R-Package "distrMod"

Version: 2.9.6
Release Date: 2024-10-23
Authors: Peter Ruckdeschel, Matthias Kohl
Required R-Version:

>=3.4 for version 2.8.0
>=2.14 for version 2.5.2
>=2.6.0 for version 2.1,
>=2.2.0 for versions 1.6-2.0

Dependencies: requires packages "distr", "distrEx" version >= 2.0 by the first two authors of this package together with Thomas Stabla, Florian Camphausen,
and "startupmsg" by Peter Ruckdeschel also available from CRAN;

What is "distrMod" meant for?

The aim of package "distrMod" is to introduce parametric models built up on package "distr" : The key class we introduce is "ParamFamily" bringing
together parameters and distributions; most importantly, we have a mapping function modifyParam mapping a parameter theta to the
corresponding distribution member of the parametric family. Based on this we introduce MCEs (Minimum Criterion Estimators) which
are defined as minimizing a criterion function at the data within the parametric family.
These are realized as a function taking as arguments data, ParamFamily, criterion, the latter being the criterion function with arguments
data and theta measuring the criterion at parameter value theta.
Particular cases are

Maximum Likelihood Estimators (with the negative (log)likelihood as criterion),
Minimum distance estimators (distance of the empirical distribution to the members of the parametric family as criterion);
we have realized

Minimum Kolmogoroff distance Estimators
Minimum Cramér von Mises distance Estimators
Minimum Hellinger distance Estimators
Minimum Total Variation distance Estimators

the criterion function is then optimized using the R-functions optim, optimize, respectively.
MCEs can (but do not need to) use method dispatch; this way particular methods beyond numerical optimization can be used
without changing "distrMod" code

Manual

As a common manual to packages distr, distrEx, distrSim, distrTEst, distrMod, distrTeach, we have a vignette
which is available in the mere documentation package distrDoc. To use it you may type

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

License

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

Download

Windows

use

install.packages("distrMod", repos = "R-Forge.R-project.org")

to be installed by
- the R-gui File picker [Packages ->Install package(s) from local zip-files...] or
- ```
install.packages("distrMod", <path to the file distr.zip in your File system>, NULL)
```
to be removed by
```
remove.packages("distrMod")
```

to be used by

library("distrMod")

or

require("distrMod")

Linux

for version >= 2.0 use

install.packages("distrMod", repos = "R-Forge.R-project.org")

to be installed by
```
R CMD INSTALL distrMod_2.x.tar.gz
```
to be removed by
```
R CMD REMOVE distrMod
```
to be used as under Windows

Sources

included into the .tar.gz.file

Demos

modelExp3.R illustrates how easy it is to define a new location and scale model
censoredPois.R illustrates how easy it is to define a new L2 differentiable model

Version history:

First version (2.0) (2008-01-15)

starting version; also see NEWS("distrMod")

Changes from 2.0 to 2.1

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

MODEL

added mad.const to guarantee for mad-consistency in location scale model
loc/scale model: standardization by n not by (n-1) as in case of sd .
minor modification, L2derivDistr in case of location and scale families
some modifications such that LnormScaleFamily works properly ...
bug in LnormScaleFamily corrected ...
modifyModel gains argument .withL2derivDistr ---
if false needs not be calculated (as e.g. this is done in a particular
method calling the general method first...)

TRAFO

fixed some inconsistencies with slot trafo:
now when trafo is a function, we try to keep it as a function under moves of the parametric model...
we introduce

a function trafo.fct() (see ?trafo.fct) to access the "function" aspect of trafo
a function trafoEst() which transforms an existing estimator of class "estimate" consistently (i.e. with corresponding untransfromed.estimate and untransformed.asvar information and transformed asvar) by a "trafo" function; see ?trafoEst

ESTIMATION

minor correction sqrt((n-1)/n)*sd(x)
enhanced Covariance calculation for CvMDist-MDE
confint:

modified output in show - Confint-class
new show() for 'confint'
new 'confint' methods for robust confidence intervals

PLOTTING

fixed issue with cex.inner
fixed bug in plot-methods for argument "inner" under use of to.draw.arg argument
realized suggestions by A. Unwin, Augsburg;
plot for L2paramFamilies may be restricted to selected subplots;
L2ParamFamily plot in distrMod is now are as flexible as plot-methods in pkg distr
small changes in AllPlot.R in distrMod
plot-L2ParamFamily now also digests ... , in particular grid()
some fix in order to cover the case of argument panel.first=grid() in the ... argument (needs a delayed evaluation...)

BUGFIXES

some minor issues in L2GroupFamilies (if locscalename is missing)

fixed issue with MCE, MLE and MDE; these are also defined for ParamFamily class objects; so they need not have an Information slot

fixed a bug in L2GroupFamilies: it must be .getLogDeriv(centraldistribution) instead of .getLogDeriv(distribution)

a minor buglet object@trafo instead of trafo(object)

LICENSE: moved license to LGPL-3

Changes from 2.1 onwards

see NEWS file

Our plans for the next version:

see TOBEDONE file

This page is maintained by Peter Ruckdeschel and last updated on 2024-10-23.