLN and demo 'illustLLN'
• similar preset strings substituted in both expression and character vectors as in plot-methods from package distr
  
• enhanced 'illustrateCLT'
•  'illustrateCLT' no longer is a generic function but a regular function
•  the plotting feature of 'illustrateCLT' is extracted and has become
  a generic function 'plotCLT' (now with title and the summands mentioned in the header)
• there is a TclTk-based demo now (therefore TclTk is a suggested package now)
• plot includes a title
• for 'DiscreteDistributions' in the "d"-panel, the support is thinned out if length too long
• Komogoroff-distance is printed out
  
• replaced recursive summation in illustrate-CLT method by 'convpow()'
  (for summand distribution of class 'LatticeDistribution' / 'AbscontDistribution')
• new file MASKING and corresponding command 'distrExMASK()' to describe intended/non-intended maskings
• mentioned in package-help: startup messages may now also be suppressed by
  suppressPackageStartupMessages() (from package 'base')
• formals for slots p,q,d as in package stats to enhance accuracy
• p(X)(q, [cond,] lower.tail = TRUE, log.p = FALSE)
• q(X)(p, [cond,] lower.tail = TRUE, log.p = FALSE)
• d(X)(x, [cond,] log = FALSE)
• used wherever possible;
  but backwards compatibility: always checked whether lowert.tail / log / log.p are formals
• E-, var-, IQR-, mad-, median-, kurtosis-, skewness- methods for new class union 'AffLinDistribution'
  

Changes from Version 1.9 to Version 2.0

• moved all teaching illustrations for LLN and CLT to new package "distrTeach"
• E methods for class[es] '[AffLin]UnivarLebDecDistribution'
• distance methods for class '[AffLin]UnivarLebDecDistribution'
• CvM distance is implemented
  
  

Changes from 2.0 to 2.1

• DISTRIBUTIONS
• Pareto:
• gains distribution Pareto; ported from pkg actuar by Nataliya Horbenko
  
• with corresponding functionals E, var, IQR, median, skewness, kurtosis
  
• Gumbel:
• new slots d,p,q for Gumbel distribution catching errors, vectorization and lower.tail, log[.p] argument ...
• E, var, IQR, median, skewness, kurtosis for Gumbel
  
• new methods for Gumbel distribution ..
• FUNCTIONALS
• Expectation
• expectation gains (optional) arguments low and upp for lower and upper bounds of the integration range;
• other functionals based on this may use these arguments, too (var, sd, skewness, kurtosis)
• expectation gains explicit arguments to set accuracy locally;
• also both quantile and scale based methods is used to determine a sensible integration range in expectation
• Quantiles:
• median and IQR are now defined for UnivariateCondDistribution
• general bug fixes:
• checked and fixed functionals (stirred up by mail by Jay Kerns)
• bug corrected in E for Hyper (thanks to Jay G. Kerns!) ...
• corrected small bug in mad, added new implementation for skewness and kurtosis for signature "ANY".
• corrected small bug in skewness for AffLinDistribution.
• DISTANCES
• introduced distance OAsymTotalVarDist (minimal asymmetricctotal variation distance)
• introduced new asymmetric total variation distance AsymTotalVarDist
• TotalVarDist and HellingerDist gain extra arguments to better control the integration range and exactness
• NEW FUNCTIONALS
• m1df for AffLinDistribution
• Expectation, var, IQR, median, skewness, kurtosis available for Pareto

... and: had forgotten to document the plot-methods in distrExsome typo's in integration range selection

• Rd-style:
• several buglets detected with the fuzzier checking mechanism
• cf [Rd] More intensive checking of R help files, Prof Brian Ripley, 09.01.2009 10:25)
• [Rd] Warning: missing text for item ... in \describe? , Prof Brian Ripley,
• LICENSE: moved license to LGPL-3