Package ‘distr’

March 11, 2019

Version 2.8.0
Date 2019-03-11
Title Object Oriented Implementation of Distributions
Description S4-classes and methods for distributions.
Depends R(>= 2.14.0), methods, graphics, startupmsg, sfsmisc
Suggests distrEx, svUnit (>= 0.7-11), knitr
Imports stats, grDevices, utils, MASS
VignetteBuilder knitr
ByteCompile yes
Encoding latin1
License LGPL-3

URL http://distr.r-forge.r-project.org/
LastChangedDate {$LastChangedDate: 2019-03-11 16:33:22 +0100 (Mo, 11
Mrz 2019) $}
LastChangedRevision {$LastChangedRevision: 1315 $}
VCS/SVNRevision 1314
NeedsCompilation yes
Author Florian Camphausen [ctb] (contributed as student in the initial phase
--2005),
Matthias Kohl [aut, cph],
Peter Ruckdeschel [cre, cph],
Thomas Stabla [ctb] (contributed as student in the initial phase
--2005),
R Core Team [ctb, cph] (for source file ks.c/ routines 'pKS2' and
'pKolmogorov2x')
Maintainer Peter Ruckdeschel <[email protected]>
Repository CRAN
Date/Publication 2019-03-11 20:32:54 UTC

1
2 R topics documented:

R topics documented:
distr-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
AbscontDistribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
AbscontDistribution-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
Arcsine-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Beta-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
BetaParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
Binom-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
BinomParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
Cauchy-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
CauchyParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
Chisq-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
ChisqParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
CompoundDistribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
CompoundDistribution-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
convpow-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
d-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
decomposePM-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
DExp-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
df-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
df1-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
df2-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
dim-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
dimension-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
Dirac-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
DiracParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
DiscreteDistribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
DiscreteDistribution-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
distr-defunct . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
distrARITH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
Distribution-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
DistributionSymmetry-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
DistrList . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
DistrList-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
distrMASK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
distroptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
DistrSymmList . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
DistrSymmList-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
EllipticalSymmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
EllipticalSymmetry-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
EmpiricalDistribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
EuclideanSpace-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
Exp-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
ExpParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
Fd-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
flat.LCD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
flat.mix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
R topics documented: 3

FParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
Gammad-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
GammaParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
gaps-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
Geom-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
getLabel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
getLow,getUp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
Huberize-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
Hyper-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
HyperParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
igamma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
img-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
k-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
lambda-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
Lattice-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
LatticeDistribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
LatticeDistribution-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
Length-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
liesIn-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
liesInSupport . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
Lnorm-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
LnormParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
location-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
Logis-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
LogisParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
m-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
makeAbscontDistribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
Math-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
Max-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
mean-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
meanlog-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
Min-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
Minimum-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
n-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
name-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
Naturals-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
Nbinom-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
NbinomParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
ncp-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
Norm-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
NormParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
NoSymmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
NoSymmetry-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
operators-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
OptionalParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
p-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
p.l-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
4 R topics documented:

param-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
Parameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
pivot-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
plot-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
Pois-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
PoisParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
PosDefSymmMatrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
PosDefSymmMatrix-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
print-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
prob-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
q-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
q.r-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
qqbounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
qqplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
r-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
rate-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
Reals-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
rSpace-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
RtoDPQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
RtoDPQ.d . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
RtoDPQ.LC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
scale-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
sd-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
sdlog-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
shape-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
shape1-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
shape2-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
simplifyD-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
simplifyr-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
size-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
solve-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
SphericalSymmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
SphericalSymmetry-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
sqrt-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
standardMethods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
support-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
Symmetry-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
Td-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164
TParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
Truncate-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
Unif-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
UnifParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170
UniNormParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
UnivarDistrList . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
UnivarDistrList-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
UnivariateDistribution-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
UnivarLebDecDistribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
UnivarLebDecDistribution-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
distr-package 5

UnivarMixingDistribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182
UnivarMixingDistribution-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
Version Management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
Weibull-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
WeibullParameter-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
width-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189

Index 190

distr-package distr – Object Oriented Implementation of Distributions

Description
distr provides a conceptual treatment of distributions by means of S4 classes. A mother class
Distribution is introduced with slots for a parameter and —most important— for the four con-
stitutive methods r, d, p, and q for simulation respectively for evaluation of density / c.d.f.\ and
quantile function of the corresponding distribution.
Most distributions of package stats (like normal, Poisson, etc.) are implemented as subclasses of
either AbscontDistribution or DiscreteDistribution, which themselves are again subclasses
of Distribution.
Up to arguments referring to a parameter of the distribution (like mean for the normal distribution),
these function slots have the same arguments as those of package stats, i.e.; for a distribution object
X we may call these functions as

• r(X)(n)
• d(X)(x, log = FALSE)
• p(X)(q, lower.tail = TRUE, log.p = FALSE)
• q(X)(p, lower.tail = TRUE, log.p = FALSE)

For the arguments of these function slots see e.g. rnorm. Note that, as usual, slots d, p, and q are
vectorized in their first argument, but are not on the subsequent ones.
In the environments of RStudio, see https://www.rstudio.com/ and Jupyter IRKernel, see https:
//github.com/IRkernel/IRkernel, calls to q are caught away from standard R evaluation and are
treated in a non-standard way. This non-standard evaluation in particular throws errors at calls to
our accessor methods q to slot q of the respective distribution object. To amend this, we provide
function q.l as alias to our accessors q, so that our packages also become available in these envi-
ronments.
Arithmetics and unary mathematical transformations for distributions are available: For Distribution
objects X and Y expressions like 3*X+sin(exp(-Y/4+3)) have their natural interpretation as corre-
sponding image distributions.
6 distr-package

Details

Package: distr
Version: 2.8.0
Date: 2019-03-11
Depends: R(>= 2.14.0), methods, graphics, startupmsg, sfsmisc
Suggests: distrEx, svUnit (>= 0.7-11)
Imports: stats, grDevices, utils, MASS
LazyLoad: yes
License: LGPL-3
URL: http://distr.r-forge.r-project.org/
VCS/SVNRevision: 1314

Classes
Distribution classes have a slot param the class of which is is specialized for the particualar distri-
butions. The parameter classes for the particular distributions have slots with names according to the
corresponding [rdpq]<name> functions of package base. From version 1.9 on, AbscontDistribution
and descendants have a slot gaps for gaps in the support. DiscreteDistribution and descendants
have an additional slot support, which is again specialized to be a lattice for class LatticeDistribution.

For saved objects from earlier versions, we provide the methods isOldVersion, and conv2NewVersion
to check whether the object was generated by an older version of this package and to convert such an
object to the new format, respectively. This applies to objects of subclasses of AbscontDistribution
lacking a gap-slot as well as to to objects of subclasses of LatticeDistribution lacking a lattice-
slot.

To enhance accuracy, from version 1.9 on, we also provide subclasses AffLinAbscontDistribution,
AffLinDiscreteDistribution, and AffLinLatticeDistribution, as well as the class union
AffLinDistribution, so that in particular functionals like E from package distrEx can recur to
exact formula more frequently: These classes have additional slots a, b, and X0 to reflect the fact,
that a distribution object of theses classes has the same distribution as a*X0+b.

For all particular distributions, as well as for classes AbscontDistribution, DiscreteDistribution,

LatticeDistribution, UnivarDistrList and DistrList generating functions are provided, e.g.
X <- Norm(mean = 3, sd = 2). The same goes for the space classes. All slots should be inspected
/ modified by means of corresponding accessor- /replacement functions; e.g. mean(X) <- 3
Again to enhance accuracy, from version 2.0 on, we also provide subclasses UnivarMixingDistribution
to support mixing distributions, UnivarLebDecDistribution, to support Lebesgue decomposed
distributions (with a discrete and an a.c. part) as well as AffLinUnivarLebDecDistribution, for
corresponding affine linear transformations. Class UnivarLebDecDistribution is closed under
arithmetical operations + /, *, ^ for pairs of independent variables + +, - for pairs of independent
variables + affine linear transformations + truncation, huberization, min/max which are all now
distr-package 7

available analytically.

(see Parameter classes).

[*]: there is a generating function with the same name

##########################
Distribution classes
##########################
slots: [<name>(<class>)]
img(rSpace), param(OptionalParameter),
r(function), d(OptionalFunction), p(OptionalFunction), q(OptionalFunction),
.withSim(logical), .withArith(logical), .logExact(logical), .lowerExact(logical),
Symmetry(DistributionSymmetry)

"Distribution"
|>"UnivariateDistribution"
|>|>"UnivarMixingDistribution" [*]
|>|>|>"UnivarLebDecDistribution" [*]
|>|>|>|>"AffLinUnivarLebDecDistribution"
|>|>|>"CompoundDistribution" [*]
|>|>"AbscontDistribution" [*]
|>|>|>"AffLinAbscontDistribution"
|>|>|>"Arcsine" [*]
|>|>|>"Beta" [*]
|>|>|>"Cauchy" [*]
|>|>|>"ExpOrGammaOrChisq" (VIRTUAL)
|>|>|>|>"Exp" [*]
|>|>|>|>"Gammad" [*]
|>|>|>|>"Chisq" [*]
|>|>|>"Fd" [*]
|>|>|>"Lnorm" [*]
|>|>|>"Logis" [*]
|>|>|>"Norm" [*]
|>|>|>"Td" [*]
|>|>|>"Unif" [*]
|>|>|>"Weibull" [*]
|>|>|"DiscreteDistribution" [*]
|>|>|>"AffLinDiscreteDistribution"
|>|>|>"LatticeDistribution" [*]
|>|>|>|>"AffLinLatticeDistribution"
|>|>|>|>"Binom" [*]
|>|>|>|>"Dirac" [*]
|>|>|>|>"Hyper" [*]
|>|>|>|>"NBinom" [*]
|>|>|>|>|>"Geom" [*]
|>|>|>|>"Pois" [*]
8 distr-package

"AffLinDistribution" = union ( "AffLinAbscontDistribution",

"AffLinDiscreteDistribution",
"AffLinUnivarLebDecDistribution" )

"DistrList"
|>"UnivarDistrList" [*]

"AcDcLc" = union ( "AbscontDistribution",

"DiscreteDistribution",
"UnivarLebDecDistribution" )

##########################
Parameter classes
##########################

"OptionalParameter"
|>"Parameter"
|>|>"BetaParameter"
|>|>"BinomParameter"
|>|>"CauchyParameter"
|>|>"ChisqParameter"
|>|>"DiracParameter"
|>|>"ExpParameter"
|>|>"FParameter"
|>|>"GammaParameter"
|>|>"GeomParameter"
|>|>"HyperParameter"
|>|>"LnormParameter"
|>|>"LogisParameter"
|>|>"NbinomParameter"
|>|>"NormParameter"
|>|>"UniNormParameter"
|>|>|>"PoisParameter"
|>|>"TParameter"
|>|>"UnifParameter"
|>|>"WeibullParameter"

##########################
Space classes
##########################

"rSpace"
|>"EuclideanSpace"
|>|>"Reals"
|>"Lattice"
|>"Naturals"
distr-package 9

##########################
Symmetry classes
##########################
slots:
type(character), SymmCenter(ANY)

"Symmetry"
|>"NoSymmetry" [*]
|>"EllipticalSymmetry" [*]
|>|>"SphericalSymmetry" [*]
|>"DistributionSymmetry"
|>"FunctionSymmetry"
|>|>"NonSymmetric" [*]
|>|>"EvenSymmetric" [*]
|>|>"OddSymmetric" [*]

list thereof
"DistrSymmList" [*]
"FunSymmList" [*]

##########################
Matrix classes
##########################
slots:
none
"PosSemDefSymmMatrix" [*] is subclass of class "matrix" of package "base".
|>"PosDefSymmMatrix" [*]

##########################
Class unions
##########################
"OptionalNumeric" = union("numeric", "NULL")
"OptionalMatrix" = union("matrix","NULL")

Methods
The group Math of unary (see Math) as well as convolution are made available for distributions,
see operators-methods; in particular for convolution powers, we have method convpow. Besides,
there are plot and print-methods for distributions. For the space classes, we have liesIn, for
the DicreteDistribution class, we have liesInSupport, as well as a generating function. The
"history" of distributions obtained by chaining operations may be shortened using simplifyr.

Functions
RtoDPQ Default procedure to fill slots d,p,q given r
for a.c. distributions
RtoDPQ.d Default procedure to fill slots d,p,q given r
for discrete distributions
10 distr-package

RtoDPQ.LC Default procedure to fill slots d,p,q given r

for Lebesgue decomposed distributions
decomposePM decomposes a distribution into positive and negative
part and, if discrete, into part '0'
simplifyD tries to reduce/simplify mixing distribution using
that certain weights are 0
flat.LCD makes a single UnivarLebDecDistribution out of
a list of UnivarLebDecDistribution with corresp. weights
flat.mix makes a single UnivarLebDecDistribution out of
a list of a UnivarMixingDistribution
distroptions Functions to change the global variables of the
package 'distr'
standardMethods Utility to automatically generate accessor and
replacement functions

Extension Packages in distrXXX family

Please note that there are extension packages of this packages available on CRAN,

distrDoc a documentation package providing joint documentation for all packages of the distrXXX
family of packages in the form of vignette ’distr’; try require(distrDoc); vignette("distr").
distrEx provides functionals (like E, sd, mad) operating on distributions, as well as distances be-
tween distributions and basic support for multivariate and conditional distributions.
distrSim for the standardized treatment of simulations, also under contaminations.
distrTEst with classes and methods for evaluations of statistical procedures on simulations gener-
ated by distrSim.
distrTeach embodies illustrations for basic stats courses using our distribution classes.
distrMod provides classes for parametric models and hence covers, in an object orientated way,
estimation in statistical models.
distrEllipse provides classes for elliptically symmetric distributions.

Package versions
Note: The first two numbers of package versions do not necessarily reflect package-individual
development, but rather are chosen for the distrXXX family as a whole in order to ease updating
"depends" information.

Acknowledgement
We thank Martin Maechler, Josef Leydold, John Chambers, Duncan Murdoch, Gregory Warnes,
Paul Gilbert, Kurt Hornik, Uwe Ligges, Torsten Hothorn, and Seth Falcon for their help in preparing
this package.

Start-up-Banner
You may suppress the start-up banner/message completely by setting options("StartupBanner"="off")
somewhere before loading this package by library or require in your R-code / R-session.
distr-package 11

If option "StartupBanner" is not defined (default) or setting options("StartupBanner"=NULL)

or options("StartupBanner"="complete") the complete start-up banner is displayed.
For any other value of option "StartupBanner" (i.e., not in c(NULL,"off","complete")) only
the version information is displayed.
The same can be achieved by wrapping the library or require call into either suppressStartupMessages()
or onlytypeStartupMessages(.,atypes="version").
As for general packageStartupMessage’s, you may also suppress all the start-up banner by wrap-
ping the library or require call into suppressPackageStartupMessages() from startupmsg-
version 0.5 on.

Demos
Demos are available — see demo(package="distr")

Note
Arithmetics on distribution objects are understood as operations on corresponding (independent)
r.v.’s and not on distribution functions or densities.

See also distrARITH().

Some functions of package stats have intentionally been masked, but completely retain their func-
tionality — see distrMASK().

Accuracy of these arithmetics is controlled by global options which may be inspected / set by
distroptions() and getdistrOption(), confer distroptions .

Author(s)
Peter Ruckdeschel <[email protected]>,
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Matthias Kohl <[email protected]>

Maintainer: Peter Ruckdeschel <[email protected]>

References
P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006): S4 Classes for Distributions, R News,
6(2), 2-6. https://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf
P. Ruckdeschel and M. Kohl (2014): General purpose convolution algorithm for distributions in
S4-Classes by means of FFT. J. Statist. Softw. 59(4): 1-25.
a vignette for packages distr, distrSim, distrTEst, and distrEx is included into the mere documen-
tation package distrDoc and may be called by require("distrDoc");vignette("distr")
a homepage to this package is available under
http://distr.r-forge.r-project.org/
12 AbscontDistribution

Examples
X <- Unif(2,3)
Y <- Pois(lambda = 3)
Z <- X+Y # generates Law of corresponding independent variables
p(Z)(0.2)
r(Z)(1000)
plot(Z+sin(Norm()))

AbscontDistribution Generating function "AbscontDistribution"

Description
Generates an object of class "AbscontDistribution"

Usage
AbscontDistribution(r = NULL, d = NULL, p = NULL, q = NULL,
gaps = NULL, param = NULL, img = new("Reals"),
.withSim = FALSE, .withArith = FALSE,
.lowerExact = FALSE, .logExact = FALSE,
withgaps = getdistrOption("withgaps"),
low1 = NULL, up1 = NULL, low = -Inf, up =Inf,
withStand = FALSE,
ngrid = getdistrOption("DefaultNrGridPoints"),
ep = getdistrOption("TruncQuantile"),
e = getdistrOption("RtoDPQ.e"),
Symmetry = NoSymmetry())

Arguments
r slot r to be filled
d slot d to be filled
p slot p to be filled
q slot q to be filled
gaps slot gaps (of class "matrix" with two columns) to be filled (i.e. t(gaps) must
be ordered if read as vector)
param parameter (of class "OptionalParameter")
img image range of the distribution (of class "rSpace")
low1 lower bound (to be the lower TruncQuantile-quantile of the distribution)
up1 upper bound (to be the upper TruncQuantile-quantile of the distribution)
low lower bound (to be the 100-percent-quantile of the distribution)
up upper bound (to be the 100-percent-quantile of the distribution)
AbscontDistribution 13

withStand logical: shall we standardize argument function d to integrate to 1 — default is

no resp. FALSE
ngrid number of gridpoints
ep tolerance epsilon
e exponent to base 10 to be used for simulations
withgaps logical; shall gaps be reconstructed empirically?
.withArith normally not set by the user, but if determining the entries supp, prob distribu-
tional arithmetics was involved, you may set this to TRUE.
.withSim normally not set by the user, but if determining the entries supp, prob simula-
tions were involved, you may set this to TRUE.
.lowerExact normally not set by the user: whether the lower.tail=FALSE part is calculated
exactly, avoing a “1-.”.
.logExact normally not set by the user: whether in determining slots d,p,q, we make
particular use of a logarithmic representation to enhance accuracy.
Symmetry you may help R in calculations if you tell it whether the distribution is non-
symmetric (default) or symmetric with respect to a center; in this case use
Symmetry=SphericalSymmetry(center).

Details
Typical usages are

AbscontDistribution(r)
AbscontDistribution(r = NULL, d)
AbscontDistribution(r = NULL, d = NULL, p)
AbscontDistribution(r = NULL, d = NULL, p = NULL, d)
AbscontDistribution(r, d, p, q)

Minimally, only one of the slots r, d, p or q needs to be given as argument. The other non-given
slots are then reconstructed according to the following scheme:

r d p q proceding
- - - - excluded
- + - - p by .D2P, q by .P2Q, r by q(runif(n))
- - + - d by .P2D, q by .P2Q, r by q(runif(n))
- + + - q by .P2Q, r by q(runif(n))
- - - + p by .Q2P, d by .P2D, r by q(runif(n))
- + - + p by .Q2P, r by q(runif(n))
- - + + d by .P2D, r by q(runif(n))
- + + + r by q(runif(n))
+ - - - call to RtoDPQ
+ + - - p by .D2P, q by .P2Q
+ - + - d by .P2D, q by .P2Q
+ + + - q by .P2Q
+ - - + p by .Q2P, d by .P2D
14 AbscontDistribution-class

+ + - + p by .Q2P
+ - + + d by .P2D
+ + + + nothing

For this purpose, one may alternatively give arguments low1 and up1 (NULL each by default, and
determined through slot q, resp. p, resp. d, resp. r in this order according to availability), for the
(finite) range of values in the support of this distribution, as well as the possibly infinite theoretical
range given by arguments low and up with default values -Inf, Inf, respectively. Of course all
other slots may be specified as arguments.

Value
Object of class "AbscontDistribution"

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
AbscontDistribution-class, DiscreteDistribution-class, RtoDPQ

Examples
plot(Norm())
plot(AbscontDistribution(r = rnorm))
plot(AbscontDistribution(d = dnorm))
plot(AbscontDistribution(p = pnorm))
plot(AbscontDistribution(q = qnorm))
plot(Ac <- AbscontDistribution(d = function(x, log = FALSE){
d <- exp(-abs(x^3))
## unstandardized!!
if(log) d <- log(d)
return(d)},
withStand = TRUE))

AbscontDistribution-class
Class "AbscontDistribution"

Description
The AbscontDistribution-class is the mother-class of the classes Beta, Cauchy, Chisq, Exp, F,
Gammad, Lnorm, Logis, Norm, T, Unif and Weibull. Further absolutely continuous distributions can
be defined either by declaration of own random number generator, density, cumulative distribution
and quantile functions, or as result of a convolution of two absolutely continuous distributions or
by application of a mathematical operator to an absolutely continuous distribution.
AbscontDistribution-class 15

Objects from the Class

Objects can be created by calls of the form new("AbscontDistribution", r, d, p, q). More
comfortably, you may use the generating function AbscontDistribution. The result of these calls
is an absolutely continuous distribution.

Slots
img Object of class "Reals": the space of the image of this distribution which has dimension 1 and
the name "Real Space"
param Object of class "Parameter": the parameter of this distribution, having only the slot name
"Parameter of an absolutely continuous distribution"
r Object of class "function": generates random numbers
d Object of class "function": density function
p Object of class "function": cumulative distribution function
q Object of class "function": quantile function
gaps [from version 1.9 on] Object of class "OptionalMatrix", i.e.; an object which may either
be NULL ora matrix. This slot, if non-NULL, contains left and right endpoints of intervals
where the density of the object is 0. This slot may be inspected by the accessor gaps()
and modified by a corresponding replacement method. It may also be filled automatically by
setgaps(). For saved objects from earlier versions, we provide functions isOldVersion and
conv2NewVersion.
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "UnivariateDistribution", directly.
Class "Distribution", by class "UnivariateDistribution".

Methods
initialize signature(.Object = "AbscontDistribution"): initialize method
Math signature(x = "AbscontDistribution"): application of a mathematical function, e.g.
sin or exp (does not work with log, sign!), to this absolutely continouos distribution
• abs: signature(x = "AbscontDistribution"): exact image distribution of abs(x).
• exp: signature(x = "AbscontDistribution"): exact image distribution of exp(x).
• sign: signature(x = "AbscontDistribution"): exact image distribution of sign(x).
• sqrt: signature(x = "AbscontDistribution"): exact image distribution of sqrt(x).
16 AbscontDistribution-class

• log: signature(x = "AbscontDistribution"): (with optional further argument base,

defaulting to exp(1)) exact image distribution of log(x).
• log10: signature(x = "AbscontDistribution"): exact image distribution of log10(x).
• gamma: signature(x = "AbscontDistribution"): exact image distribution of gamma(x).
• lgamma: signature(x = "AbscontDistribution"): exact image distribution of lgamma(x).
• digamma: signature(x = "AbscontDistribution"): exact image distribution of
digamma(x).
• sqrt: signature(x = "AbscontDistribution"): exact image distribution of sqrt(x).
- signature(e1 = "AbscontDistribution"): application of ‘-’ to this absolutely continuous
distribution.
* signature(e1 = "AbscontDistribution", e2 = "numeric"): multiplication of this abso-
lutely continuous distribution by an object of class "numeric"
/ signature(e1 = "AbscontDistribution", e2 = "numeric"): division of this absolutely
continuous distribution by an object of class "numeric"
+ signature(e1 = "AbscontDistribution", e2 = "numeric"): addition of this absolutely
continuous distribution to an object of class "numeric".
- signature(e1 = "AbscontDistribution", e2 = "numeric"): subtraction of an object of
class "numeric" from this absolutely continuous distribution.
* signature(e1 = "numeric", e2 = "AbscontDistribution"): multiplication of this abso-
lutely continuous distribution by an object of class "numeric".
+ signature(e1 = "numeric", e2 = "AbscontDistribution"): addition of this absolutely
continuous distribution to an object of class "numeric".
- signature(e1 = "numeric", e2 = "AbscontDistribution"): subtraction of this absolutely
continuous distribution from an object of class "numeric".
+ signature(e1 = "AbscontDistribution", e2 = "AbscontDistribution"): Convolution
of two absolutely continuous distributions. The slots p, d and q are approximated by grids.
- signature(e1 = "AbscontDistribution", e2 = "AbscontDistribution"): Convolution
of two absolutely continuous distributions. The slots p, d and q are approximated by grids.
plot signature(object = "AbscontDistribution"): plots density, cumulative distribution and
quantile function.

Internal subclass "AffLinAbscontDistribution"

To enhance accuracy of several functionals on distributions, mainly from package distrEx, from
version 1.9 of this package on, there is an internally used (but exported) subclass "AffLinAbscontDistribution"
which has extra slots a, b (both of class "numeric"), and X0 (of class "AbscontDistribution"),
to capture the fact that the object has the same distribution as a * X0 + b. This is the class of the
return value of methods
- signature(e1 = "AbscontDistribution")
* signature(e1 = "AbscontDistribution", e2 = "numeric")
/ signature(e1 = "AbscontDistribution", e2 = "numeric")
+ signature(e1 = "AbscontDistribution", e2 = "numeric")
- signature(e1 = "AbscontDistribution", e2 = "numeric")
AbscontDistribution-class 17

* signature(e1 = "numeric", e2 = "AbscontDistribution")

+ signature(e1 = "numeric", e2 = "AbscontDistribution")
- signature(e1 = "numeric", e2 = "AbscontDistribution")
- signature(e1 = "AffLinAbscontDistribution")
* signature(e1 = "AffLinAbscontDistribution", e2 = "numeric")
/ signature(e1 = "AffLinAbscontDistribution", e2 = "numeric")
+ signature(e1 = "AffLinAbscontDistribution", e2 = "numeric")
- signature(e1 = "AffLinAbscontDistribution", e2 = "numeric")
* signature(e1 = "numeric", e2 = "AffLinAbscontDistribution")
+ signature(e1 = "numeric", e2 = "AffLinAbscontDistribution")
- signature(e1 = "numeric", e2 = "AffLinAbscontDistribution")
There also is a class union of "AffLinAbscontDistribution", "AffLinDiscreteDistribution",
"AffLinUnivarLebDecDistribution" and called "AffLinDistribution" which is used for func-
tionals.

Internal virtual superclass "AcDcLcDistribution"

As many operations should be valid no matter whether the operands are of class "AbscontDistribution",
"DiscreteDistribution", or "UnivarLebDecDistribution", there is a class union of these
classes called "AcDcLcDistribution"; in partiucalar methods for "*", "/", "^" (see operators-
methods) and methods Minimum, Maximum, Truncate, and Huberize, and convpow are defined for
this class union.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
AbscontDistribution Parameter-class UnivariateDistribution-class Beta-class Cauchy-class
Chisq-class Exp-class Fd-class Gammad-class Lnorm-class Logis-class Norm-class Td-class
Unif-class Weibull-class DiscreteDistribution-class Reals-class RtoDPQ

Examples
N <- Norm() # N is a normal distribution with mean=0 and sd=1.
E <- Exp() # E is an exponential distribution with rate=1.
A1 <- E+1 # a new absolutely continuous distributions with exact slots d, p, q
A2 <- A1*3 # a new absolutely continuous distributions with exact slots d, p, q
A3 <- N*0.9 + E*0.1 # a new absolutely continuous distribution with approximated slots d, p, q
r(A3)(1) # one random number generated from this distribution, e.g. -0.7150937
d(A3)(0) # The (approximated) density for x=0 is 0.43799.
p(A3)(0) # The (approximated) probability that x <= 0 is 0.45620.
q(A3)(.1) # The (approximated) 10 percent quantile is -1.06015.
## in RStudio or Jupytier IRKernel, use q.l(.)(.) instead of q(.)(.)
18 Arcsine-class

Arcsine-class Class "Arcsine"

Description
The Arcsine distribution has density
1
f (x) = √
π 1 − x2
for −1 < x < 1.

Objects from the Class

Objects can be created by calls of the form Arcsine(). This object is an Arcsine distribution.

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
r Object of class "function": generates random numbers (calls function rArcsine)
d Object of class "function": density function (calls function dArcsine)
p Object of class "function": cumulative function (calls function pArcsine)
q Object of class "function": inverse of the cumulative function (calls function qArcsine)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".

Methods
initialize signature(.Object = "Arcsine"): initialize method

Author(s)
Peter Ruckdeschel <[email protected]>
Beta-class 19

See Also
AbscontDistribution-class Reals-class

Examples
A <- Arcsine()
# A is a Arcsine distribution with shape1 = 1 and shape2 = 1.
r(A)(3) # three random number generated from this distribution, e.g. 0.6979795
d(A)(c(-2,-1,-0.2,0,0.2,1,2)) # Density at x=c(-1,-0.2,0,0.2,1).
p(A)(c(-2,-1,-0.2,0,0.2,1,2)) # cdf at q=c(-1,-0.2,0,0.2,1).
q(A)(c(0,0.2,1,2)) # quantile function at at x=c(0,0.2,1).
## in RStudio or Jupyter IRKernel, use q.l(A)(c(0,0.2,1,2)) instead

Beta-class Class "Beta"

Description
The Beta distribution with parameters shape1 = a and shape2 = b has density

Γ(a + b) a−1 b−1

f (x) = x (1 − x)
Γ(a)Γ(b)

for a > 0, b > 0 and 0 ≤ x ≤ 1 where the boundary values at x = 0 or x = 1 are defined as by
continuity (as limits).

Ad hoc methods
For R Version <2.3.0 ad hoc methods are provided for slots q, r if ncp!=0; for R Version >=2.3.0
the methods from package stats are used.

Objects from the Class

Objects can be created by calls of the form Beta(shape1, shape2). This object is a beta distribu-
tion.

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "BetaParameter": the parameter of this distribution (shape1 and shape2),
declared at its instantiation
r Object of class "function": generates random numbers (calls function rbeta)
d Object of class "function": density function (calls function dbeta)
p Object of class "function": cumulative function (calls function pbeta)
q Object of class "function": inverse of the cumulative function (calls function qbeta)
20 Beta-class

.withArith logical: used internally to issue warnings as to interpretation of arithmetics

.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends

Class "AbscontDistribution", directly.

Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".

Methods

initialize signature(.Object = "Beta"): initialize method

shape1 signature(object = "Beta"): returns the slot shape1 of the parameter of the distribution
shape1<- signature(object = "Beta"): modifies the slot shape1 of the parameter of the distri-
bution
shape2 signature(object = "Beta"): returns the slot shape2 of the parameter of the distribution
shape2<- signature(object = "Beta"): modifies the slot shape2 of the parameter of the distri-
bution
- signature(e1 = "numeric", e2 = "Beta") if ncp(e2)==0 and e1 == 1, an exact (central)
Beta(shape1 = shape2(e2), shape2 = shape1(e2)) is returned, else the default method
is used; exact

Note

The non-central Beta distribution is defined (Johnson et al, 1995, pp. 502) as the distribution of
X/(X + Y ) where X ∼ χ22a (λ) and Y ∼ χ22b . C.f. rbeta

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

BetaParameter-class AbscontDistribution-class Reals-class rbeta

BetaParameter-class 21

Examples
B <- Beta(shape1 = 1, shape2 = 1)
# B is a beta distribution with shape1 = 1 and shape2 = 1.
r(B)(1) # one random number generated from this distribution, e.g. 0.6979795
d(B)(1) # Density of this distribution is 1 for x=1.
p(B)(1) # Probability that x < 1 is 1.
q(B)(.1) # Probability that x < 0.1 is 0.1.
shape1(B) # shape1 of this distribution is 1.
shape1(B) <- 2 # shape1 of this distribution is now 2.
Bn <- Beta(shape1 = 1, shape2 = 3, ncp = 5)
# Bn is a beta distribution with shape1 = 1 and shape2 = 3 and ncp = 5.
B0 <- Bn; ncp(B0) <- 0;
# B0 is just the same beta distribution as Bn but with ncp = 0
q(B0)(0.1) ##
q(Bn)(0.1) ## => from R 2.3.0 on ncp no longer ignored...
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)

BetaParameter-class Class "BetaParameter"

Description
The parameter of a beta distribution, used by Beta-class

Objects from the Class

Objects can be created by calls of the form new("BetaParameter", shape1, shape2, ncp).
Usually an object of this class is not needed on its own, it is generated automatically when an object
of the class Beta is instantiated.

Slots
shape1 Object of class "numeric": the shape1 of a beta distribution
shape2 Object of class "numeric": the shape2 of a beta distribution
ncp Object of class "numeric": the noncentrality parameter of a beta distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "BetaParameter"): initialize method
shape1 signature(object = "BetaParameter"): returns the slot shape1 of the parameter of the
distribution
22 Binom-class

shape1<- signature(object = "BetaParameter"): modifies the slot shape1 of the parameter

of the distribution
shape2 signature(object = "BetaParameter"): returns the slot shape2 of the parameter of the
distribution
shape2<- signature(object = "BetaParameter"): modifies the slot shape2 of the parameter
of the distribution
ncp signature(object = "BetaParameter"): returns the slot ncp of the parameter of the dis-
tribution
ncp<- signature(object = "BetaParameter"): modifies the slot ncp of the parameter of the
distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Beta-class Parameter-class

Examples
W <- new("BetaParameter", shape1 = 1, shape2 = 1, ncp = 0)
shape2(W) # shape2 of this distribution is 1.
shape2(W) <- 2 # shape2 of this distribution is now 2.

Binom-class Class "Binom"

Description
The binomial distribution with size = n, by default = 1, and prob = p, by default = 0.5, has
density  
n x n−x
p(x) = p (1 − p)
x
for x = 0, . . . , n.
C.f.rbinom

Objects from the Class

Objects can be created by calls of the form Binom(prob, size). This object is a binomial distri-
bution.
Binom-class 23

Slots
img Object of class "Naturals": The space of the image of this distribution has got dimension 1
and the name "Natural Space".
param Object of class "BinomParameter": the parameter of this distribution (prob, size), de-
clared at its instantiation
r Object of class "function": generates random numbers (calls function rbinom)
d Object of class "function": density function (calls function dbinom)
p Object of class "function": cumulative function (calls function pbinom)
q Object of class "function": inverse of the cumulative function (calls function qbinom). The
quantile is defined as the smallest value x such that F(x) >= p, where F is the cumulative
function.
support Object of class "numeric": a (sorted) vector containing the support of the discrete density
function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "DiscreteDistribution", directly.
Class "UnivariateDistribution", by class "DiscreteDistribution".
Class "Distribution", by class "DiscreteDistribution".

Methods
+ signature(e1 = "Binom", e2 = "Binom"): For two binomial distributions with equal proba-
bilities the exact convolution formula is implemented thereby improving the general numerical
accuracy.
initialize signature(.Object = "Binom"): initialize method
prob signature(object = "Binom"): returns the slot prob of the parameter of the distribution
prob<- signature(object = "Binom"): modifies the slot prob of the parameter of the distribu-
tion
size signature(object = "Binom"): returns the slot size of the parameter of the distribution
size<- signature(object = "Binom"): modifies the slot size of the parameter of the distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>
24 BinomParameter-class

See Also

BinomParameter-class DiscreteDistribution-class Naturals-class rbinom

Examples

B <- Binom(prob=0.5,size=1) # B is a binomial distribution with prob=0.5 and size=1.

r(B)(1) # # one random number generated from this distribution, e.g. 1
d(B)(1) # Density of this distribution is 0.5 for x=1.
p(B)(0.4) # Probability that x<0.4 is 0.5.
q(B)(.1) # x=0 is the smallest value x such that p(B)(x)>=0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
size(B) # size of this distribution is 1.
size(B) <- 2 # size of this distribution is now 2.
C <- Binom(prob = 0.5, size = 1) # C is a binomial distribution with prob=0.5 and size=1.
D <- Binom(prob = 0.6, size = 1) # D is a binomial distribution with prob=0.6 and size=1.
E <- B + C # E is a binomial distribution with prob=0.5 and size=3.
F <- B + D # F is an object of class LatticeDistribution.
G <- B + as(D,"DiscreteDistribution") ## DiscreteDistribution

BinomParameter-class Class "BinomParameter"

Description

The parameter of a binomial distribution, used by Binom-class

Objects from the Class

Objects can be created by calls of the form new("BinomParameter", prob, size). Usually an
object of this class is not needed on its own, it is generated automatically when an object of the
class Binom is instantiated.

Slots

prob Object of class "numeric": the probability of a binomial distribution

size Object of class "numeric": the size of a binomial distribution
name Object of class "character": a name / comment for the parameters

Extends

Class "Parameter", directly.

Cauchy-class 25

Methods
initialize signature(.Object = "BinomParameter"): initialize method
prob signature(object = "BinomParameter"): returns the slot prob of the parameter of the
distribution
prob<- signature(object = "BinomParameter"): modifies the slot prob of the parameter of
the distribution
size signature(object = "BinomParameter"): returns the slot size of the parameter of the
distribution
size<- signature(object = "BinomParameter"): modifies the slot size of the parameter of the
distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Binom-class Parameter-class

Examples
W <- new("BinomParameter",prob=0.5,size=1)
size(W) # size of this distribution is 1.
size(W) <- 2 # size of this distribution is now 2.

Cauchy-class Class "Cauchy"

Description
The Cauchy distribution with location l, by default = 0, and scale s , by default = 1,has density
 2 !−1
1 x−l
f (x) = 1+
πs s

for all x. C.f. rcauchy

Objects from the Class

Objects can be created by calls of the form Cauchy(location, scale). This object is a Cauchy
distribution.
26 Cauchy-class

Slots
img Object of class "Reals": The domain of this distribution has got dimension 1 and the name
"Real Space".
param Object of class "CauchyParameter": the parameter of this distribution (location and scale),
declared at its instantiation
r Object of class "function": generates random numbers (calls function rcauchy)
d Object of class "function": density function (calls function dcauchy)
p Object of class "function": cumulative function (calls function pcauchy)
q Object of class "function": inverse of the cumulative function (calls function qcauchy)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".

Is-Relations
By means of setIs, R “knows” that a distribution object obj of class "Cauchy" with location 0 and
scale 1 also is a T distribution with parameters df = 1, ncp = 0.

Methods
initialize signature(.Object = "Cauchy"): initialize method
location signature(object = "Cauchy"): returns the slot location of the parameter of the
distribution
location<- signature(object = "Cauchy"): modifies the slot location of the parameter of the
distribution
scale signature(object = "Cauchy"): returns the slot scale of the parameter of the distribution
scale<- signature(object = "Cauchy"): modifies the slot scale of the parameter of the distri-
bution
+ signature(e1 = "Cauchy", e2 = "Cauchy"): For the Cauchy distribution the exact convolu-
tion formula is implemented thereby improving the general numerical approximation.
* signature(e1 = "Cauchy", e2 = "numeric")
+ signature(e1 = "Cauchy", e2 = "numeric"): For the Cauchy location scale family we use
its closedness under affine linear transformations.
further arithmetic methods see operators-methods
CauchyParameter-class 27

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
CauchyParameter-class AbscontDistribution-class Reals-class rcauchy

Examples
C <- Cauchy(location = 1, scale = 1) # C is a Cauchy distribution with location=1 and scale=1.
r(C)(1) # one random number generated from this distribution, e.g. 4.104603
d(C)(1) # Density of this distribution is 0.3183099 for x=1.
p(C)(1) # Probability that x<1 is 0.5.
q(C)(.1) # Probability that x<-2.077684 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
location(C) # location of this distribution is 1.
location(C) <- 2 # location of this distribution is now 2.
is(C,"Td") # no
C0 <- Cauchy() # standard, i.e. location = 0, scale = 1
is(C0,"Td") # yes
as(C0,"Td")

CauchyParameter-class Class "CauchyParameter"

Description
The parameter of a Cauchy distribution, used by Cauchy-class

Objects from the Class

Objects can be created by calls of the form new("CauchyParameter", location, scale). Usu-
ally an object of this class is not needed on its own, it is generated automatically when an object of
the class Cauchy is instantiated.

Slots
location: Object of class "numeric": the location of a Cauchy distribution
scale Object of class "numeric": the scale of a Cauchy distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.
28 Chisq-class

Methods
initialize signature(.Object = "CauchyParameter"): initialize method
scale signature(object = "CauchyParameter"): returns the slot scale of the parameter of the
distribution
scale<- signature(object = "CauchyParameter"): modifies the slot scale of the parameter of
the distribution
location signature(object = "CauchyParameter"): returns the slot location of the parameter
of the distribution
location<- signature(object = "CauchyParameter"): modifies the slot location of the pa-
rameter of the distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Cauchy-class Parameter-class

Examples
W <- new("CauchyParameter",location=1,scale=1)
location(W) # location of this distribution is 1.
location(W) <- 2 # location of this distribution is now 2.

Chisq-class Class "Chisq"

Description
The chi-squared distribution with df= n degrees of freedom has density
1
fn (x) = xn/2−1 e−x/2
2n/2 Γ(n/2)
for x > 0. The mean and variance are n and 2n.
The non-central chi-squared distribution with df= n degrees of freedom and non-centrality param-
eter ncp = λ has density
∞
X (λ/2)r
f (x) = e−λ/2 fn+2r (x)
r=0
r!
for x ≥ 0. For integer n, this is the distribution of the sum of squares of n normals each with
variance one, λ being the sum of squares of the normal means.
C.f. rchisq
Chisq-class 29

Objects from the Class

Objects can be created by calls of the form Chisq(df, ncp). This object is a chi-squared distribu-
tion.

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "ChisqParameter": the parameter of this distribution (df and ncp), declared
at its instantiation
r Object of class "function": generates random numbers (calls function rchisq)
d Object of class "function": density function (calls function dchisq)
p Object of class "function": cumulative function (calls function pchisq)
q Object of class "function": inverse of the cumulative function (calls function qchisq)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "ExpOrGammaOrChisq", directly.
Class "AbscontDistribution", by class "ExpOrGammaOrChisq".
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "UnivariateDistribution".

Is-Relations
By means of setIs, R “knows” that a distribution object obj of class "Chisq" with non-centrality
0 also is a Gamma distribution with parameters shape = df(obj)/2, scale = 2.

Methods
initialize signature(.Object = "Chisq"): initialize method
df signature(object = "Chisq"): returns the slot df of the parameter of the distribution
df<- signature(object = "Chisq"): modifies the slot df of the parameter of the distribution
ncp signature(object = "Chisq"): returns the slot ncp of the parameter of the distribution
ncp<- signature(object = "Chisq"): modifies the slot ncp of the parameter of the distribution
+ signature(e1 = "Chisq", e2 = "Chisq"): For the chi-squared distribution we use its
closedness under convolutions.
30 ChisqParameter-class

Note
Warning: The code for pchisq and qchisq is unreliable for values of ncp above approximately 290.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
ChisqParameter-class AbscontDistribution-class Reals-class rchisq

Examples
C <- Chisq(df = 1, ncp = 1) # C is a chi-squared distribution with df=1 and ncp=1.
r(C)(1) # one random number generated from this distribution, e.g. 0.2557184
d(C)(1) # Density of this distribution is 0.2264666 for x = 1.
p(C)(1) # Probability that x < 1 is 0.4772499.
q(C)(.1) # Probability that x < 0.04270125 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
df(C) # df of this distribution is 1.
df(C) <- 2 # df of this distribution is now 2.
is(C, "Gammad") # no
C0 <- Chisq() # default: Chisq(df=1,ncp=0)
is(C0, "Gammad") # yes
as(C0,"Gammad")

ChisqParameter-class Class "ChisqParameter"

Description
The parameter of a chi-squared distribution, used by Chisq-class

Objects from the Class

Objects can be created by calls of the form new("ChisqParameter", ncp, df). Usually an object
of this class is not needed on its own, it is generated automatically when an object of the class Chisq
is instantiated.

Slots
ncp Object of class "numeric": the ncp of a chi-squared distribution
df Object of class "numeric": the df of a chi-squared distribution
name Object of class "character": a name / comment for the parameters
CompoundDistribution 31

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "ChisqParameter"): initialize method
df signature(object = "ChisqParameter"): returns the slot df of the parameter of the distri-
bution
df<- signature(object = "ChisqParameter"): modifies the slot df of the parameter of the
distribution
ncp signature(object = "ChisqParameter"): returns the slot ncp of the parameter of the
distribution
ncp<- signature(object = "ChisqParameter"): modifies the slot ncp of the parameter of the
distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Chisq-class Parameter-class

Examples
W <- new("ChisqParameter",df=1,ncp=1)
ncp(W) # ncp of this distribution is 1.
ncp(W) <- 2 # ncp of this distribution is now 2.

CompoundDistribution Generating function for Class "CompoundDistribution"

Description
Generates an object of class "CompoundDistribution".

Usage
CompoundDistribution(NumbOfSummandsDistr, SummandsDistr, .withSim = FALSE,
withSimplify = FALSE)
32 CompoundDistribution-class

Arguments
NumbOfSummandsDistr
Object of class "DiscreteDistribution", the frequency distribution; it is checked
that support is contained in 0,1,2,. . .
SummandsDistr Object of class "UnivDistrListOrDistribution", that is, either of class "UnivarDistrList"
(non i.i.d. case) or of class "UnivariateDistribution" (i.i.d. case); the sum-
mand distribution(s).
.withSim logical; value of the corresponding slot.
withSimplify "logical": shall the return value be piped through a call to simplifyD?

Value
Object of class "CompoundDistribution", or if argument withSimplify is TRUE the result of
simplifyD applied to the compound distribution, i.e. an object of class "UnivarLebDecDistribution",
or if degenerate, of class "AbscontDistribution" or "DiscreteDistribution".

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
CompoundDistribution-class, simplifyD

Examples
CP0 <- CompoundDistribution(Pois(), Norm())
CP0
CP1 <- CompoundDistribution(DiscreteDistribution(supp = c(1,5,9,11),
prob = dbinom(0:3, size = 3,prob = 0.3)),Norm())
CP1
UL <- UnivarDistrList(Norm(), Binom(10,0.3), Chisq(df=4), Norm(),
Binom(10,0.3), Chisq(df=4), Norm(), Binom(10,0.3),
Chisq(df=4), Td(5), Td(10))
CP2 <- CompoundDistribution(DiscreteDistribution(supp = c(1,5,9,11),
prob = dbinom(0:3, size = 3, prob = 0.3)),UL)
plot(CP2)

CompoundDistribution-class
Class "CompoundDistribution"

Description
CompoundDistribution-class is a class to formalize compound distributions; it is a subclass to
class UnivarMixingDistribution.
CompoundDistribution-class 33

Objects from the Class

Objects can be created by calls of the form new("CompoundDistribution", ...). More fre-
quently they are created via the generating function CompoundDistribution.

Slots
NumbOfSummandsDistr Object of class "DiscreteDistribution", the frequency distribution.
SummandsDistr Object of class "UnivDistrListOrDistribution", that is, either of class "UnivarDistrList"
(non i.i.d. case) or of class "UnivariateDistribution" (i.i.d. case); the summand distribu-
tion(s).
mixCoeff Object of class "numeric": a vector of probabilities for the mixing components.
mixDistr Object of class "UnivarDistrList": a list of univariate distributions containing the
mixing components; must be of same length as mixCoeff.
img Object of class "Reals": the space of the image of this distribution which has dimension 1 and
the name "Real Space"
param Object of class "Parameter": the parameter of this distribution, having only the slot name
"Parameter of a discrete distribution"
r Object of class "function": generates random numbers
d fixed to NULL
p Object of class "function": cumulative distribution function
q Object of class "function": quantile function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "UnivarMixingDistribution" class "UnivarDistribution" by class "UnivarMixingDistribution",
class "Distribution" by class "UnivariateDistribution".

Methods
show signature(object = "CompoundDistribution") prints the object
SummandsDistr signature(object = "CompoundDistribution") returns the corresponding
slot
NumbOfSummandsDistr signature(object = "CompoundDistribution") returns the corre-
sponding slot
34 convpow-methods

setAs relations
There is a coerce method to coerce objects of class "CompoundDistribution" to class UnivarLebDecDistribution;
this is done by a simple call to simplifyD.

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
Parameter-class, UnivariateDistribution-class, LatticeDistribution-class, AbscontDistribution-class,
simplifyD, flat.mix

Examples
CP <- CompoundDistribution(Pois(),Norm())
CP
p(CP)(0.3)
plot(CP)

convpow-methods Distribution of the sum of univariate i.i.d r.v’s

Description
Method convpow determines the distribution of the sum of N univariate i.i.d r.v’s by means of DFT

Usage
convpow(D1,...)
## S4 method for signature 'AbscontDistribution'
convpow(D1,N)
## S4 method for signature 'LatticeDistribution'
convpow(D1,N,
ep = getdistrOption("TruncQuantile"))
## S4 method for signature 'DiscreteDistribution'
convpow(D1,N)
## S4 method for signature 'AcDcLcDistribution'
convpow(D1,N,
ep = getdistrOption("TruncQuantile"))

Arguments
D1 an object of (a sub)class (of) "AbscontDistribution" or "LatticeDistribution"
or of "UnivarLebDecDistribution"
... not yet used; meanwhile takes up N
N an integer or 0 (for 0 returns Dirac(0), for 1 D1)
convpow-methods 35

ep numeric of length 1 in (0,1) — for "LatticeDistribution": support points

will be cancelled if their probability is less than ep; for "UnivarLebDecDistribution":
if (acWeight(object)<ep) we work with the discrete parts only, and, sim-
ilarly, if (discreteWeight(object)<ep) we with the absolutely continuous
parts only.

Details
in the methods implemented a second argument N is obligatory; the general methods use a general
purpose convolution algorithm for distributions by means of D/FFT. In case of an argument of class
"UnivarLebDecDistribution", the result will in generally be again of class "UnivarLebDecDistribution".
However, if acWeight(D1) is positive, discreteWeight(convpow(D1,N)) will decay exponen-
tially in N, hence from some (small) N0 on, the result will be of class "AbscontDistribution".
This is used algorithmically, too, as then only the a.c. part needs to be convolved. In case of an
argument D1 of class "DiscreteDistribution", for N equal to 0,1 we return the obvious solutions,
and for N==2 the return value is D1+D1. For N>2, we split up N into N=N1+N2, N1=floor(N/2) and
recursively return convpow(D1,N1)+convpow(D1,N2).

Value
Object of class "AbscontDistribution", "DiscreteDistribution", "LatticeDistribution"
resp. "AcDcLcDistribution"

further S4-Methods
There are particular methods for the following classes, using explicit convolution formulae:

signature(D1="Norm") returns class "Norm"

signature(D1="Nbinom") returns class "Nbinom"
signature(D1="Binom") returns class "Binom"
signature(D1="Cauchy") returns class "Cauchy"
signature(D1="ExpOrGammaOrChisq") returns class "Gammad" —if D1 may be coerced to Gammad
signature(D1="Pois") returns class "Pois"
signature(D1="Dirac") returns class "Dirac"

Author(s)
Peter Ruckdeschel <[email protected]>
Matthias Kohl <[email protected]> Thomas Stabla <[email protected]>

References
Kohl, M., Ruckdeschel, P., (2014): General purpose convolution algorithm for distributions in S4-
Classes by means of FFT. J. Statist. Softw. 59(4): 1-25.

See Also
operators, distrARITH()
36 decomposePM-methods

Examples
convpow(Exp()+Pois(),4)

d-methods Methods for Function d in Package ‘distr’

Description
d-methods

Methods
d signature(object = "Distribution"): returns the density function

See Also
Distribution-class

decomposePM-methods Methods for function decomposePM in Package ‘distr’

Description
decomposePM-methods

Usage
decomposePM(object)

Arguments
object Abscont-/Discrete-/UnivarLebDec-Distribution object

Details
There are particular return types for the following classes

"AbscontDistribution" a list with components "neg" and "pos" for the respective negative and
positive part; each of these parts in its turn is a list with components D for the distribution (in
this case of class "AbscontDistribution" again) and w for the weight of the respective part;
if the weight of the negative part is 0, the corresponding distribution is set to -abs(Norm()),
and respectively, if the weight of the positive part is 0, the corresponding distribution is set to
abs(Norm()).
DExp-class 37

"DiscreteDistribution" a list with components "neg", "pos" and "0" for the respective negative,
positive and zero part; each of these parts in its turn is a list with components D for the dis-
tribution (in this case of class "DiscreteDistribution" again) and w for the weight of the
respective part; while the distribution of the zero part is always Dirac(0), if the weight of the
negative part is 0, the corresponding distribution is set to Dirac(-1), and respectively, if the
weight of the positive part is 0, the corresponding distribution is set to Dirac(1).
"UnivarLebDecDistribution" a list with components "neg", "pos" and "0" for the respective
negative, positive and zero part; each of these parts in its turn is a list with components D for
the distribution (in case of components "neg", "pos" of class "UnivarLebDecDistribution"
again, while the distribution of the zero part is always Dirac(0)) and w for the weight of the re-
spective part; it is build up by calling decomposePM for acPart(object) and discretePart(object)
separately, hence if weights of some parts are zero the corresponding procedure mentionned
for these methods applies.
Method decomposePM is used by our multiplication, division and exponentiation ("*", "/" "^") -
methods.

Value
the positive and negative part of the distribution together with corresponding weights as a list.

See Also
AbscontDistribution-class, DiscreteDistribution-class, UnivarLebDecDistribution-class,
operators-methods

Examples
decomposePM(Norm())
decomposePM(Binom(2,0.3)-Binom(5,.4))
decomposePM(UnivarLebDecDistribution(Norm(),Binom(2,0.3)-Binom(5,.4),
acWeight = 0.3))

DExp-class Class "DExp"

Description
The double exponential or Laplace distribution with rate λ has density
1 −λ|x|
f (x) = λe
2

C.f. Exp-class, rexp

Objects from the Class

Objects can be created by calls of the form DExp(rate). This object is a double exponential (or
Laplace) distribution.
38 DExp-class

Slots

img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "ExpParameter": the parameter of this distribution (rate), declared at its
instantiation
r Object of class "function": generates random numbers (calls function rexp)
d Object of class "function": density function (calls function dexp)
p Object of class "function": cumulative function (calls function pexp)
q Object of class "function": inverse of the cumulative function (calls function qexp)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends

Class "AbscontDistribution", directly.

Class "UnivariateDistribution", by class "AbscontDistribution". Class "Distribution",
by class "AbscontDistribution".

Methods

initialize signature(.Object = "DExp"): initialize method

rate signature(object = "DExp"): returns the slot rate of the parameter of the distribution
rate<- signature(object = "DExp"): modifies the slot rate of the parameter of the distribution
* signature(e1 = "DExp", e2 = "numeric"): For the Laplace distribution we use its closedness
under scaling transformations.

Author(s)

Peter Ruckdeschel <[email protected]>

See Also

Exp-class ExpParameter-class AbscontDistribution-class Reals-class rexp

df-methods 39

Examples
D <- DExp(rate = 1) # D is a Laplace distribution with rate = 1.
r(D)(1) # one random number generated from this distribution, e.g. 0.4190765
d(D)(1) # Density of this distribution is 0.1839397 for x = 1.
p(D)(1) # Probability that x < 1 is 0.8160603.
q(D)(.1) # Probability that x < -1.609438 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
rate(D) # rate of this distribution is 1.
rate(D) <- 2 # rate of this distribution is now 2.
3*D ### still a DExp -distribution

df-methods Methods for Function df in Package ‘distr’

Description
df-methods

Methods
df signature(object = "TParameter"): returns the slot df of the parameter of the distribution
df<- signature(object = "TParameter"): modifies the slot df of the parameter of the distribu-
tion
df signature(object = "Td"): returns the slot df of the parameter of the distribution
df<- signature(object = "Td"): modifies the slot df of the parameter of the distribution
df signature(object = "ChisqParameter"): returns the slot df of the parameter of the distri-
bution
df<- signature(object = "ChisqParameter"): modifies the slot df of the parameter of the
distribution
df signature(object = "Chisq"): returns the slot df of the parameter of the distribution
df<- signature(object = "Chisq"): modifies the slot df of the parameter of the distribution

df1-methods Methods for Function df1 in Package ‘distr’

Description
df-methods

Methods
df1 signature(object = "FParameter"): returns the slot df1 of the parameter of an F-distribution
df1<- signature(object = "FParameter"): modifies the slot df1 of the parameter of an F-
distribution
df1 signature(object = "Fd"): returns the slot df1 of the slot param of the distribution
df1<- signature(object = "Fd"): modifies the slot df1 of the slot param of the distribution
40 dimension-methods

df2-methods Methods for Function df2 in Package ‘distr’

Description
df-methods

Methods
df2 signature(object = "FParameter"): returns the slot df2 of the parameter of an F-distribution
df2<- signature(object = "FParameter"): modifies the slot df2 of the parameter of an F-
distribution
df2 signature(object = "Fd"): returns the slot df2 of the slot param of the distribution
df2<- signature(object = "Fd"): modifies the slot df2 of the slot param of the distribution

dim-methods Methods for Function dim in Package ‘distr’

Description
dim-methods

Methods
dim signature(object = "UnivariateDistribution"): returns the dimension of the distribu-
tion

See Also
UnivariateDistribution-class

dimension-methods Methods for Function dimension in Package ‘distr’

Description
dimension-methods

Methods
dimension signature(object = "EuclideanSpace"): returns the dimension of the space
dimension<- signature(object = "EuclideanSpace"): modifies the dimension of the space
Dirac-class 41

Dirac-class Class "Dirac"

Description
The Dirac distribution with location l, by default = 0, has density d(x) = 1 for x = l, 0 else.

Objects from the Class

Objects can be created by calls of the form Dirac(location). This object is a Dirac distribution.

Slots
img Object of class "Naturals": The space of the image of this distribution has got dimension 1
and the name "Real Space".
param Object of class "DiracParameter": the parameter of this distribution (location), declared
at its instantiation
r Object of class "function": generates random numbers
d Object of class "function": density function
p Object of class "function": cumulative function
q Object of class "function": inverse of the cumulative function
support Object of class "numeric": a (sorted) vector containing the support of the discrete density
function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "DiscreteDistribution", directly.
Class "UnivariateDistribution", by class "DiscreteDistribution".
Class "Distribution", by class "DiscreteDistribution".

Methods
- signature(e1 = "Dirac", e2 = "Dirac")
+ signature(e1 = "Dirac", e2 = "Dirac")
* signature(e1 = "Dirac", e2 = "Dirac")
42 DiracParameter-class

/ signature(e1 = "Dirac", e2 = "Dirac"): For the Dirac distribution these operations are
trivial.
initialize signature(.Object = "Dirac"): initialize method
location signature(object = "Dirac"): returns the slot location of the parameter of the
distribution
location<- signature(object = "Dirac"): modifies the slot location of the parameter of the
distribution
log signature(object = "Dirac"): returns an object of class "Dirac" distribution with log-
transformed location parameter.
Math signature(object = "Dirac"): given a "Math" group generic fun an object of class
"Dirac" distribution with fun-transformed location parameter is returned.
further arithmetic methods see operators-methods

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
DiracParameter-class DiscreteDistribution-class Naturals-class

Examples
D <- Dirac(location = 0) # D is a Dirac distribution with location=0.
r(D)(1)
# r(D)(1) generates a pseudo-random-number according to a Dirac
# distribution with location = 0,
# which of course will take 0 as value almost surely.
d(D)(0) # Density of this distribution is 1 for x = 0.
p(D)(1) # Probability that x < 1 is 1.
q(D)(.1) # q(D)(x) is always 0 (= location).
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
location(D) # location of this distribution is 0.
location(D) <- 2 # location of this distribution is now 2.

DiracParameter-class Class "DiracParameter"

Description
The parameter of a Dirac distribution, used by Dirac-class
DiracParameter-class 43

Objects from the Class

Objects can be created by calls of the form new("DiracParameter", location). Usually an

object of this class is not needed on its own, it is generated automatically when an object of the
class Dirac is instantiated.

Slots

location Object of class "numeric": the location of a Dirac distribution

name Object of class "character": a name / comment for the parameters

Extends

Class "Parameter", directly.

Methods

initialize signature(.Object = "DiracParameter"): initialize method

location signature(object = "DiracParameter"): returns the slot location of the parameter of
the distribution
location<- signature(object = "DiracParameter"): modifies the slot location of the parame-
ter of the distribution

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

Dirac-class Parameter-class

Examples

W <- new("DiracParameter",location=1)
location(W) # location of this distribution is 1.
location(W) <- 2 # location of this distribution is now 2.
44 DiscreteDistribution

DiscreteDistribution Generating function "DiscreteDistribution"

Description

Generates an object of class "DiscreteDistribution"

Usage

DiscreteDistribution(supp, prob, .withArith=FALSE, .withSim=FALSE,

.lowerExact = TRUE, .logExact = FALSE,
.DistrCollapse = getdistrOption("DistrCollapse"),
.DistrCollapse.Unique.Warn =
getdistrOption("DistrCollapse.Unique.Warn"),
.DistrResolution = getdistrOption("DistrResolution"),
Symmetry = NoSymmetry())

Arguments

supp numeric vector which forms the support of the discrete distribution.
prob vector of probability weights for the elements of supp.
.withArith normally not set by the user, but if determining the entries supp, prob distribu-
tional arithmetics was involved, you may set this to TRUE.
.withSim normally not set by the user, but if determining the entries supp, prob simula-
tions were involved, you may set this to TRUE.
.lowerExact normally not set by the user: whether the lower.tail=FALSE part is calculated
exactly, avoing a “1-.”.
.logExact normally not set by the user: whether in determining slots d,p,q, we make
particular use of a logarithmic representation to enhance accuracy.
.DistrCollapse controls whether in generating a new discrete distribution, support points closer
together than .DistrResolution are collapsed.
.DistrCollapse.Unique.Warn
controls whether there is a warning whenever collapsing occurs or when two
points are collapsed by a call to unique() (default behaviour if .DistrCollapse
is FALSE)
.DistrResolution
minimal spacing between two mass points in a discrete distribution
Symmetry you may help R in calculations if you tell it whether the distribution is non-
symmetric (default) or symmetric with respect to a center; in this case use
Symmetry=SphericalSymmetry(center).
DiscreteDistribution 45

Details
If prob is missing, all elements in supp are equally weighted.

Typical usages are

DiscreteDistribution(supp, prob)
DiscreteDistribution(supp)

Value
Object of class "DiscreteDistribution"

Note
Working with a computer, we use a finite interval as support which carries at least mass 1-getdistrOption("TruncQuantile

Also, we require that support points have distance at least .DistrResoltion, if this condition fails,
upon a suggestion by Jacob van Etten, <[email protected]>, we use the global option
.DistrCollapse to decide whether we use collapsing or not. If we do so, we collapse support
points if they are too close to each other, taking the (left most) median among them as new support
point which accumulates all the mass of the collapsed points. With .DistrCollapse==FALSE, we
at least collapse points according to the result of unique(), and if after this collapsing, the minimal
distance is less than .DistrResoltion, we throw an error. By .DistrCollapse.Unique.Warn, we
control, whether we throw a warning upon collapsing or not.

Author(s)
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
DiscreteDistribution-class AbscontDistribution-class RtoDPQ.d

Examples
# Dirac-measure at 0
D1 <- DiscreteDistribution(supp = 0)
D1
# simple discrete distribution
D2 <- DiscreteDistribution(supp = c(1:5), prob = c(0.1, 0.2, 0.3, 0.2, 0.2))
D2

plot(D2)
46 DiscreteDistribution-class

DiscreteDistribution-class
Class "DiscreteDistribution"

Description

The DiscreteDistribution-class is the mother-class of the class LatticeDistribution.

Objects from the Class

Objects can be created by calls to new("DiscreteDistribution", ...), but more easily is the
use of the generating function "DiscreteDistribution". This generating function, from version
1.9 on, has been moved to this package from package distrEx.

Slots

img Object of class "Reals": the space of the image of this distribution which has dimension 1 and
the name "Real Space"
param Object of class "Parameter": the parameter of this distribution, having only the slot name
"Parameter of a discrete distribution"
r Object of class "function": generates random numbers
d Object of class "function": density/probability function
p Object of class "function": cumulative distribution function
q Object of class "function": quantile function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
.finSupport logical: used internally to check whether the true support is finite; in case img is
one-dimensional, it is of length 2 (left and right end).
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends

Class "UnivariateDistribution", directly.

Class "Distribution", by class "UnivariateDistribution".
DiscreteDistribution-class 47

Methods
initialize signature(.Object = "DiscreteDistribution"): initialize method
coerce signature(from = "DiscreteDistribution", to = "LatticeDistribution"):
coerce method to class "LatticeDistribution" (checks if support is a lattice)
Math signature(x = "DiscreteDistribution"): application of a mathematical function, e.g.
sin or tan to this discrete distribution
• abs: signature(x = "DiscreteDistribution"): exact image distribution of abs(x).
• exp: signature(x = "DiscreteDistribution"): exact image distribution of exp(x).
• sign: signature(x = "DiscreteDistribution"): exact image distribution of sign(x).
• sqrt: signature(x = "DiscreteDistribution"): exact image distribution of sqrt(x).
• log: signature(x = "DiscreteDistribution"): (with optional further argument
base, defaulting to exp(1)) exact image distribution of log(x).
• log10: signature(x = "DiscreteDistribution"): exact image distribution of log10(x).
• gamma: signature(x = "DiscreteDistribution"): exact image distribution of gamma(x).
• lgamma: signature(x = "DiscreteDistribution"): exact image distribution of
lgamma(x).
• digamma: signature(x = "DiscreteDistribution"): exact image distribution of
digamma(x).
- signature(e1 = "DiscreteDistribution"): application of ‘-’ to this discrete distribution
* signature(e1 = "DiscreteDistribution", e2 = "numeric"): multiplication of this dis-
crete distribution by an object of class ‘numeric’
/ signature(e1 = "DiscreteDistribution", e2 = "numeric"): division of this discrete
distribution by an object of class ‘numeric’
+ signature(e1 = "DiscreteDistribution", e2 = "numeric"): addition of this discrete
distribution to an object of class ‘numeric’
- signature(e1 = "DiscreteDistribution", e2 = "numeric"): subtraction of an object of
class ‘numeric’ from this discrete distribution
* signature(e1 = "numeric", e2 = "DiscreteDistribution"): multiplication of this dis-
crete distribution by an object of class ‘numeric’
+ signature(e1 = "numeric", e2 = "DiscreteDistribution"): addition of this discrete
distribution to an object of class ‘numeric’
- signature(e1 = "numeric", e2 = "DiscreteDistribution"): subtraction of this discrete
distribution from an object of class ‘numeric’
+ signature(e1 = "DiscreteDistribution", e2 = "DiscreteDistribution"): Convolu-
tion of two discrete distributions. The slots p, d and q are approximated on a common grid.
- signature(e1 = "DiscreteDistribution", e2 = "DiscreteDistribution"): Convolution
of two discrete distributions. The slots p, d and q are approximated on a common grid.
support signature(object = "DiscreteDistribution"): returns the support
p.l signature(object = "DiscreteDistribution"): returns the left continuous cumulative
distribution function, i.e.; p.l(t) = P (object < t)
q.r signature(object = "DiscreteDistribution"):
 returns the right-continuous quantile
function, i.e.; q.r(s) = sup{t  P (object ≥ t) ≤ s}
plot signature(object = "DiscreteDistribution"): plots density, cumulative distribution
and quantile function
48 DiscreteDistribution-class

Internal subclass "AffLinDiscreteDistribution"

To enhance accuracy of several functionals on distributions, mainly from package distrEx, from
version 1.9 of this package on, there is an internally used (but exported) subclass "AffLinDiscreteDistribution"
which has extra slots a, b (both of class "numeric"), and X0 (of class "DiscreteDistribution"),
to capture the fact that the object has the same distribution as a * X0 + b. This is the class of the
return value of methods

- signature(e1 = "DiscreteDistribution")
* signature(e1 = "DiscreteDistribution", e2 = "numeric")
/ signature(e1 = "DiscreteDistribution", e2 = "numeric")
+ signature(e1 = "DiscreteDistribution", e2 = "numeric")
- signature(e1 = "DiscreteDistribution", e2 = "numeric")
* signature(e1 = "numeric", e2 = "DiscreteDistribution")
+ signature(e1 = "numeric", e2 = "DiscreteDistribution")
- signature(e1 = "numeric", e2 = "DiscreteDistribution")
- signature(e1 = "AffLinDiscreteDistribution")
* signature(e1 = "AffLinDiscreteDistribution", e2 = "numeric")
/ signature(e1 = "AffLinDiscreteDistribution", e2 = "numeric")
+ signature(e1 = "AffLinDiscreteDistribution", e2 = "numeric")
- signature(e1 = "AffLinDiscreteDistribution", e2 = "numeric")
* signature(e1 = "numeric", e2 = "AffLinDiscreteDistribution")
+ signature(e1 = "numeric", e2 = "AffLinDiscreteDistribution")
- signature(e1 = "numeric", e2 = "AffLinDiscreteDistribution")

There also is a class union of "AffLinAbscontDistribution", "AffLinDiscreteDistribution",

"AffLinUnivarLebDecDistribution" and called "AffLinDistribution" which is used for func-
tionals.

Internal virtual superclass "AcDcLcDistribution"

As many operations should be valid no matter whether the operands are of class "AbscontDistribution",
"DiscreteDistribution", or "UnivarLebDecDistribution", there is a class union of these
classes called "AcDcLcDistribution"; in partiucalar methods for "*", "/", "^" (see operators-
methods) and methods Minimum, Maximum, Truncate, and Huberize, and convpow are defined for
this class union.

Note
Working with a computer, we use a finite interval as support which carries at least mass 1-getdistrOption("TruncQuantile

Also, we require that support points have distance at least getdistrOption("DistrResoltion"),

if this condition fails, upon a suggestion by Jacob van Etten, <[email protected]>, we
use the global option getdistrOption("DistrCollapse") to decide whether we use collaps-
ing or not. If we do so, we collapse support points if they are too close to each other, taking
distr-defunct 49

the (left most) median among them as new support point which accumulates all the mass of the
collapsed points. With getdistrOption("DistrCollapse")==FALSE, we at least collapse points
according to the result of unique(), and if after this collapsing, the minimal distance is less than
getdistrOption("DistrResoltion"), we throw an error. By getdistrOption("DistrCollapse.Unique.Warn"),
we control, whether we throw a warning upon collapsing or not.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Parameter-class UnivariateDistribution-class LatticeDistribution-class AbscontDistribution-class
Reals-class RtoDPQ.d

Examples
# Dirac-measure at 0
D1 <- DiscreteDistribution(supp = 0)
support(D1)

# simple discrete distribution

D2 <- DiscreteDistribution(supp = c(1:5), prob = c(0.1, 0.2, 0.3, 0.2, 0.2))
plot(D2)
(pp <- p(D2)(support(D2)))
p(D2)(support(D2)-1e-5)
p(D2)(support(D2)+1e-5)
p.l(D2)(support(D2))
p.l(D2)(support(D2)-1e-5)
p.l(D2)(support(D2)+1e-5)
q(D2)(pp)
q(D2)(pp-1e-5)
q(D2)(pp+1e-5)
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
q.r(D2)(pp)
q.r(D2)(pp-1e-5)
q.r(D2)(pp+1e-5)

distr-defunct Class "GeomParameter"

Description
The parameter of a geometric distribution, used by Geom-class
50 distrARITH

Objects from the Class

Objects were created by calls of the form new("GeomParameter", prob). Usually an object of
this class was not needed on its own, it was generated automatically when an object of the class
Geom is instantiated.

Slots
prob Object of class "numeric": the probability of a geometric distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "GeomParameter"): initialize method
prob signature(object = "GeomParameter"): returns the slot prob of the parameter of the
distribution
prob<- signature(object = "GeomParameter"): modifies the slot prob of the parameter of the
distribution

Defunct
The use of class GeomParameter is defunct as of version 2.8.0; it is to be replaced by a corre-
sponding use of class NbinomParameter with slot size = 1 which may be generated, e.g. by
new("NbinomParameter", prob, size = 1, name = "Parameter of a Geometric distribution")

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
Defunct

distrARITH Arithmetics on Distributions

Description
Provides information on the interpretation of arithmetics operating on Distributions in package distr

Usage
distrARITH(library = NULL)
Distribution-class 51

Arguments
library a character vector with path names of R libraries, or NULL. The default value
of NULL corresponds to all libraries currently known. If the default is used, the
loaded packages are searched before the libraries

Value
no value is returned

Author(s)
Peter Ruckdeschel <[email protected]>

Examples
distrARITH()

Distribution-class Class "Distribution"

Description
The Distribution-class is the mother-class of class UnivariateDistribution.

Objects from the Class

Objects can be created by calls of the form new("Distribution").

Slots
img Object of class "rSpace": the space of the image
param Object of class "OptionalParameter": the parameter
r Object of class "function": generates random numbers
d Object of class "OptionalFunction": density function
p Object of class "OptionalFunction": cumulative distribution function
q Object of class "OptionalFunction": quantile function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.
52 DistributionSymmetry-class

Methods
img signature(object = "Distribution"): returns the space of the image
param signature(object = "Distribution"): returns the parameter
r signature(object = "Distribution"): returns the random number generator
d signature(object = "Distribution"): returns the density function
p signature(object = "Distribution"): returns the cumulative distribution function
q signature(object = "Distribution"): returns the quantile function
.logExact signature(object = "Distribution"): returns slot .logExact if existing; else tries
to convert the object to a newer version of its class by conv2NewVersion and returns the
corresponding slot of the converted object.
.lowerExact signature(object = "Distribution"): returns slot .lowerExact if existing; else
tries to convert the object to a newer version of its class by conv2NewVersion and returns the
corresponding slot of the converted object.
Symmetry: returns slot Symmetry if existing; else tries to convert the object to a newer version of
its class by conv2NewVersion and returns the corresponding slot of the converted object.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
UnivariateDistribution-class Parameter-class

DistributionSymmetry-class
Class of Symmetries for Distributions

Description
Class of symmetries for distributions.

Objects from the Class

A virtual Class: No objects may be created from it.

Slots
type Object of class "character": discribes type of symmetry.
SymmCenter Object of class "OptionalNumeric": center of symmetry.
DistrList 53

Extends

Class "Symmetry", directly.

Author(s)

Matthias Kohl <[email protected]>

See Also

Symmetry-class, Distribution-class, OptionalNumeric-class

DistrList Generating function for DistrList-class

Description

Generates an object of class "DistrList".

Usage

DistrList(..., Dlist)

Arguments

... Objects of class "Distribution" (or subclasses)

Dlist an optional list or object of class "DistrList"; if not missing it is appended to
argument ...; this way DistrList may also be called with a list (or "DistrList"-
object) as argument as suggested in an e-mail by Krunoslav Sever (thank you!)

Value

Object of class "DistrList"

Author(s)

Matthias Kohl <[email protected]>

See Also

DistrList-class, UnivarDistrList-class, UnivarDistrList

54 DistrList-class

Examples
(DL <- DistrList(Norm(), Exp(), Pois()))
plot(DL)
as(Norm(), "DistrList")

## The function is currently defined as

function(...){
new("DistrList", list(...))
}

DistrList-class List of distributions

Description
Create a list of distributions

Objects from the Class

Objects can be created by calls of the form new("DistrList", ...). More frequently they are
created via the generating function DistrList.

Slots
.Data Object of class "list". A list of distributions.

Extends
Class "list", from data part.
Class "vector", by class "list".

Methods
show signature(object = "DistrList")
plot signature(object = "DistrList")
coerce signature(from = "Distribution", to = "DistrList"): create a "DistrList"
object from a "Distribution" object

Author(s)
Matthias Kohl <[email protected]>

See Also
DistrList, Distribution-class
distrMASK 55

Examples

(DL <- new("DistrList", list(Norm(), Exp())))

plot(DL)
as(Norm(), "DistrList")

distrMASK Masking of/by other functions in package "distr"

Description

Provides information on the (intended) masking of and (non-intended) masking by other other func-
tions in package distr

Usage

distrMASK(library = NULL)

Arguments

library a character vector with path names of R libraries, or NULL. The default value
of NULL corresponds to all libraries currently known. If the default is used, the
loaded packages are searched before the libraries

Value

no value is returned

Author(s)

Peter Ruckdeschel <[email protected]>

Examples

distrMASK()
56 distroptions

distroptions functions to change the global variables of the package ‘distr’

Description
With distroptions and getdistrOption you may inspect and change the global variables used
by package distr.

Usage
distroptions(...)
getdistrOption(x)

Arguments
... any options can be defined, using name = value or by passing a list of such
tagged values.
x a character string holding an option name.

Details
Invoking distroptions() with no arguments returns a list with the current values of the options.
To access the value of a single option, one should use getdistrOption("WarningSim"), e.g.,
rather than distroptions("WarningSim") which is a list of length one.

Value
distroptions() returns a list of the global options of distr.
distroptions("RtoDPQ.e") returns the global option RtoDPQ.e as a list of length 1.
distroptions("RtoDPQ.e" = 3) sets the value of the global option RtoDPQ.e to 3. getdistrOption("RtoDPQ.e")
the current value set for option RtoDPQ.e.

Currently available options

DefaultNrGridPoints default number of grid points in integration, default value: 2^12
DistrResolution minimal spacing between two mass points in a discrete distribution, default
value: 1e-6
DistrCollapse logical; in discrete distributions, shall support points with distance smaller than
DistrResolution be collapsed; default value: TRUE
TruncQuantile argument for q-slot at which to truncate; also, for discrete distributions, support is
restricted to [q(TruncQuantile),q(1-TruncQuantile)], default value: 1e-5
DefaultNrFFTGridPointsExponent by default, for e = DefaultNrFFTGridPointsExponent, FFT
uses 2e gridpoints; default value: 12
RtoDPQ.e by default, for reconstructing the d-,p-,q-slots out of simulations by slot r, RtoDPQ resp.
RtoDPQ.d use 10e simulations, where e = RtoDPQ.e, default value: 5
distroptions 57

WarningSim if WarningSim==TRUE, print/show issue a warning as to the precision of d-,p-,q-slots

when these are obtained by RtoDPQ resp. RtoDPQ.d, default value: TRUE
WarningArith if WarningArith==TRUE, print/show issue a warning as to the interpretation of
arithmetics operating on distributions, when the corresponding distribution to be plotted/shown
is obtained by such an operation; keep in mind that arithmetics in fact operate on random
variables distributed according to the given distributions and not on corresponding cdf’s or
densities; default value: TRUE
withSweave is code run in Sweave (then no new graphic devices are opened), default value: FALSE
withgaps controls whether in the return value of arithmetic operations the slot gaps of an the
AbscontDistribution part is filled automatically based on empirical evaluations via setgaps
—default TRUE
simplifyD controls whether in the return value of arithmetic operations there is a call to simplifyD
or not —default TRUE
use.generalized.inverse.by.default logical; decides whether by default (i.e., if argument generalized
of solve is not explicitely set), solve is to use generalized inverses if the original solve-
method from package base fails; if the option is FALSE, in case of failure, and unless argument
generalized is not explicitely set to TRUE, solve will throw an error as is the base-method
behavior. The default value is TRUE.
DistrCollapse.Unique.Warn controls whether there is a warning whenever collapsing occurs or
when two points are collapsed by a call to unique() (default behaviour if DistrCollapse is
FALSE); —default FALSE
warn.makeDNew controls whether a warning is issued once in internal utility .makeDNew standard
integration with integrate throws an error—default TRUE

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
options, getOption

Examples
distroptions("RtoDPQ.e") # returns the value of RtoDPQ.e, by default = 5
currentDistrOptions <- distroptions()
distroptions(RtoDPQ.e = 6)
distroptions("RtoDPQ.e")
getdistrOption("RtoDPQ.e")
distroptions(c("WarningSim","WarningArith"))
getdistrOption("WarningSim")
distroptions("WarningSim" = FALSE)
# switches off warnings as to (In)accuracy due to simulations
distroptions("WarningArith" = FALSE)
# switches off warnings as to arithmetics
distroptions(currentDistrOptions)
58 DistrSymmList

DistrSymmList Generating function for DistrSymmList-class

Description

Generates an object of class "DistrSymmList".

Usage

DistrSymmList(...)

Arguments

... Objects of class "DistributionSymmetry" which shall form the list of symme-
try types.

Value

Object of class "DistrSymmList"

Author(s)

Matthias Kohl <[email protected]>

See Also

DistrSymmList-class

Examples

DistrSymmList(NoSymmetry(), SphericalSymmetry(SymmCenter = 1),

EllipticalSymmetry(SymmCenter = 2))

## The function is currently defined as

function (...){
new("DistrSymmList", list(...))
}
DistrSymmList-class 59

DistrSymmList-class List of Symmetries for a List of Distributions

Description
Create a list of symmetries for a list of distributions

Objects from the Class

Objects can be created by calls of the form new("DistrSymmList", ...). More frequently they
are created via the generating function DistrSymmList.

Slots
.Data Object of class "list". A list of objects of class "DistributionSymmetry".

Extends
Class "list", from data part.
Class "vector", by class "list".

Author(s)
Matthias Kohl <[email protected]>

See Also
DistributionSymmetry-class

Examples
new("DistrSymmList", list(NoSymmetry(), SphericalSymmetry(SymmCenter = 1),
EllipticalSymmetry(SymmCenter = 2)))

EllipticalSymmetry Generating function for EllipticalSymmetry-class

Description
Generates an object of class "EllipticalSymmetry".

Usage
EllipticalSymmetry(SymmCenter = 0)
60 EllipticalSymmetry-class

Arguments
SymmCenter numeric: center of symmetry

Value
Object of class "EllipticalSymmetry"

Author(s)
Matthias Kohl <[email protected]>

See Also
EllipticalSymmetry-class, DistributionSymmetry-class

Examples
EllipticalSymmetry()

## The function is currently defined as

function(SymmCenter = 0){
new("EllipticalSymmetry", SymmCenter = SymmCenter)
}

EllipticalSymmetry-class
Class for Elliptically Symmetric Distributions

Description
Class for elliptically symmetric distributions.

Objects from the Class

Objects can be created by calls of the form new("EllipticalSymmetry"). More frequently they
are created via the generating function EllipticalSymmetry. Elliptical symmetry for instance
leads to a simplification for the computation of optimally robust influence curves.

Slots
type Object of class "character": contains “elliptical symmetric distribution”
SymmCenter Object of class "numeric": center of symmetry

Extends
Class "DistributionSymmetry", directly.
Class "Symmetry", by class "DistributionSymmetry".
EmpiricalDistribution 61

Author(s)
Matthias Kohl <[email protected]>

See Also
EllipticalSymmetry, DistributionSymmetry-class

Examples
new("EllipticalSymmetry")

EmpiricalDistribution Generating function "EmpiricalDistribution"

Description
Generates an object of class "DiscreteDistribution"

Usage
EmpiricalDistribution(data, .withArith=FALSE, .withSim=FALSE,
.lowerExact = TRUE, .logExact = FALSE,
.DistrCollapse = getdistrOption("DistrCollapse"),
.DistrCollapse.Unique.Warn =
getdistrOption("DistrCollapse.Unique.Warn"),
.DistrResolution = getdistrOption("DistrResolution"),
Symmetry = NoSymmetry())

Arguments
data numeric vector with data.
.withArith normally not set by the user, but if determining the entries supp, prob distribu-
tional arithmetics was involved, you may set this to TRUE.
.withSim normally not set by the user, but if determining the entries supp, prob simula-
tions were involved, you may set this to TRUE.
.lowerExact normally not set by the user: whether the lower.tail=FALSE part is calculated
exactly, avoing a “1-.”.
.logExact normally not set by the user: whether in determining slots d,p,q, we make
particular use of a logarithmic representation to enhance accuracy.
.DistrCollapse controls whether in generating a new discrete distribution, support points closer
together than .DistrResolution are collapsed.
.DistrCollapse.Unique.Warn
controls whether there is a warning whenever collapsing occurs or when two
points are collapsed by a call to unique() (default behaviour if .DistrCollapse
is FALSE)
62 EuclideanSpace-class

.DistrResolution
minimal spacing between two mass points in a discrete distribution
Symmetry you may help R in calculations if you tell it whether the distribution is non-
symmetric (default) or symmetric with respect to a center; in this case use
Symmetry=SphericalSymmetry(center).

Details
The function is a simple utility function providing a wrapper to the generating function DiscreteDistribution.
Typical usage is

EmpiricalDistribution(data)

Value
Object of class "DiscreteDistribution"

Author(s)
Matthias Kohl <[email protected]>

See Also
DiscreteDistribution DiscreteDistribution-class

Examples
x <- rnorm(20)
D1 <- EmpiricalDistribution(data = x)
D1

plot(D1)

EuclideanSpace-class Class "EuclideanSpace"

Description
The distribution-classes contain a slot where the sample space is stored. One typical sample space
is the Euclidean Space in dimension k.

Usage
EuclideanSpace(dimension = 1)

Arguments
dimension positive integer: dimension of the Euclidean space (default =1)
EuclideanSpace-class 63

Objects from the Class

Objects could theoretically be created by calls of the form new("EuclideanSpace", dimension, name).
Usually an object of this class is not needed on its own. EuclideanSpace is the mother-class of the
class Reals, which is generated automatically when a univariate absolutly continuous distribution
is instantiated.

Slots

dimension Object of class "numeric": the dimension of the space, by default = 1

name Object of class "character": the name of the space, by default = "Euclidean Space"

Extends

Class "rSpace", directly.

Methods

initialize signature(.Object = "EuclideanSpace"): initialize method

liesIn signature(object = "EuclideanSpace", x = "numeric"): Does a particular vector lie
in this space or not?
dimension signature(object = "EuclideanSpace"): returns the dimension of the space
dimension<- signature(object = "EuclideanSpace"): modifies the dimension of the space

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

rSpace-class Reals-class Distribution-class liesIn-methods

Examples
E <- EuclideanSpace(dimension = 2)
dimension(E) # The dimension of this space is 2.
dimension(E) <- 3 # The dimension of this space is now 3.
liesIn(E,c(0,0,0)) # TRUE
liesIn(E,c(0,0)) # FALSE
64 Exp-class

Exp-class Class "Exp"

Description
The exponential distribution with rate λ has density

f (x) = λe−λx

for x ≥ 0.
C.f. rexp

Objects from the Class

Objects can be created by calls of the form Exp(rate). This object is an exponential distribution.

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "ExpParameter": the parameter of this distribution (rate), declared at its
instantiation
r Object of class "function": generates random numbers (calls function rexp)
d Object of class "function": density function (calls function dexp)
p Object of class "function": cumulative function (calls function pexp)
q Object of class "function": inverse of the cumulative function (calls function qexp)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "ExpOrGammaOrChisq", directly.
Class "AbscontDistribution", by class "ExpOrGammaOrChisq".
Class "UnivariateDistribution", by class "AbscontDistribution". Class "Distribution",
by class "AbscontDistribution".
ExpParameter-class 65

Is-Relations
By means of setIs, R “knows” that a distribution object obj of class "Exp" also is a Gamma
distribution with parameters shape = 1, scale = 1/rate(obj) and a Weibull distribution with
parameters shape = 1, scale = 1/rate(obj)

Methods
initialize signature(.Object = "Exp"): initialize method
rate signature(object = "Exp"): returns the slot rate of the parameter of the distribution
rate<- signature(object = "Exp"): modifies the slot rate of the parameter of the distribution
* signature(e1 = "Exp", e2 = "numeric"): For the exponential distribution we use its
closedness under positive scaling transformations.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
ExpParameter-class AbscontDistribution-class Reals-class rexp

Examples
E <- Exp(rate = 1) # E is a exp distribution with rate = 1.
r(E)(1) # one random number generated from this distribution, e.g. 0.4190765
d(E)(1) # Density of this distribution is 0.3678794 for x = 1.
p(E)(1) # Probability that x < 1 is 0.6321206.
q(E)(.1) # Probability that x < 0.1053605 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
rate(E) # rate of this distribution is 1.
rate(E) <- 2 # rate of this distribution is now 2.
is(E, "Gammad") # yes
as(E,"Gammad")
is(E, "Weibull")
E+E+E ### a Gammad -distribution
2*E+Gammad(scale=1)

ExpParameter-class Class "ExpParameter"

Description
The parameter of an exponential distribution, used by Exp-class and DExp-class
66 ExpParameter-class

Objects from the Class

Objects can be created by calls of the form new("ExpParameter", rate). Usually an object of
this class is not needed on its own, it is generated automatically when an object of the class Exp is
instantiated.

Slots

rate Object of class "numeric": the rate of an exponential distribution

name Object of class "character": a name / comment for the parameters

Extends

Class "Parameter", directly.

Methods

initialize signature(.Object = "ExpParameter"): initialize method

rate signature(object = "ExpParameter"): returns the slot rate of the parameter of the dis-
tribution
rate<- signature(object = "ExpParameter"): modifies the slot rate of the parameter of the
distribution

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

Exp-class DExp-class Parameter-class

Examples

W <- new("ExpParameter", rate = 1)

rate(W) # rate of this distribution is 1.
rate(W) <- 2 # rate of this distribution is now 2.
Fd-class 67

Fd-class Class "Fd"

Description
The F distribution with df1 = n1 , by default = 1, and df2 = n2 , by default = 1, degrees of freedom
has density
 n1 /2  −(n1 +n2 )/2
Γ(n1 /2 + n2 /2) n1 n1 x
d(x) = xn1 /2−1 1 +
Γ(n1 /2)Γ(n2 /2) n2 n2

for x > 0.
C.f. rf

Objects from the Class

Objects can be created by calls of the form Fd(df1, df2). This object is a F distribution.

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "FParameter": the parameter of this distribution (df1 and df2), declared at
its instantiation
r Object of class "function": generates random numbers (calls function rf)
d Object of class "function": density function (calls function df)
p Object of class "function": cumulative function (calls function pf)
q Object of class "function": inverse of the cumulative function (calls function qf)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".
68 Fd-class

Methods
initialize signature(.Object = "Fd"): initialize method
df1 signature(object = "Fd"): returns the slot df1 of the parameter of the distribution
df1<- signature(object = "Fd"): modifies the slot df1 of the parameter of the distribution
df2 signature(object = "Fd"): returns the slot df2 of the parameter of the distribution
df2<- signature(object = "Fd"): modifies the slot df2 of the parameter of the distribution

Ad hoc methods
• An ad hoc method is provided for slot d if ncp!=0.
• For R Version <2.3.0 ad hoc methods are provided for slots q, r if ncp!=0; for R Version
>=2.3.0 the methods from package stats are used.

Note
It is the distribution of the ratio of the mean squares of n1 and n2 independent standard normals, and
hence of the ratio of two independent chi-squared variates each divided by its degrees of freedom.
Since the ratio of a normal and the root mean-square of m independent normals has a Student’s tm
distribution, the square of a tm variate has a F distribution on 1 and m degrees of freedom.
The non-central F distribution is again the ratio of mean squares of independent normals of unit
variance, but those in the numerator are allowed to have non-zero means and ncp is the sum of
squares of the means.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
FParameter-class AbscontDistribution-class Reals-class rf

Examples
F <- Fd(df1 = 1, df2 = 1) # F is a F distribution with df=1 and df2=1.
r(F)(1) # one random number generated from this distribution, e.g. 29.37863
d(F)(1) # Density of this distribution is 0.1591549 for x=1 .
p(F)(1) # Probability that x<1 is 0.5.
q(F)(.1) # Probability that x<0.02508563 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
df1(F) # df1 of this distribution is 1.
df1(F) <- 2 # df1 of this distribution is now 2.
Fn <- Fd(df1 = 1, df2 = 1, ncp = 0.5)
# Fn is a F distribution with df=1, df2=1 and ncp =0.5.
d(Fn)(1) ## from R 2.3.0 on ncp no longer ignored...
flat.LCD 69

flat.LCD Flattening a list of Lebesgue decomposed distributions

Description
flattens a list of Lebesgue decomposed distributions endowed with weights to give one Lebesgue
decomposed distribution

Usage
flat.LCD(..., mixCoeff = NULL, withgaps = getdistrOption("withgaps"))

Arguments
... list of Lebesgue decomposed distributions
mixCoeff Object of class "numeric" of the same length as . . . : a vector of probabilities
for the mixing components.
withgaps logical; shall gaps be detected empirically?

Details
flat.LCD flattens a list of Lebesgue decomposed distributions given through ..., i.e., it takes
all list elements and mixing coefficients and builds up the mixed distribution (forgetting about the
components); the result will be one distribution of class UnivarLebDecDistribution. If mixCoeff
is missing, all list elements are equally weighted. It is used internally in our methods for "*", "/",
"^" (see operators-methods), Minimum, and convpow, as well in method flat.mix.

Value
flat.LCD returns an object of class UnivarLebDecDistribution.

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
UnivarLebDecDistribution-class, operators-methods

Examples
D1 <- as(Norm(),"UnivarLebDecDistribution")
D2 <- as(Pois(1),"UnivarLebDecDistribution")
D3 <- as(Binom(1,.4),"UnivarLebDecDistribution")
flat.LCD(D1,D2,D3, mixCoeff = c(0.4,0.5,0.1))
70 flat.mix

flat.mix Default procedure to fill slots d,p,q given r for Lebesgue decomposed
distributions

Description
function to do get empirical density, cumulative distribution and quantile function from random
numbers

Usage
flat.mix(object)

Arguments
object object of class UnivariateMixingDistribution

Details
flat.mix generates 10e random numbers, by default

e = RtoDP Q.e

. Replicates are assumed to be part of the discrete part, unique values to be part of the a.c.
part of the distribution. For the replicated ones, we generate a discrete distribution by a call to
DiscreteDistribution. The a.c. density is formed on the basis of n points using approxfun and
density (applied to the unique values), by default

n = Def aultN rGridP oints

. The cumulative distribution function is based on all random variables, and, as well as the quantile
function, is also created on the basis of n points using approxfun and ecdf. Of course, the results
are usually not exact as they rely on random numbers.

Value
flat.mix returns an object of class UnivarLebDecDistribution.

Note
Use RtoDPQ for absolutely continuous and RtoDPQ.d for discrete distributions.

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
UnivariateDistribution-class, density, approxfun, ecdf
FParameter-class 71

Examples
D1 <-
Norm()
D2 <-
Pois(1)
D3 <-
Binom(1,.4)
D4 <-
UnivarMixingDistribution(D1,D2,D3, mixCoeff = c(0.4,0.5,0.1),
withSimplify = FALSE)
D <- UnivarMixingDistribution(D1,D4,D1,D2, mixCoeff = c(0.4,0.3,0.1,0.2),
withSimplify = FALSE)
D
D0<-flat.mix(D)
D0
plot(D0)

FParameter-class Class "FParameter"

Description
The parameter of a F distribution, used by Fd-class

Objects from the Class

Objects can be created by calls of the form new("FParameter", df1, df2, ncp). Usually an
object of this class is not needed on its own, it is generated automatically when an object of the
class Fd is instantiated.

Slots
df1 Object of class "numeric": the degrees of freedom of the nominator of an F distribution
df2 Object of class "numeric": the degrees of freedom of the denominator of an F distribution
ncp Object of class "numeric": the noncentrality parameter of an F distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "FParameter"): initialize method
df1 signature(object = "FParameter"): returns the slot df1 of the parameter of the distribution
df1<- signature(object = "FParameter"): modifies the slot df1 of the parameter of the distri-
bution
df2 signature(object = "FParameter"): returns the slot df2 of the parameter of the distribution
df2<- signature(object = "FParameter"): modifies the slot df2 of the parameter of the distri-
bution
72 Gammad-class

ncp signature(object = "FParameter"): returns the slot ncp of the parameter of the distribu-
tion
ncp<- signature(object = "FParameter"): modifies the slot ncp of the parameter of the dis-
tribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Fd-class Parameter-class

Examples
W <- new("FParameter", df1 = 1, df2 = 1, ncp = 0)
df2(W) # df2 of this distribution is 1.
df2(W) <- 2 # df2 of this distribution is now 2.

Gammad-class Class "Gammad"

Description
The Gammad distribution with parameters shape = α, by default = 1, and scale = σ, by default
= 1, has density
1
d(x) = α xα−1 e−x/σ
σ Γ(α)
for x > 0, α > 0 and σ > 0. The mean and variance are E(X) = ασ and V ar(X) = ασ 2 . C.f.
rgamma

Objects from the Class

Objects can be created by calls of the form Gammad(scale, shape). This object is a gamma
distribution.

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "GammaParameter": the parameter of this distribution (scale and shape),
declared at its instantiation
r Object of class "function": generates random numbers (calls function rgamma)
d Object of class "function": density function (calls function dgamma)
Gammad-class 73

p Object of class "function": cumulative function (calls function pgamma)

q Object of class "function": inverse of the cumulative function (calls function qgamma)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "ExpOrGammaOrChisq", directly.
Class "AbscontDistribution", by class "ExpOrGammaOrChisq".
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "UnivariateDistribution".

Methods
initialize signature(.Object = "Gammad"): initialize method
scale signature(object = "Gammad"): returns the slot scale of the parameter of the distribution
scale<- signature(object = "Gammad"): modifies the slot scale of the parameter of the distri-
bution
shape signature(object = "Gammad"): returns the slot shape of the parameter of the distribu-
tion
shape<- signature(object = "Gammad"): modifies the slot shape of the parameter of the dis-
tribution
+ signature(e1 = "Gammad", e2 = "Gammad"): For the Gamma distribution we use its closed-
ness under convolutions.
* signature(e1 = "Gammad", e2 = "numeric"): For the Gamma distribution we use its
closedness under positive scaling transformations.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
GammaParameter-class AbscontDistribution-class Reals-class rgamma
74 GammaParameter-class

Examples
G <- Gammad(scale=1,shape=1) # G is a gamma distribution with scale=1 and shape=1.
r(G)(1) # one random number generated from this distribution, e.g. 0.1304441
d(G)(1) # Density of this distribution is 0.3678794 for x=1.
p(G)(1) # Probability that x<1 is 0.6321206.
q(G)(.1) # Probability that x<0.1053605 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
scale(G) # scale of this distribution is 1.
scale(G) <- 2 # scale of this distribution is now 2.

GammaParameter-class Class "GammaParameter"

Description
The parameter of a gamma distribution, used by Gammad-class

Objects from the Class

Objects can be created by calls of the form new("GammaParameter", shape, scale). Usually
an object of this class is not needed on its own, it is generated automatically when an object of the
class Gammad is instantiated.

Slots
shape Object of class "numeric": the shape of a Gamma distribution
scale Object of class "numeric": the scale of a Gamma distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "GammaParameter"): initialize method
scale signature(object = "GammaParameter"): returns the slot scale of a parameter of a
Gamma distribution
scale<- signature(object = "GammaParameter"): modifies the slot scale of a parameter of a
Gamma distribution
shape signature(object = "GammaParameter"): returns the slot shape of a parameter of a
Gamma distribution
shape<- signature(object = "GammaParameter"): modifies the slot shape of a parameter of a
Gamma distribution
gaps-methods 75

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Gammad-class Parameter-class

Examples
W <- new("GammaParameter",scale=1,shape=1)
shape(W) # shape of this distribution is 1.
shape(W) <- 2 # shape of this distribution is now 2.

gaps-methods Methods for Functions gaps and setgaps in Package ‘distr’

Description
[set]gaps-methods

Usage
gaps(object)
gaps(object)
gaps(object) <- value
setgaps(object, ...)
## S4 method for signature 'AbscontDistribution'
gaps(object)

## S4 method for signature 'AbscontDistribution'

setgaps(object, exactq = 6,
ngrid = 50000, ...)

Arguments
object object of class "AbscontDistribution" (or subclasses)
... further arguments to be passed to setgaps; not yet used.
value n × 2 matrix m of numerics where c(t(m)) is an ordered vector; value to be
assigned to slot gaps
exactq density values smaller than 10−exactq are considered as 0.
ngrid number of gridpoints at which the density is evaluated.
76 Geom-class

Methods
gaps signature(object = "AbscontDistribution"): returns slot gaps of an absolutely con-
tinuous distribution
setgaps signature(object = "AbscontDistribution"): tries to find out the gaps (where
d(object) is approximately 0) and fills slot gaps of object correspondingly
setgaps signature(object = "UnivarMixingDistribution"): for each mixing component, if
it has a slot gaps, tries to find out the gaps and fills slot gaps of the component correspond-
ingly, and, subsequently merges all found gap-slots of the components to a gap-slot for the
object, using internal function .mergegaps2.
gaps<- signature(object = "AbscontDistribution"): modifies slot gaps of an absolutely
continuous distribution

Geom-class Class "Geom"

Description
The geometric distribution with prob = p has density
x
p(x) = p(1 − p)

for x = 0, 1, 2, . . .
C.f. rgeom

Objects from the Class

Objects can be created by calls of the form Geom(prob). This object is a geometric distribution.

Slots
img Object of class "Naturals": The space of the image of this distribution has got dimension 1
and the name "Natural Space".
param Object of class "NbinomParameter": the parameter of this distribution (prob), declared at
its instantiation (size=1)
r Object of class "function": generates random numbers (calls function rgeom)
d Object of class "function": density function (calls function dgeom)
p Object of class "function": cumulative function (calls function pgeom)
q Object of class "function": inverse of the cumulative function (calls function qgeom). The
quantile is defined as the smallest value x such that F (x) ≥ p, where F is the distribution
function.
support Object of class "numeric": a (sorted) vector containing the support of the discrete density
function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
Geom-class 77

.withSim logical: used internally to issue warnings as to accuracy

.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "DiscreteDistribution", directly.
Class "Nbinom", directly.
Class "UnivariateDistribution", by class "DiscreteDistribution".
Class "Distribution", by class "DiscreteDistribution".

Contains-Relations
By means of a contains argument in the class declaration, R “knows” that a distribution object obj
of class "Geom" also is a negative Binomial distribution with parameters size = 1, prob = prob(obj)

Methods
initialize signature(.Object = "Geom"): initialize method
prob signature(object = "Geom"): returns the slot prob of the parameter of the distribution
prob<- signature(object = "Geom"): modifies the slot prob of the parameter of the distribution

Note
Working with a computer, we use a finite interval as support which carries at least mass 1-getdistrOption("TruncQuantile

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Nbinom-class GeomParameter-class DiscreteDistribution-class Naturals-class rgeom

Examples
G <- Geom(prob = 0.5) # G is a geometric distribution with prob = 0.5.
r(G)(1) # one random number generated from this distribution, e.g. 0
d(G)(1) # Density of this distribution is 0.25 for x = 1.
p(G)(1) # Probability that x<1 is 0.75.
q(G)(.1) # x = 0 is the smallest value x such that p(G)(x) >= 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
78 getLabel

prob(G) # prob of this distribution is 0.5.

prob(G) <- 0.6 # prob of this distribution is now 0.6.
as(G,"Nbinom")
G+G+G

getLabel Labels for distribution objects

Description
a help function to get reasonable labels for distribution objects

Usage
getLabel(x, withnames = TRUE)

Arguments
x a distribution object
withnames logical: are the parameters (if any) of x to be displayed with names?

Remark
The need for this helper function (external to our plot methods) was brought to our attention in a
mail by Kouros Owzar <[email protected]>.

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
plot-methods

Examples
## example due to Kouros Owzar:
foo<- function(law,n, withnames = TRUE)
{
data.frame(muhat=mean(r(law)(n)),n=n,law= getLabel(law,withnames))
}
### a function that groups certain informations on
## created with distribution objects
do.call("rbind",lapply(list(Exp(1),Norm(0,1),Weibull(1,1)),foo,n=100))
do.call("rbind",lapply(list(Exp(1),Norm(0,1),Weibull(1,1)),foo,n=100,FALSE))
getLow,getUp 79

getLow,getUp getLow, getUp functions of package distr

Description
getLow, getUp return lower and upper endpoint of a distribution — truncated to lower/upper TruncQuantile
if infinite; in case of an object of class "LatticeDistribution" with infinite lattice length, we
search for the smallest/largest point in the lattice which is returned by succesive halving of x=0.5
in q(object)(x, lower.tail) for lower.tail TRUE resp. false.

Usage
## S4 method for signature 'AbscontDistribution'
getUp(object,
eps = getdistrOption("TruncQuantile"))
## S4 method for signature 'DiscreteDistribution'
getUp(object, ...)
## S4 method for signature 'LatticeDistribution'
getUp(object, ...)
## S4 method for signature 'UnivarLebDecDistribution'
getUp(object,
eps = getdistrOption("TruncQuantile"))
## S4 method for signature 'UnivarMixingDistribution'
getUp(object,
eps = getdistrOption("TruncQuantile"))
## S4 method for signature 'AbscontDistribution'
getLow(object,
eps = getdistrOption("TruncQuantile"))
## S4 method for signature 'DiscreteDistribution'
getLow(object, ...)
## S4 method for signature 'LatticeDistribution'
getLow(object, ...)
## S4 method for signature 'UnivarLebDecDistribution'
getLow(object,
eps = getdistrOption("TruncQuantile"))
## S4 method for signature 'UnivarMixingDistribution'
getLow(object,
eps = getdistrOption("TruncQuantile"))

Arguments
object a distribution object
eps truncation point (numeric)
... for convenience only; makes it possible to call getLow, getUp with argument
eps no matter of the class of object; is ignored in these functions.
80 Huberize-methods

Value
getLow,getUp a numeric of length 1

Author(s)
Peter Ruckdeschel <[email protected]>

Huberize-methods Methods for function Huberize in Package ‘distr’

Description
Huberize-methods

Usage
Huberize(object, ...)
## S4 method for signature 'AcDcLcDistribution'
Huberize(object,lower,upper,
withSimplify = getdistrOption("simplifyD"))

Arguments
object distribution object
... further arguments for Huberize; takes up lower, upper, withSimplify.
lower numeric; lower truncation point
upper numeric; upper truncation point
withSimplify logical; is result to be piped through a call to simplifyD?

Value
the corresponding distribution of the truncated random variable

Methods
Huberize signature(object = "AcDcLcDistribution"): returns the unconditioned distribu-
tion of min(upper,max(X,lower)), if X is distributed according to object; the result is of
class "UnivarLebDecDistribution" in general.

See Also
Truncate

Examples
Hub <- Huberize(Norm(),lower=-1,upper=2)
Hub
plot(Hub)
Hyper-class 81

Hyper-class Class "Hyper"

Description
The hypergeometric distribution is used for sampling without replacement. The density of this
distribution with parameters m, n and k (named N p, N − N p, and n, respectively in the reference
below) is given by     
m n m+n
p(x) =
x k−x k
for x = 0, . . . , k. C.f. rhyper

Objects from the Class

Objects can be created by calls of the form Hyper(m, n, k). This object is a hypergeometric
distribution.

Slots
img Object of class "Naturals": The space of the image of this distribution has got dimension 1
and the name "Natural Space".
param Object of class "HyperParameter": the parameter of this distribution (m, n, k), declared at
its instantiation
r Object of class "function": generates random numbers (calls function rhyper)
d Object of class "function": density function (calls function dhyper)
p Object of class "function": cumulative function (calls function phyper)
q Object of class "function": inverse of the cumulative function (calls function qhyper). The
α-quantile is defined as the smallest value x such that p(x) ≥ α], where p is the cumulative
function.
support: Object of class "numeric": a (sorted) vector containing the support of the discrete den-
sity function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "DiscreteDistribution", directly.
Class "UnivariateDistribution", by class "DiscreteDistribution".
Class "Distribution", by class "DiscreteDistribution".
82 HyperParameter-class

Methods
initialize signature(.Object = "Hyper"): initialize method
m signature(object = "Hyper"): returns the slot m of the parameter of the distribution
m<- signature(object = "Hyper"): modifies the slot m of the parameter of the distribution
n signature(object = "Hyper"): returns the slot n of the parameter of the distribution
n<- signature(object = "Hyper"): modifies the slot n of the parameter of the distribution
k signature(object = "Hyper"): returns the slot k of the parameter of the distribution
k<- signature(object = "Hyper"): modifies the slot k of the parameter of the distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
HyperParameter-class DiscreteDistribution-class Naturals-class rhyper

Examples
H <- Hyper(m=3,n=3,k=3) # H is a hypergeometric distribution with m=3,n=3,k=3.
r(H)(1) # one random number generated from this distribution, e.g. 2
d(H)(1) # Density of this distribution is 0.45 for x=1.
p(H)(1) # Probability that x<1 is 0.5.
q(H)(.1) # x=1 is the smallest value x such that p(H)(x)>=0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
m(H) # m of this distribution is 3.
m(H) <- 2 # m of this distribution is now 2.

HyperParameter-class Class "HyperParameter"

Description
The parameter of a hypergeometric distribution, used by Hyper-class

Objects from the Class

Objects can be created by calls of the form new("HyperParameter", k, m, n). Usually an object
of this class is not needed on its own, it is generated automatically when an object of the class Hyper
is instantiated.
HyperParameter-class 83

Slots
k Object of class "numeric": k of a hypergeometric distribution
m Object of class "numeric": m of a hypergeometric distribution
n Object of class "numeric": n of a hypergeometric distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "HyperParameter"): initialize method
k signature(object = "HyperParameter"): returns the slot k of the parameter of the distribu-
tion
k<- signature(object = "HyperParameter"): modifies the slot k of the parameter of the dis-
tribution
m signature(object = "HyperParameter"): returns the slot m of the parameter of the distribu-
tion
m<- signature(object = "HyperParameter"): modifies the slot m of the parameter of the
distribution
n signature(object = "HyperParameter"): returns the slot n of the parameter of the distribu-
tion
n<- signature(object = "HyperParameter"): modifies the slot n of the parameter of the dis-
tribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Hyper-class Parameter-class

Examples
W <- new("HyperParameter",k=3, m=3, n=3)
m(W) # m of this distribution is 3.
m(W) <- 2 # m of this distribution is now 2.
84 img-methods

igamma Inverse of the digamma function

Description
Function igamma is a numerical inverse of digamma.

Usage
igamma(v)

Arguments
v a numeric in the range [-100000,18]

Details
igamma is vectorized; it is won by spline inversion of a grid; it works well for range [digamma(1e-
5);digamma(1e8)] or [-100000,18].

Value
igamma(x) is a value u such that digamma(u is approximately x.

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
digamma

Examples
igamma(digamma(c(1e-4,1,20,1e8)))

img-methods Methods for Function img in Package ‘distr’

Description
img-methods

Methods
img signature(object = "Distribution"): returns the image space / domain of the distribu-
tion
k-methods 85

k-methods Methods for Function k in Package ‘distr’

Description

k-methods

Methods

k signature(object = "HyperParameter"): returns the slot k of the parameter of the distribu-

tion
k<- signature(object = "HyperParameter"): modifies the slot k of the parameter of the dis-
tribution
k signature(object = "Hyper"): returns the slot k of the parameter of the distribution
k<- signature(object = "Hyper"): modifies the slot k of the parameter of the distribution

lambda-methods Methods for Function lambda in Package ‘distr’

Description

lambda-methods

Methods

lambda signature(object = "PoisParameter"): returns the slot lambda of the parameter of

the distribution
lambda<- signature(object = "PoisParameter"): modifies the slot lambda of the parameter
of the distribution
lambda signature(object = "Pois"): returns the slot lambda of the parameter of the distri-
bution
lambda<- signature(object = "Pois"): modifies the slot lambda of the parameter of the
distribution
86 Lattice-class

Lattice-class Class "Lattice"

Description
Class Lattice formalizes an affine linearly generated grid of (support) points pivot + (0:(Length-1)) * width;
this is used for subclass LatticeDistribution of class DiscreteDistribution which in addition
to the latter contains a slot lattice of class Lattice.

Usage
Lattice(pivot = 0, width = 1, Length = 2, name = "a lattice")

Arguments
pivot the (finite) utmost left or right value of the lattice
width the (finite) grid-width; if negative the lattice is expanded to the left, else to the
right
Length the (possibly infinite) length of the lattice
name the (possibly empty) name of the lattice (inherited from class rSpace)

Objects from the Class

Objects may be generated by calling the generating function Lattice.

Slots
pivot Object of class "numeric": — the pivot of the lattice; must be of length 1
width Object of class "numeric": — the width of the lattice; must be of length 1 and must not be
0
Length Object of class "numeric": — the width of the lattice; must be an integer > 0 of length 1
name Object of class "character": the name of the space, by default = "a lattice"

Extends
Class "rSpace", directly.

Methods
pivot signature(.Object = "Lattice"): returns the 'pivot' slot
pivot<- signature(.Object = "Lattice"): modifies the 'pivot' slot
width signature(.Object = "Lattice"): returns the 'width' slot
width<- signature(.Object = "Lattice"): modifies the 'width' slot
Length signature(.Object = "Lattice"): returns the 'Length' slot
Length<- signature(.Object = "Lattice"): modifies the 'Length' slot
LatticeDistribution 87

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
rSpace-class LatticeDistribution-class

Examples
L <- Lattice(pivot = 0, width = 1, Length = Inf, name = "the Naturals")
name(L)
pivot(L) <- 1 ### now starting from 1

LatticeDistribution Class "LatticeDistribution"

Description
The LatticeDistribution-class is the mother-class of the classes Binom, Dirac, Geom, Hyper,
Nbinom and Poisson. It formalizes a distribution on a regular affine linear lattice.

Usage
LatticeDistribution(lattice = NULL, supp = NULL, prob = NULL,
.withArith = FALSE, .withSim = FALSE,
DiscreteDistribution = NULL, check = TRUE,
Symmetry = NoSymmetry())

Arguments
DiscreteDistribution
an object of class DiscreteDistribution or AffLinDiscreteDistribution
to be coerced to LatticeDistribution or AffLinLatticeDistribution, re-
spectively
lattice lattice (of class Lattice) which determines the support of the discrete distribu-
tion.
supp numeric vector which forms the support of the discrete distribution.
prob vector of probability weights for the elements of supp.
.withArith normally not set by the user, but if determining the entries supp, prob distribu-
tional arithmetics was involved, you may set this to TRUE.
.withSim normally not set by the user, but if determining the entries supp, prob simula-
tions were involved, you may set this to TRUE.
check logical: if TRUE, LatticeDistribution() throws an error if argument lattice
and other arguments are inconsistent or if there is no way to automatically gener-
ate a lattice argument. If check == FALSE, LatticeDistribution() returns
an object of DiscreteDistribution, ignoring argument lattice
88 LatticeDistribution

Symmetry you may help R in calculations if you tell it whether the distribution is non-
symmetric (default) or symmetric with respect to a center; in this case use
Symmetry=SphericalSymmetry(center).

Details
Typical usages are

LatticeDistribution(DiscreteDistribution)
LatticeDistribution(lattice, DiscreteDistribution)
LatticeDistribution(lattice, supp, prob, .withArith, .withSim, check = FALSE)
LatticeDistribution(lattice, supp, prob)
LatticeDistribution(supp)

For the generating function LatticeDistribution(), the arguments are processed in the follow-
ing order:

Arguments .withSim and .withArith are used in any case.

If there is an argument DiscreteDistribution (of the respective class), all its slots (except for
.withSim and .withArith) will be used for filling the slots of the object of class LatticeDistribution()/AffLinLatticeD
If in addition, there is an argument lattice of class Lattice, it will be checked for consistency
with argument DiscreteDistribution and if oK will be used for slot lattice of the object of class
LatticeDistribution()/AffLinLatticeDistribution(). In case there is no lattice argu-
ment, slot lattice will be constructed from slot support from argument DiscreteDistribution.

If there is no argument DiscreteDistribution, but there are arguments supp and lattice (the
latter of class Lattice) then these are checked for consistency and if oK, generating function
DiscreteDistribution() is called with arguments supp, prob, .withArith, and .withSim to
produce an object of class DiscreteDistribution the slots of which will be used for the filling
the slots of the object of class LatticeDistribution()/AffLinLatticeDistribution(). If in
this case, argument prob is not given explicitely, all elements in supp are equally weighted.

If there is no argument DiscreteDistribution, but there is an argument lattice of class Lattice

(but no argument slot) then if Length(lattice) is finite, a corresponding support vector supp
is generated from argument lattice and generating function DiscreteDistribution() is called
with arguments supp, prob, .withArith, and .withSim to produce an object of class DiscreteDistribution
the slots of which will be used for the filling the slots of the object of class LatticeDistribution().
If in the same situation Length(lattice) is not finite, a finite length for the support vector is ex-
tracted from argument prob and after generating supp one procedes as in the finite Length(lattice)
case.

If there is no argument DiscreteDistribution and no argument lattice of class Lattice but an

argument supp then it will be checked if supp makes for a lattice, and if so, DiscreteDistribution()
is called with arguments supp, prob, .withArith, and .withSim to produce an object of class
DiscreteDistribution the slots of which will be used for the filling the slots of the object of class
LatticeDistribution-class 89

LatticeDistribution(). The corresponding lattice-slot will be filled with information from

argument supp.

The price for this flexibility of arguments, LatticeDistribution() may be called with, is that you
should call LatticeDistribution() with named arguments only.

Note that internally we suppress lattice points from the support where the probability is 0.

Objects from the Class

The usual way to generate objects of class LatticeDistribution is to call the generating function
LatticeDistribution() (see details).
Somewhat more flexible, but also proner to inconsistencies is a call to new("LatticeDistribution"),
where you may explicitly specify random number generator, (counting) density, cumulative distri-
bution and quantile functions. For conveniance, in this call to new("LatticeDistribution"), an
additional possibility is to only specify the random number generator. The function RtoDPQ.d then
approximates the three remaining slots d, p and q by random sampling.

Note
Working with a computer, we use a finite interval as support which carries at least mass 1-getdistrOption("TruncQuantile

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
Parameter-class Lattice-class LatticeDistribution-class Reals-class RtoDPQ.d

Examples
LatticeDistribution(DiscreteDistribution = DiscreteDistribution(supp =
c(4,3,2), prob=c(0.3,0.1,0.6)))
LatticeDistribution(supp = c(4,3,2))

LatticeDistribution-class
Class "LatticeDistribution"

Description
The LatticeDistribution-class is the mother-class of the classes Binom, Dirac, Geom, Hyper,
Nbinom and Poisson. It formalizes a distribution on a regular affine linear lattice.
90 LatticeDistribution-class

Objects from the Class

The usual way to generate objects of class LatticeDistribution is to call the generating function
LatticeDistribution.
Somewhat more flexible, but also proner to inconsistencies is a call to new("LatticeDistribution"),
where you may explicitly specify random number generator, (counting) density, cumulative distri-
bution and quantile functions. For conveniance, in this call to new("LatticeDistribution"), an
additional possibility is to only specify the random number generator. The function RtoDPQ.d then
approximates the three remaining slots d, p and q by random sampling.

Slots
img Object of class "Reals": the space of the image of this distribution which has dimension 1 and
the name "Real Space"
param Object of class "Parameter": the parameter of this distribution, having only the slot name
"Parameter of a discrete distribution"
r Object of class "function": generates random numbers
d Object of class "function": (counting) density/probability function
p Object of class "function": cumulative distribution function
q Object of class "function": quantile function
support Object of class "numeric": a (sorted) vector containing the support of the discrete density
function
lattice Object of class "Lattice": the lattice generating the support.
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "UnivariateDistribution", directly.
Class "Distribution", by class "UnivariateDistribution".

Methods
initialize signature(.Object = "LatticeDistribution"): initialize method
- signature(e1 = "LatticeDistribution"): application of ‘-’ to this lattice distribution
* signature(e1 = "LatticeDistribution", e2 = "numeric"): multiplication of this lattice
distribution by an object of class ‘numeric’
/ signature(e1 = "LatticeDistribution", e2 = "numeric"): division of this lattice distri-
bution by an object of class ‘numeric’
LatticeDistribution-class 91

+ signature(e1 = "LatticeDistribution", e2 = "numeric"): addition of this lattice distri-

bution to an object of class ‘numeric’
- signature(e1 = "LatticeDistribution", e2 = "numeric"): subtraction of an object of
class ‘numeric’ from this lattice distribution
* signature(e1 = "numeric", e2 = "LatticeDistribution"): multiplication of this lattice
distribution by an object of class ‘numeric’
+ signature(e1 = "numeric", e2 = "LatticeDistribution"): addition of this lattice distri-
bution to an object of class ‘numeric’
- signature(e1 = "numeric", e2 = "LatticeDistribution"): subtraction of this lattice
distribution from an object of class ‘numeric’
+ signature(e1 = "LatticeDistribution", e2 = "LatticeDistribution"): Convolu-
tion of two lattice distributions. Slots p, d and q are approximated by grids.
- signature(e1 = "LatticeDistribution", e2 = "LatticeDistribution"): Convolu-
tion of two lattice distributions. The slots p, d and q are approximated by grids.
sqrt signature(x = "LatticeDistribution"): exact image distribution of sqrt(x).
lattice accessor method to the corresponding slot.
coerce signature(from = "LatticeDistribution", to = "DiscreteDistribution"):
coerces an object from "LatticeDistribution" to "DiscreteDistribution" thereby can-
celling out support points with probability 0.

Internal subclass "AffLinLatticeDistribution"

To enhance accuracy of several functionals on distributions, mainly from package distrEx, there is
an internally used (but exported) subclass "AffLinLatticeDistribution" which has extra slots
a, b (both of class "numeric"), and X0 (of class "LatticeDistribution"), to capture the fact that
the object has the same distribution as a * X0 + b. This is the class of the return value of methods
- signature(e1 = "LatticeDistribution")
* signature(e1 = "LatticeDistribution", e2 = "numeric")
/ signature(e1 = "LatticeDistribution", e2 = "numeric")
+ signature(e1 = "LatticeDistribution", e2 = "numeric")
- signature(e1 = "LatticeDistribution", e2 = "numeric")
* signature(e1 = "numeric", e2 = "LatticeDistribution")
+ signature(e1 = "numeric", e2 = "LatticeDistribution")
- signature(e1 = "numeric", e2 = "LatticeDistribution")
- signature(e1 = "AffLinLatticeDistribution")
* signature(e1 = "AffLinLatticeDistribution", e2 = "numeric")
/ signature(e1 = "AffLinLatticeDistribution", e2 = "numeric")
+ signature(e1 = "AffLinLatticeDistribution", e2 = "numeric")
- signature(e1 = "AffLinLatticeDistribution", e2 = "numeric")
* signature(e1 = "numeric", e2 = "AffLinLatticeDistribution")
+ signature(e1 = "numeric", e2 = "AffLinLatticeDistribution")
92 Length-methods

- signature(e1 = "numeric", e2 = "AffLinLatticeDistribution")

There is also an explicit coerce-method from class "AffLinLatticeDistribution" to class "AffLinDiscreteDistributi
which cancels out support points with probability 0.

Note
Working with a computer, we use a finite interval as support which carries at least mass 1-getdistrOption("TruncQuantile

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
LatticeDistribution Parameter-class Lattice-class UnivariateDistribution-class DiscreteDistribution-cl
Binom-class Dirac-class Geom-class Hyper-class Nbinom-class Pois-class AbscontDistribution-class
Reals-class RtoDPQ.d

Examples
B <- Binom(prob = 0.1,size = 10) # B is a Binomial distribution w/ prob=0.1 and size=10.
P <- Pois(lambda = 1) # P is a Poisson distribution with lambda = 1.
D1 <- B+1 # a new Lattice distributions with exact slots d, p, q
D2 <- D1*3 # a new Lattice distributions with exact slots d, p, q
D3 <- B+P # a new Lattice distributions with approximated slots d, p, q
D4 <- D1+P # a new Lattice distributions with approximated slots d, p, q
support(D4) # the (approximated) support of this distribution is 1, 2, ..., 21
r(D4)(1) # one random number generated from this distribution, e.g. 4
d(D4)(1) # The (approximated) density for x=1 is 0.1282716.
p(D4)(1) # The (approximated) probability that x<=1 is 0.1282716.
q(D4)(.5) # The (approximated) 50 percent quantile is 3.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)

Length-methods Methods for Function Length in Package ‘distr’

Description
Length-methods

Methods
Length signature(object = "Lattice"): returns the slot Length of the lattice
Length<- signature(object = "Lattice"): modifies the slot Length of the lattice
Length signature(object = "LatticeDistribution"): returns the slot Length of the lattice
slot of the distribution
Length<- signature(object = "LatticeDistribution"): modifies the slot Length of the lat-
tice slot of the distribution
liesIn-methods 93

liesIn-methods Methods for Function liesIn in Package ‘distr’

Description
liesIn-methods

Methods
liesIn signature(object = "EuclideanSpace", x = "numeric"):
Does a particular vector lie in this space or not?
liesIn signature(object = "Naturals", x = "numeric"):
Does a particular vector only contain naturals?

liesInSupport Generic Function for Testing the Support of a Distribution

Description
The function tests if x lies in the support of the distribution object.

Usage
liesInSupport(object, x, ...)
## S4 method for signature 'UnivarLebDecDistribution,numeric'
liesInSupport(object,x, checkFin = FALSE)
## S4 method for signature 'UnivarMixingDistribution,numeric'
liesInSupport(object,x, checkFin = FALSE)
## S4 method for signature 'LatticeDistribution,numeric'
liesInSupport(object,x, checkFin = FALSE)
## S4 method for signature 'DiscreteDistribution,numeric'
liesInSupport(object,x, checkFin = FALSE)
## S4 method for signature 'AbscontDistribution,numeric'
liesInSupport(object,x, checkFin = FALSE)
## S4 method for signature 'Distribution,matrix'
liesInSupport(object,x, checkFin = FALSE)
## S4 method for signature 'ExpOrGammaOrChisq,numeric'
liesInSupport(object,x, checkFin = TRUE)
## S4 method for signature 'Lnorm,numeric'
liesInSupport(object,x, checkFin = TRUE)
## S4 method for signature 'Fd,numeric'
liesInSupport(object,x, checkFin = TRUE)
## S4 method for signature 'Norm,numeric'
liesInSupport(object,x, checkFin = TRUE)
94 liesInSupport

## S4 method for signature 'DExp,numeric'

liesInSupport(object,x, checkFin = TRUE)
## S4 method for signature 'Cauchy,numeric'
liesInSupport(object,x, checkFin = TRUE)
## S4 method for signature 'Td,numeric'
liesInSupport(object,x, checkFin = TRUE)
## S4 method for signature 'Logis,numeric'
liesInSupport(object,x, checkFin = TRUE)
## S4 method for signature 'Weibull,numeric'
liesInSupport(object,x, checkFin = TRUE)
## S4 method for signature 'Unif,numeric'
liesInSupport(object,x, checkFin = TRUE)
## S4 method for signature 'Beta,numeric'
liesInSupport(object,x, checkFin = TRUE)

Arguments
object object of class "Distribution"
x numeric vector or matrix
checkFin logical: in case FALSE, we simply check whether x lies in the numerical (i.e.,
possibly cut to relevant quantile range) support; in case TRUE we try to check
this by more exact techniques (e.g. in case of lattice distributions) and by using
slot .finSupport / the return values of q.l(object) in 0 and 1. This is only
used on discrete (parts of) distributions).
... used for specific arguments to particular methods.

Value
logical vector

Methods
object = "DiscreteDistribution", x = "numeric": We return a logical vector of the same length
as x with TRUE when x lies in the support of object. As support we use the value of
support(object), so this is possibly cut to relevant quantile ranges. In case checkFin is
TRUE, in addition, we flag those coordinates to TRUE where x < min(support(object)) if
is.na([email protected][1]) or [email protected][1]==FALSE or q.l(object)(0)==-Inf,
and similarly, where x > max(support(object)) if is.na([email protected][2]) or
[email protected][2]==FALSE or q.l(object)(1)==Inf. In addition we flag those coor-
dinates to TRUE where q.l(object)(0)<=x<min(support(object)) if [email protected][1]==TRUE
and, similarly, where q.l(object)(1)>=x>max(support(object)) if [email protected][2]==TRUE.
object = "Distribution", x = "matrix": Argument x is cast to vector and then the respective liesInSupport
method for vectors is called. The method throws an arror when the dispatch mechanism does
not find a suitable, applicable respective vector-method.
object = "AbscontDistribution", x = "numeric": We return a logical vector of the same length
as x with TRUE where q.l(object)(0)<=x<=q.l(object)(1) (and replace the boundary val-
ues by q.l(object)(10*.Machine$double.eps) resp. q.l(object)(1-10*.Machine$double.eps)
once the return values for 0 or 1 return are NaN.
Lnorm-class 95

object = "LatticeDistribution", x = "numeric": We return a logical vector of the same length

as x with TRUE when x lies in the support of object. As support we use the value of
support(object), so this is possibly cut to relevant quantile ranges. In case checkFin is
TRUE, we instead use the lattice information: We check whether all values (x-pivot(lattice(object))/width(latti
are non-negative integers and are non larger than Length(lattice(object))-1. In addition,
we flag those coordinates to TRUE where x < min(support(object)) if is.na([email protected][1])
or [email protected][1]==FALSE, and similarly, where x > max(support(object)) if
is.na([email protected][2]) or [email protected][2]==FALSE.
object = "UnivarLebDecDistribution", x = "numeric": We split up object into discrete and
absolutely continuous part and for each of them apply liesInSupport separately; the two
return values are combined by a coponentwise logical |.
object = "UnivarMixingDistribution", x = "numeric": We first cast object to UnivarLebDecDistribution
by flat.mix and then apply the respective method.

Author(s)
Matthias Kohl <[email protected]> and Peter Ruckdeschel <[email protected]>

See Also
Distribution-class

Examples
liesInSupport(Exp(1), rnorm(10))

# note
x <- rpois(10, lambda = 10)
liesInSupport(Pois(1), x)
# better
liesInSupport(Pois(1), x, checkFin = TRUE)
liesInSupport(Pois(1), 1000*x, checkFin = TRUE)
liesInSupport(-10*Pois(1), -10*x+1, checkFin = TRUE)

xs = c(1000*x,runif(10))
D <- UnivarMixingDistribution(Pois(1),Unif())
liesInSupport(D, xs)

Lnorm-class Class "Lnorm"

Description
The log normal distribution has density
1 2 2
d(x) = √ e−(log(x)−µ) /2σ
2πσx
where µ, by default = 0, and σ, by default = 1, are the mean and standard deviation of the loga-
rithm. C.f. rlnorm
96 Lnorm-class

Objects from the Class

Objects can be created by calls of the form Lnorm(meanlog, sdlog). This object is a log normal
distribution.

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "LnormParameter": the parameter of this distribution (meanlog and sdlog),
declared at its instantiation
r Object of class "function": generates random numbers (calls function rlnorm)
d Object of class "function": density function (calls function dlnorm)
p Object of class "function": cumulative function (calls function plnorm)
q Object of class "function": inverse of the cumulative function (calls function qlnorm)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".

Methods
initialize signature(.Object = "Lnorm"): initialize method
meanlog signature(object = "Lnorm"): returns the slot meanlog of the parameter of the dis-
tribution
meanlog<- signature(object = "Lnorm"): modifies the slot meanlog of the parameter of the
distribution
sdlog signature(object = "Lnorm"): returns the slot sdlog of the parameter of the distribution
sdlog<- signature(object = "Lnorm"): modifies the slot sdlog of the parameter of the distri-
bution
* signature(e1 = "Lnorm", e2 = "numeric"): For the Lognormal distribution we use its
closedness under positive scaling transformations.
LnormParameter-class 97

Note
The mean is E(X) = exp(µ + 1/2σ 2 ),pand the variance V ar(X) = exp(2µ + σ 2 )(exp(σ 2 ) − 1)
and hence the coefficient of variation is exp(σ 2 ) − 1 which is approximately σ when that is small
(e.g., σ < 1/2).

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
LnormParameter-class AbscontDistribution-class Reals-class rlnorm

Examples
L <- Lnorm(meanlog=1,sdlog=1) # L is a lnorm distribution with mean=1 and sd=1.
r(L)(1) # one random number generated from this distribution, e.g. 3.608011
d(L)(1) # Density of this distribution is 0.2419707 for x=1.
p(L)(1) # Probability that x<1 is 0.1586553.
q(L)(.1) # Probability that x<0.754612 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
meanlog(L) # meanlog of this distribution is 1.
meanlog(L) <- 2 # meanlog of this distribution is now 2.

LnormParameter-class Class "LnormParameter"

Description
The parameter of a log normal distribution, used by Lnorm-class

Objects from the Class

Objects can be created by calls of the form new("LnormParameter", meanlog, sdlog). Usually
an object of this class is not needed on its own, it is generated automatically when an object of the
class Lnorm is instantiated.

Slots
meanlog Object of class "numeric": the mean of a log normal distribution
sdlog Object of class "numeric": the sd of a log normal distribution
name Object of class "character": a name / comment for the parameters
98 location-methods

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "LnormParameter"): initialize method
sdlog signature(object = "LnormParameter"): returns the slot sdlog of the parameter of the
distribution
sdlog<- signature(object = "LnormParameter"): modifies the slot sdlog of the parameter of
the distribution
meanlog signature(object = "LnormParameter"): returns the slot meanlog of the parameter
of the distribution
meanlog<- signature(object = "LnormParameter"): modifies the slot meanlog of the param-
eter of the distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Lnorm-class Parameter-class

Examples
W <- new("LnormParameter",sdlog=1,meanlog=0)
meanlog(W) # meanlog of this distribution is 0.
meanlog(W) <- 2 # meanlog of this distribution is now 2.

location-methods Methods for Function location in Package ‘distr’

Description
location-methods

Methods
location signature(object = "LogisParameter"): returns the slot location of the parameter
of the distribution
location<- signature(object = "LogisParameter"): modifies the slot location of the param-
eter of the distribution
Logis-class 99

location signature(object = "Logis"): returns the slot location of the parameter of the
distribution
location<- signature(object = "Logis"): modifies the slot location of the parameter of the
distribution
location signature(object = "CauchyParameter"): returns the slot location of the parameter
of the distribution
location<- signature(object = "CauchyParameter"): modifies the slot location of the pa-
rameter of the distribution
location signature(object = "Cauchy"): returns the slot location of the parameter of the
distribution
location<- signature(object = "Cauchy"): modifies the slot location of the parameter of the
distribution
location signature(object = "DiracParameter"): returns the slot location of the parameter
of the distribution
location<- signature(object = "DiracParameter"): modifies the slot location of the param-
eter of the distribution
location signature(object = "Dirac"): returns the slot location of the parameter of the
distribution
location<- signature(object = "Dirac"): modifies the slot location of the parameter of the
distribution

Logis-class Class "Logis"

Description

The Logistic distribution with location = µ, by default = 0, and scale = σ, by default = 1, has
distribution function
1
p(x) =
1 + e−(x−µ)/σ
and density
1 e(x−µ)/σ
d(x) =
σ (1 + e(x−µ)/σ )2

It is a long-tailed distribution with mean µ and variance π 2 /3σ 2 . C.f. rlogis

Objects from the Class

Objects can be created by calls of the form Logis(location, scale). This object is a logistic
distribution.
100 Logis-class

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "LogisParameter": the parameter of this distribution (location and scale),
declared at its instantiation
r Object of class "function": generates random numbers (calls function rlogis)
d Object of class "function": density function (calls function dlogis)
p Object of class "function": cumulative function (calls function plogis)
q Object of class "function": inverse of the cumulative function (calls function qlogis)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".

Methods
initialize signature(.Object = "Logis"): initialize method
location signature(object = "Logis"): returns the slot location of the parameter of the
distribution
location<- signature(object = "Logis"): modifies the slot location of the parameter of the
distribution
scale signature(object = "Logis"): returns the slot scale of the parameter of the distribution
scale<- signature(object = "Logis"): modifies the slot scale of the parameter of the distri-
bution
* signature(e1 = "Logis", e2 = "numeric")
+ signature(e1 = "Logis", e2 = "numeric"): For the logistic location scale family we use
its closedness under affine linear transformations.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>
LogisParameter-class 101

See Also
LogisParameter-class AbscontDistribution-class Reals-class rlogis

Examples
L <- Logis(location = 1,scale = 1)
# L is a logistic distribution with location = 1 and scale = 1.
r(L)(1) # one random number generated from this distribution, e.g. 5.87557
d(L)(1) # Density of this distribution is 0.25 for x = 1.
p(L)(1) # Probability that x < 1 is 0.5.
q(L)(.1) # Probability that x < -1.197225 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
location(L) # location of this distribution is 1.
location(L) <- 2 # location of this distribution is now 2.

LogisParameter-class Class "LogisParameter"

Description
The parameter of a logistic distribution, used by Logis-class

Objects from the Class

Objects can be created by calls of the form new("LogisParameter", scale, location). Usually
an object of this class is not needed on its own, it is generated automatically when an object of the
class Logis is instantiated.

Slots
scale Object of class "numeric": the scale of a logistic distribution
location Object of class "numeric": the location of a logistic distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "LogisParameter"): initialize method
location signature(object = "LogisParameter"): returns the slot location of the parameter
of the distribution
location<- signature(object = "LogisParameter"): modifies the slot location of the param-
eter of the distribution
scale signature(object = "LogisParameter"): returns the slot scale of the parameter of the
distribution
scale<- signature(object = "LogisParameter"): modifies the slot scale of the parameter of
the distribution
102 makeAbscontDistribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Logis-class Parameter-class

Examples
W <- new("LogisParameter",location=0,scale=1)
scale(W) # scale of this distribution is 1.
scale(W) <- 2 # scale of this distribution is now 2.

m-methods Methods for Function m in Package ‘distr’

Description
m-methods

Methods
m signature(object = "HyperParameter"): returns the slot m of the parameter of the distri-
bution
m<- signature(object = "HyperParameter"): modifies the slot m of the parameter of the
distribution
m signature(object = "Hyper"): returns the slot m of the parameter of the distribution
m<- signature(object = "Hyper"): modifies the slot m of the parameter of the distribution

makeAbscontDistribution
"makeAbscontDistribution"

Description
Transforms an object of "UnivariateDistribution" to an object of class "makeAbscontDistribution".

Usage
makeAbscontDistribution(object, gaps = NULL,
param = NULL, img = NULL,
withgaps = getdistrOption("withgaps"),
ngrid = getdistrOption("DefaultNrGridPoints"),
ep = getdistrOption("TruncQuantile"))
Math-methods 103

Arguments
object Objects of class "UnivariateDistribution" (or subclasses)
gaps slot gaps (of class "matrix" with two columns) to be filled (i.e. t(gaps) must
be ordered if read as vector)
param parameter (of class "OptionalParameter")
img image range of the distribution (of class "rSpace")
withgaps logical; shall gaps be reconstructed empirically?
ngrid number of gridpoints
ep tolerance epsilon

Details
takes slot p of object and then generates an "AbscontDistribution" object using generating
function AbscontDistribution.

Author(s)
Peter Ruckdeschel <[email protected]>

Examples
Hu <- Huberize(Norm(), -2,1)
Hu
plot(Hu)
Hu0 <- makeAbscontDistribution(Hu)
Hu0
plot(Hu0)

Math-methods Methods for Functions from group ‘Math’ in Package ‘distr’

Description
Math-methods provide automatical generation of image distributions for random variables trans-
formed by functions from group Math

Methods
Math signature(x = "AbscontDistribution"): application of a mathematical function from
group Math, e.g. sin or exp (including log, log10, gamma, lgamma, digamma), to this
absolutely continouos distribution
Math signature(x = "DiscreteDistribution"): application of a mathematical function, e.g.
sin or exp (including log, log10, gamma, lgamma, digamma), to this discrete distribution
Math signature(x = "UnivarLebDecDistribution"): application of a mathematical function
from group Math, e.g. sin or exp (including log, log10, gamma, lgamma), to this Lebesgue
decomposed distribution
104 Max-methods

Math signature(x = "UnivarLebDecDistribution"): application of a mathematical function

from group Math, e.g. sin or exp (including log, log10, gamma, lgamma), to this distribu-
tion of class "AcDcLcDistribution"
abs signature(x = "AbscontDistribution"): application of function abs to this absolutely
continouos distribution; (exactly)
abs signature(x = "DiscreteDistribution"): application of function abs to this discrete
distribution; (exactly)
sign signature(x = "AbscontDistribution"): application of function abs to this absolutely
continouos distribution; (exactly)
sign signature(x = "DiscreteDistribution"): application of function abs to this discrete
continouos distribution; (exactly)
exp signature(x = "AbscontDistribution"): application of function exp to this absolutely
continouos distribution; (exactly)
exp signature(x = "DiscreteDistribution"): application of function exp to this discrete
distribution; (exactly)
log signature(x = "AbscontDistribution"): application of function log to this absolutely
continouos distribution; (exactly for R-version >2.5.1)
log signature(x = "DiscreteDistribution"): application of function log to this discrete
distribution; (exactly for R-version >2.5.1)

Max-methods Methods for Function Max in Package ‘distr’

Description

Max-methods

Methods

Max signature(object = "UnifParameter"): returns the slot Max of the parameter of the
distribution
Max<- signature(object = "UnifParameter"): modifies the slot Max of the parameter of the
distribution
Max signature(object = "Unif"): returns the slot Max of the parameter of the distribution
Max<- signature(object = "Unif"): modifies the slot Max of the parameter of the distribution
mean-methods 105

mean-methods Methods for Function mean in Package ‘distr’

Description

mean-methods

Methods

mean signature(object = "NormParameter"): returns the slot mean of the parameter of the
distribution
mean<- signature(object = "NormParameter"): modifies the slot mean of the parameter of
the distribution
mean signature(object = "Norm"): returns the slot mean of the parameter of the distribution
mean<- signature(object = "Norm"): modifies the slot mean of the parameter of the distribu-
tion

meanlog-methods Methods for Function meanlog in Package ‘distr’

Description

meanlog-methods

Methods

meanlog signature(object = "LnormParameter"): returns the slot meanlog of the parameter

of the distribution
meanlog<- signature(object = "LnormParameter"): modifies the slot meanlog of the param-
eter of the distribution
meanlog signature(object = "Lnorm"): returns the slot meanlog of the parameter of the dis-
tribution
meanlog<- signature(object = "Lnorm"): modifies the slot meanlog of the parameter of the
distribution
106 Minimum-methods

Min-methods Methods for Function Min in Package ‘distr’

Description
Min-methods

Methods
Min signature(object = "UnifParameter"): returns the slot Min of the parameter of the
distribution
Min<- signature(object = "UnifParameter"): modifies the slot Min of the parameter of the
distribution
Min signature(object = "Unif"): returns the slot Min of the parameter of the distribution
Min<- signature(object = "Unif"): modifies the slot Min of the parameter of the distribution

Minimum-methods Methods for functions Minimum and Maximum in Package ‘distr’

Description
Minimum and Maximum-methods

Usage
Minimum(e1, e2, ...)
Maximum(e1, e2, ...)
## S4 method for signature 'AbscontDistribution,AbscontDistribution'
Minimum(e1,e2, ...)
## S4 method for signature 'DiscreteDistribution,DiscreteDistribution'
Minimum(e1,e2, ...)
## S4 method for signature 'AbscontDistribution,Dirac'
Minimum(e1,e2,
withSimplify = getdistrOption("simplifyD"))
## S4 method for signature 'AcDcLcDistribution,AcDcLcDistribution'
Minimum(e1,e2,
withSimplify = getdistrOption("simplifyD"))
## S4 method for signature 'AcDcLcDistribution,AcDcLcDistribution'
Maximum(e1,e2,
withSimplify = getdistrOption("simplifyD"))
## S4 method for signature 'AbscontDistribution,numeric'
Minimum(e1,e2, ...)
## S4 method for signature 'DiscreteDistribution,numeric'
Minimum(e1,e2, ...)
Minimum-methods 107

## S4 method for signature 'AcDcLcDistribution,numeric'

Minimum(e1,e2,
withSimplify = getdistrOption("simplifyD"))
## S4 method for signature 'AcDcLcDistribution,numeric'
Maximum(e1,e2,
withSimplify = getdistrOption("simplifyD"))

Arguments
e1 distribution object
e2 distribution object or numeric
... further arguments (to be able to call various methods with the same arguments
withSimplify logical; is result to be piped through a call to simplifyD?

Value
the corresponding distribution of the minimum / maximum

Methods
Minimum signature(e1 = "AbscontDistribution", e2 = "AbscontDistribution"): re-
turns the distribution of min(X1,X2), if X1,X2 are independent and distributed according to e1
and e2 respectively; the result is again of class "AbscontDistribution"
Minimum signature(e1 = "DiscreteDistribution", e2 = "DiscreteDistribution"):
returns the distribution of min(X1,X2), if X1,X2 are independent and distributed according to
e1 and e2 respectively; the result is again of class "DiscreteDistribution"
Minimum signature(e1 = "AbscontDistribution", e2 = "Dirac"): returns the distribution
of min(X1,X2), if X1,X2 are distributed according to e1 and e2 respectively; the result is of
class "UnivarLebDecDistribution"
Minimum signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution"): returns
the distribution of min(X1,X2), if X1,X2 are distributed according to e1 and e2 respectively;
the result is of class "UnivarLebDecDistribution"
Minimum signature(e1 = "AcDcLcDistribution", e2 = "numeric"): if e2 = n, returns the
distribution of min(X1,X2,...,Xn), if X1,X2, ..., Xn are i.i.d. according to e1; the result is of
class "UnivarLebDecDistribution"
Maximum signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution"): returns
the distribution of max(X1,X2), if X1,X2 are distributed according to e1 and e2 respectively;
translates into -Minimum(-e1,-e2); the result is of class "UnivarLebDecDistribution"
Maximum signature(e1 = "AcDcLcDistribution", e2 = "numeric"): if e2 = n, returns the
distribution of max(X1,X2,...,Xn), if X1,X2, ..., Xn are i.i.d. according to e1; translates into
-Minimum(-e1,e2); the result is of class "UnivarLebDecDistribution"

See Also
Huberize, Truncate
108 name-methods

Examples
plot(Maximum(Unif(0,1), Minimum(Unif(0,1), Unif(0,1))))
plot(Minimum(Exp(4),4))
## a sometimes lengthy example...
plot(Minimum(Norm(),Pois()))

n-methods Methods for Function n in Package ‘distr’

Description

n-methods

Methods

n signature(object = "HyperParameter"): returns the slot n of the parameter of the distribu-

tion
n<- signature(object = "HyperParameter"): modifies the slot n of the parameter of the dis-
tribution
n signature(object = "Hyper"): returns the slot n of the parameter of the distribution
n<- signature(object = "Hyper"): modifies the slot n of the parameter of the distribution

name-methods Methods for Function name in Package ‘distr’

Description

name-methods

Methods

name signature(object = "Parameter"): returns the slot name of the parameter

name<- signature(object = "Parameter"): modifies the slot name of the parameter
name signature(object = "rSpace"): returns the slot name of the space
name<- signature(object = "rSpace"): modifies the slot name of the space
Naturals-class 109

Naturals-class Class "Naturals"

Description
The distribution-classes contain a slot where the sample space is stored. Typically, discrete random
variables take naturals as values.

Usage
Naturals()

Objects from the Class

Objects could theoretically be created by calls of the form new("Naturals", dimension, name).
Usually an object of this class is not needed on its own. It is generated automatically when a
univariate discrete distribution is instantiated.

Slots
dimension Object of class "character": the dimension of the space, by default = 1
name Object of class "character": the name of the space, by default = "Natural Space"

Extends
Class "Reals", directly.
Class "EuclideanSpace", by class "Reals".
Class "rSpace", by class "Reals".

Methods
initialize signature(.Object = "Naturals"): initialize method
liesIn signature(object = "Naturals", x = "numeric"): Does a particular vector only
contain naturals?

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Reals-class DiscreteDistribution-class
110 Nbinom-class

Examples
N <- Naturals()
liesIn(N,1) # TRUE
liesIn(N,c(0,1)) # FALSE
liesIn(N,0.1) # FALSE

Nbinom-class Class "Nbinom"

Description
The negative binomial distribution with size = n, by default = 1, and prob = p, by default = 0.5,
has density
Γ(x + n) n
d(x) = p (1 − p)x
Γ(n)x!
for x = 0, 1, 2, . . .
This represents the number of failures which occur in a sequence of Bernoulli trials before a target
number of successes is reached. C.f. rnbinom

Objects from the Class

Objects can be created by calls of the form Nbinom(prob, size). This object is a negative binomial
distribution.

Slots
img Object of class "Naturals": The space of the image of this distribution has got dimension 1
and the name "Natural Space".
param Object of class "NbinomParameter": the parameter of this distribution (prob, size), declared
at its instantiation
r Object of class "function": generates random numbers (calls function rnbinom)
d Object of class "function": density function (calls function dnbinom)
p Object of class "function": cumulative function (calls function pnbinom)
q Object of class "function": inverse of the cumulative function (calls function qnbinom). The
quantile is defined as the smallest value x such that F (x) ≥ p, where F is the distribution
function.
support Object of class "numeric": a (sorted) vector containing the support of the discrete density
function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.
Nbinom-class 111

Extends

Class "DiscreteDistribution", directly.

Class "UnivariateDistribution", by class "DiscreteDistribution".
Class "Distribution", by class "DiscreteDistribution".

Methods

initialize signature(.Object = "Nbinom"): initialize method

prob signature(object = "Nbinom"): returns the slot prob of the parameter of the distribution
prob<- signature(object = "Nbinom"): modifies the slot prob of the parameter of the distri-
bution
size signature(object = "Nbinom"): returns the slot size of the parameter of the distribution
size<- signature(object = "Nbinom"): modifies the slot size of the parameter of the distribu-
tion
+ signature(e1 = "Nbinom", e2 = "Nbinom"): For the negative binomial distribution we use
its closedness under convolutions.

Note

Working with a computer, we use a finite interval as support which carries at least mass 1-getdistrOption("TruncQuantile

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

NbinomParameter-class Geom-class DiscreteDistribution-class Naturals-class rnbinom

Examples
N <- Nbinom(prob = 0.5, size = 1) # N is a binomial distribution with prob=0.5 and size=1.
r(N)(1) # one random number generated from this distribution, e.g. 3
d(N)(1) # Density of this distribution is 0.25 for x=1.
p(N)(0.4) # Probability that x<0.4 is 0.5.
q(N)(.1) # x=0 is the smallest value x such that p(B)(x)>=0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
size(N) # size of this distribution is 1.
size(N) <- 2 # size of this distribution is now 2.
112 NbinomParameter-class

NbinomParameter-class Class "NbinomParameter"

Description
The parameter of a negative binomial distribution, used by Nbinom-class

Objects from the Class

Objects can be created by calls of the form new("NbinomParameter", prob, size). Usually an
object of this class is not needed on its own, it is generated automatically when an object of the
class Nbinom is prepared.

Slots
prob Object of class "numeric": the probability of a negative binomial distribution
size Object of class "numeric": the size of a negative binomial distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "NbinomParameter"): initialize method
prob signature(object = "NbinomParameter"): returns the slot prob of the parameter of the
distribution
prob<- signature(object = "NbinomParameter"): modifies the slot prob of the parameter of
the distribution
size signature(object = "NbinomParameter"): returns the slot size of the parameter of the
distribution
size<- signature(object = "NbinomParameter"): modifies the slot size of the parameter of
the distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Nbinom-class Parameter-class
ncp-methods 113

Examples
W <- new("NbinomParameter",prob=0.5,size=1)
size(W) # size of this distribution is 1.
size(W) <- 2 # size of this distribution is now 2.

ncp-methods Methods for Function ncp in Package ‘distr’

Description
ncp-methods

Methods
ncp signature(object = "BetaParameter"): returns the slot ncp of the parameter of the dis-
tribution
ncp<- signature(object = "BetaParameter"): modifies the slot ncp of the parameter of the
distribution
ncp signature(object = "Beta"): returns the slot ncp of the parameter of the distribution
ncp<- signature(object = "Beta"): modifies the slot ncp of the parameter of the distribution
ncp signature(object = "ChisqParameter"): returns the slot ncp of the parameter of the
distribution
ncp<- signature(object = "ChisqParameter"): modifies the slot ncp of the parameter of the
distribution
ncp signature(object = "Chisq"): returns the slot ncp of the parameter of the distribution
ncp<- signature(object = "Chisq"): modifies the slot ncp of the parameter of the distribution
ncp signature(object = "FParameter"): returns the slot ncp of the parameter of the distribu-
tion
ncp<- signature(object = "FParameter"): modifies the slot ncp of the parameter of the dis-
tribution
ncp signature(object = "Fd"): returns the slot ncp of the parameter of the distribution
ncp<- signature(object = "Fd"): modifies the slot ncp of the parameter of the distribution
ncp signature(object = "TParameter"): returns the slot ncp of the parameter of the distribu-
tion
ncp<- signature(object = "TParameter"): modifies the slot ncp of the parameter of the dis-
tribution
ncp signature(object = "Td"): returns the slot ncp of the parameter of the distribution
ncp<- signature(object = "Td"): modifies the slot ncp of the parameter of the distribution
114 Norm-class

Norm-class Class "Norm"

Description

The normal distribution has density

1 2 2
f (x) = √ e−(x−µ) /2σ
2πσ

where µ is the mean of the distribution and σ the standard deviation. C.f. rnorm

Objects from the Class

Objects can be created by calls of the form Norm(mean, sd). This object is a normal distribution.

Slots

img Object of class "Reals": The domain of this distribution has got dimension 1 and the name
"Real Space".
param Object of class "UniNormParameter": the parameter of this distribution (mean and sd),
declared at its instantiation
r Object of class "function": generates random numbers (calls function rnorm)
d Object of class "function": density function (calls function dnorm)
p Object of class "function": cumulative function (calls function pnorm)
q Object of class "function": inverse of the cumulative function (calls function qnorm)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends

Class "AbscontDistribution", directly.

Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".
Norm-class 115

Methods

- signature(e1 = "Norm", e2 = "Norm")

+ signature(e1 = "Norm", e2 = "Norm"): For the normal distribution the exact convolution
formulas are implemented thereby improving the general numerical approximation.
* signature(e1 = "Norm", e2 = "numeric")
+ signature(e1 = "Norm", e2 = "numeric"): For the normal distribution we use its closedness
under affine linear transformations.
initialize signature(.Object = "Norm"): initialize method
mean signature(object = "Norm"): returns the slot mean of the parameter of the distribution
mean<- signature(object = "Norm"): modifies the slot mean of the parameter of the distribu-
tion
sd signature(object = "Norm"): returns the slot sd of the parameter of the distribution
sd<- signature(object = "Norm"): modifies the slot sd of the parameter of the distribution
further arithmetic methods see operators-methods

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

UniNormParameter-class AbscontDistribution-class Reals-class rnorm

Examples

N <- Norm(mean=1,sd=1) # N is a normal distribution with mean=1 and sd=1.

r(N)(1) # one random number generated from this distribution, e.g. 2.257783
d(N)(1) # Density of this distribution is 0.3989423 for x=1.
p(N)(1) # Probability that x<1 is 0.5.
q(N)(.1) # Probability that x<-0.2815516 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
mean(N) # mean of this distribution is 1.
sd(N) <- 2 # sd of this distribution is now 2.
M <- Norm() # M is a normal distribution with mean=0 and sd=1.
O <- M+N # O is a normal distribution with mean=1 (=1+0) and sd=sqrt(5) (=sqrt(2^2+1^2)).
116 NormParameter-class

NormParameter-class Class "NormParameter"

Description
The parameter of a normal distribution, used by Norm-class

Objects from the Class

Objects can be created by calls of the form new("NormParameter", sd, mean). Usually an object
of this class is not needed on its own. It is the mother-class of the class UniNormParameter, which
is generated automatically when such a distribution is instantiated.

Slots
sd Object of class "numeric": the sd of a normal distribution
mean Object of class "numeric": the mean of a normal distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "NormParameter"): initialize method
mean signature(object = "NormParameter"): returns the slot mean of the parameter of the
distribution
mean<- signature(object = "NormParameter"): modifies the slot mean of the parameter of
the distribution
sd signature(object = "NormParameter"): returns the slot sd of the parameter of the distribu-
tion
sd<- signature(object = "NormParameter"): modifies the slot sd of the parameter of the
distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Norm-class Parameter-class
NoSymmetry 117

Examples

W <- new("NormParameter", mean = 0, sd = 1)

sd(W) # sd of this distribution is 1.
sd(W) <- 2 # sd of this distribution is now 2.

NoSymmetry Generating function for NoSymmetry-class

Description

Generates an object of class "NoSymmetry".

Usage

NoSymmetry()

Value

Object of class "NoSymmetry"

Author(s)

Matthias Kohl <[email protected]>

See Also

NoSymmetry-class, DistributionSymmetry-class

Examples

NoSymmetry()

## The function is currently defined as

function(){ new("NoSymmetry") }
118 operators-methods

NoSymmetry-class Class for Non-symmetric Distributions

Description
Class for non-symmetric distributions.

Objects from the Class

Objects can be created by calls of the form new("NoSymmetry"). More frequently they are created
via the generating function NoSymmetry.

Slots
type Object of class "character": contains “non-symmetric distribution”
SymmCenter Object of class "NULL"

Extends
Class "DistributionSymmetry", directly.
Class "Symmetry", by class "DistributionSymmetry".

Author(s)
Matthias Kohl <[email protected]>

See Also
NoSymmetry, Distribution-class

Examples
new("NoSymmetry")

operators-methods Methods for operators +,-,*,/,... in Package distr

Description
Arithmetics and unary mathematical transformations for distributions

Arguments
e1,e2 objects of class "UnivariateDistribution" (or subclasses) or "numeric"
operators-methods 119

Details
Arithmetics as well as all functions from group Math, see Math are provided for distributions; wher-
ever possible exact expressions are used; else random variables are generated according to this
transformation and subsequently the remaining slots filled by RtoDPQ, RtoDPQ.d

Methods
- signature(e1 = "UnivariateDistribution", e2 = "missing") unary operator; result
again of class "UnivariateDistribution"; exact
- signature(e1 = "Norm", e2 = "missing") unary operator; result again of "Norm"; exact
+ signature(e1 = "UnivariateDistribution", e2 = "numeric") result again of class
"UnivariateDistribution"; exact
+ signature(e1 = "AbscontDistribution", e2 = "numeric") result of class "AffLinAbscontDistribution";
exact
+ signature(e1 = "DiscreteDistribution", e2 = "numeric") result of class "AffLinDiscreteDistribution";
exact
+ signature(e1 = "LatticeDistribution", e2 = "numeric") result of class "AffLinLatticeDistribution";
exact
+ signature(e1 = "UnivarLebDecDistribution", e2 = "numeric") result of class "AffLinUnivarLebDecDistributi
exact
+ signature(e1 = "CompoundDistribution", e2 = "numeric") result of class "AffLinUnivarLebDecDistribution";
exact
+ signature(e1 = "AffLinAbscontDistribution", e2 = "numeric") result again of class
"AffLinAbscontDistribution"; exact
+ signature(e1 = "AffLinDiscreteDistribution", e2 = "numeric") result again of class
"AffLinDiscreteDistribution"; exact
+ signature(e1 = "AffLinLatticeDistribution", e2 = "numeric") result again of class
"AffLinLatticeDistribution"; exact
+ signature(e1 = "AffLinUnivarLebDecDistribution", e2 = "numeric") result of class
"AffLinUnivarLebDecDistribution"; exact
+ signature(e1 = "Cauchy", e2 = "numeric") result again of class "Cauchy"; exact
+ signature(e1 = "Dirac", e2 = "numeric") result again of class "Dirac"; exact
+ signature(e1 = "Norm", e2 = "numeric") result again of class "Norm"; exact
+ signature(e1 = "Unif", e2 = "numeric") result again of class "Unif"; exact
+ signature(e1 = "Logis", e2 = "numeric") result again of class "Logis"; exact
+ signature(e1 = "numeric", e2 = "UnivariateDistribution") is translated to signature(e1 = "UnivariateDistr
exact
- signature(e1 = "UnivariateDistribution", e2= "ANY");exact
- signature(e1 = "UnivariateDistribution", e2 = "numeric") is translated to e1 + (-e2);
exact
- signature(e1 = "numeric", e2 = "UnivariateDistribution") is translated to (-e1) + e2;
exact
120 operators-methods

- signature(e1 = "numeric", e2 = "Beta") if ncp(e2)==0 and e1 == 1, an exact (central)

Beta(shape1 = shape2(e2), shape2 = shape1(e2)) is returned, else the default method
is used; exact
* signature(e1 = "UnivariateDistribution", e2 = "numeric") result again of class
"UnivariateDistribution"; exact
* signature(e1 = "AbscontDistribution", e2 = "numeric") result of class "AffLinAbscontDistribution";
exact
* signature(e1 = "DiscreteDistribution", e2 = "numeric") result of class "AffLinDiscreteDistribution";
exact
* signature(e1 = "LatticeDistribution", e2 = "numeric") result of class "AffLinLatticeDistribution";
exact
* signature(e1 = "UnivarLebDecDistribution", e2 = "numeric") result of class "AffLinUnivarLebDecDistributi
exact
* signature(e1 = "CompoundDistribution", e2 = "numeric") result of class "AffLinUnivarLebDecDistribution";
exact
* signature(e1 = "AffLinAbscontDistribution", e2 = "numeric") result again of class
"AffLinAbscontDistribution"; exact
* signature(e1 = "AffLinDiscreteDistribution", e2 = "numeric") result again of class
"AffLinDiscreteDistribution"; exact
* signature(e1 = "AffLinLatticeDistribution", e2 = "numeric") result again of class
"AffLinLatticeDistribution"; exact
* signature(e1 = "AffLinUnivarLebDecDistribution", e2 = "numeric") result of class
"AffLinUnivarLebDecDistribution"; exact
* signature(e1 = "DExp", e2 = "numeric") if abs(e2)>0 result again of class "DExp"; exact
* signature(e1 = "Exp", e2 = "numeric") if e2>0 result again of class "Exp"; exact
* signature(e1 = "ExpOrGammaOrChisq", e2 = "numeric") if e1 is a Gamma distribution
and e2>0 result of class "Gammad"; exact
* signature(e1 = "Weibull", e2 = "numeric") if e2>0 result of class "Weibull"; exact
* signature(e1 = "Cauchy", e2 = "numeric") if abs(e2)>0 result again of class "Cauchy";
exact
* signature(e1 = "Dirac", e2 = "numeric") result again of class "Dirac"; exact
* signature(e1 = "Norm", e2 = "numeric") if abs(e2)>0 result again of class "Norm"; exact
* signature(e1 = "Unif", e2 = "numeric") if abs(e2)>0 result again of class "Unif"; exact
* signature(e1 = "Logis", e2 = "numeric") if e2>0 result again of class "Logis"; exact
* signature(e1 = "Lnorm", e2 = "numeric") if e2>0 result again of class "Lnorm"; exact
* signature(e1 = "numeric", e2 = "UnivariateDistribution") is translated to signature(e1 = "UnivariateDistr
exact
/ signature(e1 = "UnivariateDistribution", e2 = "numeric") is translated to e1 * (1/e2);
exact
+ signature(e1 = "UnivariateDistribution", e2 = "UnivariateDistribution") result
again of class "UnivariateDistribution"; is generated by simulations
operators-methods 121

- signature(e1 = "UnivariateDistribution", e2 = "UnivariateDistribution") is trans-

lated to (-e1) + (-e2); result again of class "UnivariateDistribution"; is generated by
simulations
- signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution"): both operands
are coerced to class "UnivarLebDecDistribution" and the corresponding method is used.
+ signature(e1 = "AbscontDistribution", e2 = "AbscontDistribution") assumes e1, e2
independent; result again of class "AbscontDistribution"; is generated by FFT
+ signature(e1 = "AbscontDistribution", e2 = "DiscreteDistribution") assumes e1,
e2 independent; result again of class "AbscontDistribution"; is generated by FFT
+ signature(e1 = "DiscreteDistribution", e2 = "AbscontDistribution") assumes e1,
e2 independent; result again of class "AbscontDistribution"; is generated by FFT
+ signature(e1 = "LatticeDistribution", e2 = "LatticeDistribution") assumes e1, e2
independent; if the larger lattice-width is an integer multiple of the smaller(in abs. value) one:
result again of class "LatticeDistribution"; is generated by D/FFT
+ signature(e1 = "DiscreteDistribution", e2 = "DiscreteDistribution") assumes e1,
e2 independent; result again of class "DiscreteDistribution"; is generated by explicite
convolution
+ signature(e1 = "LatticeDistribution", e2 = "DiscreteDistribution") assumes e1,
e2 independent; result again of class "DiscreteDistribution"; is generated by explicite
convolution
+ signature(e1 = "UnivarLebDecDistribution", e2 = "UnivarLebDecDistribution") as-
sumes e1, e2 independent; result again of class "UnivarLebDecDistribution"; is generated
by separate explicite convolution of a.c. and discrete parts of e1 and e2 and subsequent flatten-
ing with flat.LCD; if getdistrOption("withSimplify") is TRUE, result is piped through a
call to simplifyD
+ signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution"): both operands
are coerced to class "UnivarLebDecDistribution" and the corresponding method is used.
+ signature(e1 = "Binom", e2 = "Binom") assumes e1, e2 independent; if prob(e1)==prob(e2),
result again of class "Binom"; uses the convolution formula for binomial distributions; exact
+ signature(e1 = "Cauchy", e2 = "Cauchy") assumes e1, e2 independent; result again of
class "Cauchy"; uses the convolution formula for Cauchy distributions; exact
+ signature(e1 = "Chisq", e2 = "Chisq") assumes e1, e2 independent; result again of class
"Chisq"; uses the convolution formula for Chisq distributions; exact
+ signature(e1 = "Dirac", e2 = "Dirac") result again of class "Dirac"; exact
+ signature(e1 = "ExpOrGammaOrChisq", e2 = "ExpOrGammaOrChisq") assumes e1, e2 in-
dependent; if e1, e2 are Gamma distributions, result is of class "Gammad"; uses the convolution
formula for Gamma distributions; exact
+ signature(e1 = "Pois", e2 = "Pois") assumes e1, e2 independent; result again of class
"Pois"; uses the convolution formula for Poisson distributions; exact
+ signature(e1 = "Nbinom", e2 = "Nbinom") assumes e1, e2 independent; if prob(e1)==prob(e2),
result again of class "Nbinom"; uses the convolution formula for negative binomial distribu-
tions; exact
+ signature(e1 = "Norm", e2 = "Norm") assumes e1, e2 independent; result again of class
"Norm"; uses the convolution formula for normal distributions; exact
122 operators-methods

+ signature(e1 = "UnivariateDistribution", e2 = "Dirac") translated to e1 + location(e2);

result again of class "Dirac"; exact
+ signature(e1 = "Dirac", e2 = "UnivariateDistribution") translated to e2 + location(e1);
result again of class "Dirac"; exact
+ signature(e1 = "Dirac", e2 = "DiscreteDistribution") translated to e2 + location(e1);
result again of class "Dirac"; exact
- signature(e1 = "Dirac", e2 = "Dirac") result again of class "Dirac"; exact
* signature(e1 = "Dirac", e2 = "Dirac") result again of class "Dirac"; exact
* signature(e1 = "UnivariateDistribution", e2 = "Dirac") translated to e1 * location(e2);
result again of class "Dirac"; exact
* signature(e1 = "Dirac", e2 = "UnivariateDistribution") translated to e2 * location(e1);
result again of class "Dirac"; exact
* signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution"): by means of
decomposePM e1 and e2 are decomposed into positive and negative parts; of these, convolu-
tions of the corresponding logarithms are computed separately and finally exp is applied to
them, again separately; the resulting mixing components are then “flattened” to one object of
class UnivarLebDecDistribution by flat.LCD which according to getdistrOption(withSimplify)
gets piped through a call to simplifyD.
/ signature(e1 = "Dirac", e2 = "Dirac") result again of class "Dirac"; exact
/ signature(e1 = "numeric", e2 = "Dirac") result again of class "Dirac"; exact
/ signature(e1 = "numeric", e2 = "AcDcLcDistribution"): if d.discrete(e2)(0)*discreteWeight(e2)>0
throws an error (would give division by 0 with positive probability); else by means of decomposePM
e2 is decomposed into positive and negative parts; then, similarly the result obtains as for
"*"(signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution")) by
the exp-log trick and is “flattened” to one object of class UnivarLebDecDistribution by
flat.LCD and according to getdistrOption(withSimplify) is piped through a call to simplifyD;
exact..
/ signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution"): translated to
e1 * (1/e2).
^ signature(e1 = "AcDcLcDistribution", e2 = "Integer"): if e2=0 returns Dirac(1); if
e2=1 returns e1; if e2<0 translated to (1/e1)^(-e2); exact.
^ signature(e1 = "AcDcLcDistribution", e2 = "numeric"): if e2 is integer uses preceding
item; else if e1< 0 with positive probability, throughs an error; else the result obtains simi-
larly to "*"(signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution"))
by the exp-log trick and is “flattened” to one object of class UnivarLebDecDistribution
by flat.LCD and according to getdistrOption(withSimplify) is piped through a call to
simplifyD; exact.
^ signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution"): if e1 is nega-
tive with positive probability, throws an error if e2 is non-integer with positive probability; if
e1 is 0 with positive probability throws an error if e2 is non-integer with positive probabil-
ity. if e2 is integer with probability 1 uses DiscreteDistribution(supp=e1^(Dirac(x))
for each x in support(e2), builds up a corresponding mixing distribution; the latter is “flat-
tened” to one object of class UnivarLebDecDistribution by flat.LCD and according to
getdistrOption(withSimplify) is piped through a call to simplifyD. Else the result ob-
tains similarly to "*"(signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution"))
OptionalParameter-class 123

by the exp-log trick and is “flattened” to one object of class UnivarLebDecDistribution

by flat.LCD and according to getdistrOption(withSimplify) is piped through a call to
simplifyD; exact.
^ signature(e1 = "numeric", e2 = "AcDcLcDistribution"): if e1 is negative, throws an
error if e2 is non-integer with positive probability; if e1 is 0 throws an error if e2 is non-integer
with positive probability. if e2 is integer with probability 1 uses DiscreteDistribution(supp=e1^support(e2), pro
else the result obtains similarly to "*"(signature(e1 = "AcDcLcDistribution", e2 = "AcDcLcDist
by the exp-log trick and is “flattened” to one object of class UnivarLebDecDistribution
by flat.LCD and according to getdistrOption(withSimplify) is piped through a call to
simplifyD; exact.

References
Ruckdeschel, P., Kohl, M.(2014): General purpose convolution algorithm for distributions in S4-
Classes by means of FFT. J. Statist. Softw. 59(4): 1-25.

See Also
UnivariateDistribution-class AbscontDistribution-class
DiscreteDistribution-class LatticeDistribution-class
Norm-class Binom-class Pois-class Dirac-class
Cauchy-class Gammad-class Logis-class Lnorm-class
Exp-class Weibull-class Nbinom-class

Examples
N <- Norm(0,3)
P <- Pois(4)
a <- 3
N + a
N + P
N - a
a * N
a * P
N / a + sin( a * P - N)
N * P
N / N

## takes a little time

N ^ P

1.2 ^ N
abs(N) ^ 1.3

OptionalParameter-class
Classes "OptionalParameter", "OptionalMatrix"
124 options

Description
auxiliary classes; may contain either a Parameter or NULL, resp. a matrix or NULL cf. J. Chambers,
"green book".

Objects from the Class

"OptionalParameter" is a virtual Class: No objects may be created from it; "OptionalMatrix" is a
class generated by setClassUnion() so may contain NULL or any matrix

Methods
No methods defined with class "OptionalParameter" in the signature.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Parameter-class, AbscontDistribution-class

options additional options in package ‘distr’

Description
In package distr, we add an extra option "newDevice"; it is inspected and manipulated as usual.

Details
We do not change the behaviour of options or getOption; for the general documentation to these
two functions, confer options, getOption. Here we only document added options.

Additionally available options in package ’distr’

"newDevice" logical; controls behaviour when generating several plots within one function; if
TRUE, before each call to call to plot.new, a call to devNew is inserted; if FALSE, we reproduce
the usual behaviour in graphics, i.e.; we do not call devNew. Defaults to FALSE.

Author(s)
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>
p-methods 125

See Also

options, getOption

Examples
getOption("newDevice")
options("newDevice"=TRUE)

p-methods Methods for Function p in Package ‘distr’

Description

p-methods

Methods

p signature(object = "Distribution"): returns the cumulative distribution function (c.d.f.),

i.e.; p(t) = P (object ≤ t)
p.r signature(object = "Distribution"): from distr-2.6 onwards, we provide this as a
synonym for method p; this synonym more explicitely states that we are dealing with the
right-continuous variant of a c.d.f.

See Also

Distribution-class, p.l

Examples
require(distr)
N <- Norm()
p(N)(0.3)
p.r(N)(0.3)

p.l-methods Methods for Function p.l in Package ‘distr’

Description

p-methods
126 Parameter-class

Methods
return the left continuous cumulative distribution function, i.e.; p.l(t) = P (object < t)

p.l signature(object = "AbscontDistribution")

p.l signature(object = "DiscreteDistribution")
p.l signature(object = "UnivarLebDecDistribution")
p.l signature(object = "UnivarMixingDistribution")

See Also
DiscreteDistribution-class UnivarLebDecDistribution-class

param-methods Methods for Function param in Package ‘distr’

Description
param-methods

Methods
param signature(object = "Distribution"): returns the parameter

Parameter-class Class "Parameter"

Description
Parameter is the mother-class of all Parameter classes.

Objects from the Class

Objects can be created by calls of the form new("Parameter").

Slots
name Object of class "character": a name / comment for the parameters

Methods
name signature(object = "Parameter"): returns the name of the parameter
name<- signature(object = "Parameter"): modifies the name of the parameter
pivot-methods 127

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Distribution-class

pivot-methods Methods for Function pivot in Package ‘distr’

Description
pivot-methods

Methods
pivot signature(object = "Lattice"): returns the slot pivot of the lattice
pivot<- signature(object = "Lattice"): modifies the slot pivot of the lattice
pivot signature(object = "LatticeDistribution"): returns the slot pivot of the lattice slot
of the distribution
pivot<- signature(object = "LatticeDistribution"): modifies the slot pivot of the lattice
slot of the distribution

plot-methods Methods for Function plot in Package ‘distr’

Description
plot-methods

Usage
plot(x, y, ...)
## S4 method for signature 'AbscontDistribution,missing'
plot(x, width = 10, height = 5.5,
withSweave = getdistrOption("withSweave"), xlim = NULL, ylim = NULL,
ngrid = 1000, verticals = TRUE, do.points = TRUE, main = FALSE,
inner = TRUE, sub = FALSE, bmar = par("mar")[1], tmar = par("mar")[3], ...,
cex.main = par("cex.main"), cex.inner = 1.2, cex.sub = par("cex.sub"),
col.points = par("col"), col.vert = par("col"), col.main = par("col.main"),
col.inner = par("col.main"), col.sub = par("col.sub"), cex.points = 2.0,
128 plot-methods

pch.u = 21, pch.a = 16, mfColRow = TRUE,

to.draw.arg = NULL, withSubst = TRUE)
## S4 method for signature 'DiscreteDistribution,missing'
plot(x, width = 10, height = 5.5,
withSweave = getdistrOption("withSweave"), xlim = NULL, ylim = NULL,
verticals = TRUE, do.points = TRUE, main = FALSE, inner = TRUE, sub = FALSE,
bmar = par("mar")[1], tmar = par("mar")[3], ...,
cex.main = par("cex.main"), cex.inner = 1.2, cex.sub = par("cex.sub"),
col.points = par("col"), col.hor = par("col"), col.vert = par("col"),
col.main = par("col.main"), col.inner = par("col.main"),
col.sub = par("col.sub"), cex.points = 2.0, pch.u = 21, pch.a = 16,
mfColRow = TRUE, to.draw.arg = NULL, withSubst = TRUE)
## S4 method for signature 'AffLinUnivarLebDecDistribution,missing'
plot(x, width = 10,
height = 5.5, withSweave = getdistrOption("withSweave"), xlim = NULL,
ylim = NULL, ngrid = 1000, verticals = TRUE, do.points = TRUE, main = FALSE,
inner = TRUE, sub = FALSE, bmar = par("mar")[1], tmar = par("mar")[3], ...,
cex.main = par("cex.main"), cex.inner = 1.2, cex.sub = par("cex.sub"),
col.points = par("col"), col.hor = par("col"), col.vert = par("col"),
col.main = par("col.main"), col.inner = par("col.main"),
col.sub = par("col.sub"), cex.points = 2.0, pch.u = 21, pch.a = 16,
mfColRow = TRUE, to.draw.arg = NULL, withSubst = TRUE)
## S4 method for signature 'UnivarLebDecDistribution,missing'
plot(x, width = 10,
height = 14.5, withSweave = getdistrOption("withSweave"), xlim = NULL,
ylim = NULL, ngrid = 1000, verticals = TRUE, do.points = TRUE, main = FALSE,
inner = TRUE, sub = FALSE, bmar = par("mar")[1], tmar = par("mar")[3], ...,
cex.main = par("cex.main"), cex.inner = 0.9, cex.sub = par("cex.sub"),
col.points = par("col"), col.hor = par("col"), col.vert = par("col"),
col.main = par("col.main"), col.inner = par("col.main"),
col.sub = par("col.sub"), cex.points = 2.0, pch.u = 21, pch.a = 16,
mfColRow = TRUE, to.draw.arg = NULL, withSubst = TRUE)
## S4 method for signature 'DistrList,missing'
plot(x, y, ...)
## S4 method for signature 'CompoundDistribution,missing'
plot(x, y, ...)

Arguments

x object of class "AffLinUnivarLebDecDistribution" or class "UnivarLebDecDistribution"

or class "AbscontDistribution" or class "DiscreteDistribution" or class
"DistrList": (list of) distribution(s) to be plotted
y missing
xlim the x limits (x1, x2) of the plot. Note that x1 > x2 is allowed and leads to a
"reversed axis". As in plot.default.
ylim the y limits of the plot. Either as in plot.default (i.e. a vector of length 2) or a
vector of length 4, where the first two elements are the values for ylim in panel
plot-methods 129

"d", and the last two elements are the values for ylim resp. xlim in panels "p",
and "q".
width width (in inches) of the graphics device opened
height height (in inches) of the graphics device opened
withSweave logical: if TRUE (for working with Sweave) no extra device is opened and height/width
are not set
ngrid integer: number of grid points used for plots of absolutely continuous distribu-
tions
main logical: is a main title to be used? or
just as argument main in plot.default.
inner logical: do panels for density/probability function - cdf - quantile function have
their own titles? or
list which is filled to length 3 (resp. 8 for class UnivarLebDecDistribution) if
necessary (possibly using recycling rules): titles for density/probability function
- cdf - quantile function (each of the same form as argument main in plot.default)
sub logical: is a sub-title to be used? or
just as argument sub in plot.default.
tmar top margin – useful for non-standard main title sizes
bmar bottom margin – useful for non-standard sub title sizes
verticals logical: if TRUE, draw vertical lines at steps; as in plot.stepfun
do.points logical: if TRUE, draw also draw points at the (xlim restricted) knot locations; as
in plot.stepfun
cex.points numeric; character expansion factor; as in plot.stepfun
col.points character or integer code; color of points; as in plot.stepfun
col.hor character or integer code; color of horizontal lines; as in plot.stepfun
col.vert character or integer code; color of vertical lines; as in plot.stepfun
cex.main magnification to be used for main titles relative to the current setting of cex; as
in par
cex.inner magnification to be used for inner titles relative to the current setting of cex; as
in par
cex.sub magnification to be used for sub titles relative to the current setting of cex; as in
par
col.main character or integer code; color for the main title
col.inner character or integer code; color for the inner title
col.sub character or integer code; color for the sub title
pch.u character or integer code; plotting characters or symbols for unattained value;
see points
pch.a character or integer code; plotting characters or symbols for attained value; see
points
mfColRow shall default partition in panels be used — defaults to TRUE
130 plot-methods

to.draw.arg Either NULL (default; everything is plotted) or a vector of either integers (the
indices of the subplots to be drawn) or characters — the names of the sub-
plots to be drawn: in case of an object x of class "DiscreteDistribution"
or "AbscontDistribution" c("d","p","q") for density, c.d.f. and quan-
tile function; in case of x a proper "UnivarLebDecDistribution" (with pos.
weights for both discrete and abs. continuous part) names are c("p","q","d.c","p.c","q.c","d.d","p
for c.d.f. and quantile function of the composed distribution and the respective
three panels for the absolutely continuous and the discrete part, respectively;
withSubst logical; if TRUE (default) pattern substitution for titles and lables is used; other-
wise no substitution is used.
... addtional arguments for plot — see plot, plot.default, plot.stepfun

Details
plot signature(x = "AffLinUnivarLebDecDistribution", y = "missing"): plots cumula-
tive distribution function and the quantile function
plot signature(x = "UnivarLebDecDistribution", y = "missing"): plots a set of eight
plots: in the first row, it plots the cumulative distribution function and the quantile function; in
the second row the absolutely continuous part (with density, cdf and quantile fct.), and in the
last row the discrete part (with prob.fct., cdf and quantile fct.).
plot signature(x = "CompoundDistribution", y = "missing"): coerces x to "UnivarLebDecDistribution"
and uses the corresponding method.
plot signature(x = "AbscontDistribution", y = "missing"): plots density, cumulative
distribution function and the quantile function
plot signature(x = "DiscreteDistribution", y = "missing"): plots probability function,
cumulative distribution function and the quantile function
plot signature(x = "DistrList", y = "missing"): plots a list of distributions
Any parameters of plot.default may be passed on to this particular plot method.
For main-, inner, and subtitles given as arguments main, inner, and sub, top and bottom margins
are enlarged to 5 resp. 6 by default but may also be specified by tmar / bmar arguments. If main /
inner / sub are logical then if the respective argument is FALSE nothing is done/plotted, but if it is
TRUE, we use a default main title taking up the calling argument x in case of main, default inner titles
taking up the class and (named) parameter slots of argument x in case of inner, and a "generated
on <data>"-tag in case of sub. Of course, if main / inner / sub are character, this is used for the
title; in case of inner it is then checked whether it has length 3. In all title and axis label arguments,
if withSubst is TRUE, the following patterns are substituted:

"%C" class of argument x

"%P" parameters of x in form of a comma-separated list of <value>’s coerced to character
"%Q" parameters of x in form of a comma-separated list of <value>’s coerced to character and in
parenthesis — unless empty; then ""
"%N" parameters of x in form of a comma-separated list <name> = <value> coerced to character
"%A" deparsed argument x
"%D" time/date-string when the plot was generated
plot-methods 131

If not explicitly set, col.points, col.vert, col.hor, col.main, col.inner, col.sub are set to
col if this arg is given and else to par("col") resp. for the titles par("col.main"), par("col.main"),
par("col.sub").
If not explicitly set, pch.a, pch.u are set to pch if this arg is given and else to 16, 21, respectively.
If not explicitly set, cex is set to 1. If not explicitly set, cex.points is set to $2.0 cex$ (if cex is
given) and to 2.0 else.
If general plot arguments xlab, ylab are not specified, they are set to "x", "q", "p" for xlab and to
"d(x)", "p(q)", "q(p)" for ylab for density, cdf and quantile function respectively. Otherwise, ac-
cording to the respective content of to.draw.arg, it is supposed to be a list with one entry for each
selected panel, i.e., in case x is an object of class DiscreteDistribution or AbscontDistribution
a list of maximal length maximally 3, respectively, in case x is an object of class UnivarLebDecDistribution
In these label arguments, the same pattern substitutions are made as for titles. If no character sub-
stitutions and mathematical expressions are needed, character vectors of respective length instead
of lists are also allowed for arguments xlab, ylab.
In addition, argument ... may contain arguments panel.first, panel.last, i.e., hook expres-
sions to be evaluated at the very beginning and at the very end of each panel (within the then valid
coordinates). To be able to use these hooks for each panel individually, they may also be lists of
expressions (of the same length as the number of panels and run through in the same order as the
panels).

Value
An S3 object of class c("plotInfo","DiagnInfo"), i.e., a list containing the information needed
to produce the respective plot, which at a later stage could be used by different graphic engines
(like, e.g. ggplot) to produce the plot in a different framework. A more detailed description will
follow in a subsequent version.

See Also
plot,plot.default, plot.stepfun, par

Examples
plot(Binom(size = 4, prob = 0.3))
plot(Binom(size = 4, prob = 0.3), do.points = FALSE)
plot(Binom(size = 4, prob = 0.3), verticals = FALSE)
plot(Binom(size = 4, prob = 0.3), main = TRUE)
plot(Binom(size = 4, prob = 0.3), main = FALSE)
plot(Binom(size = 4, prob = 0.3), cex.points = 1.2, pch = 20)
plot(Binom(size = 4, prob = 0.3), xlab = list("a1","a2", "a3"),
ylab=list("p"="U","q"="V","d"="W"))
B <- Binom(size = 4, prob = 0.3)
plot(B, col = "red", col.points = "green", main = TRUE, col.main = "blue",
col.sub = "orange", sub = TRUE, cex.sub = 0.6, col.inner = "brown")
plot(Nbinom(size = 4,prob = 0.3), cex.points = 1.2, col = "red",
col.points = "green")
plot(Nbinom(size = 4,prob = 0.3), cex.points = 1.2, pch.u = 20, pch.a = 10)
plot(Norm(), main = TRUE, cex.main = 3, tmar = 6)
plot(Norm(), inner = FALSE, main = TRUE, cex.main = 3, tmar = 6)
132 plot-methods

plot(Norm(), lwd = 3, col = "red", ngrid = 200, lty = 3, las = 2)

plot(Norm(), main = "my Distribution: %A",
inner = list(expression(paste(lambda,"-density of %C(%P)")), "CDF",
"Pseudo-inverse with param's %N"),
sub = "this plot was correctly generated on %D",
cex.inner = 0.9, cex.sub = 0.8)

plot(Norm(),panel.first=grid(4,4))
## does not (yet) work as desired:
plot(Norm(),panel.first=list(grid(5,5),grid(3,3),grid(4,4)))
li <- list(substitute(grid(5,5)),substitute(grid(3,3)),substitute(grid(4,4)))
plot(Norm(),panel.first=li)

plot(Cauchy())
plot(Cauchy(), xlim = c(-4,4))
plot(Chisq())
### the next ylab argument is just for illustration purposes
plot(Chisq(),mfColRow = FALSE,to.draw.arg="d",
xlab="x",ylab=list(expression(paste(lambda,"-density of %C(%P)"))))
## substitution can be switched off
plot(Chisq(),mfColRow = FALSE,to.draw.arg="d",
xlab="x",ylab=list(expression(paste(lambda,"-density of %C(%P)"))), withSubst=FALSE)
plot(Chisq(), log = "xy", ngrid = 100)
Ch <- Chisq(); setgaps(Ch); plot(Ch, do.points = FALSE)
setgaps(Ch, exactq = 3); plot(Ch, verticals = FALSE)
plot(Ch, cex = 1.2, pch.u = 20, pch.a = 10, col.points = "green",
col.vert = "red")

## Not run: # to save time

## some distribution with gaps
wg <- flat.mix(UnivarMixingDistribution(Unif(0,1),Unif(4,5),
withSimplify=FALSE))
# some Lebesgue decomposed distribution
mymix <- UnivarLebDecDistribution(acPart = wg, discretePart = Binom(4,.4),
acWeight = 0.4)
plot(mymix)
#
## selection of subpanels for plotting
N <- Norm()
par(mfrow=c(1,2))
plot(N, mfColRow = FALSE, to.draw.arg=c("d","q"))
plot(N, mfColRow = FALSE, to.draw.arg=c(2,3))
par(mfrow=c(1,1))

wg <- flat.mix(UnivarMixingDistribution(Unif(0,1),Unif(4,5),
withSimplify=FALSE))
myLC <- UnivarLebDecDistribution(discretePart=Binom(3,.3), acPart = wg,
discreteWeight=.2)
layout(matrix(c(rep(1,6),2,2,3,3,4,4,5,5,5,6,6,6),
nrow=3, byrow=TRUE))
plot(myLC,mfColRow = FALSE,
to.draw.arg=c("p","d.c","p.c","q.c", "p.d","q.d"))
Pois-class 133

P <- Pois(2)
plot(as(P,"UnivarLebDecDistribution"),mfColRow = FALSE,to.draw.arg=c("d.d"))
### the next ylab argument is just for illustration purposes
plot(as(P,"UnivarLebDecDistribution"),mfColRow = FALSE,to.draw.arg=c("d.d"),
xlab="x",ylab=list(expression(paste(lambda,"-density of %C(%P)"))))

## End(Not run)

Pois-class Class "Pois"

Description
The Poisson distribution has density

λx e−λ
p(x) =
x!
for x = 0, 1, 2, . . .. The mean and variance are E(X) = V ar(X) = λ.
C.f. rpois

Objects from the Class

Objects can be created by calls of the form Pois(lambda). This object is a Poisson distribution.

Slots
img Object of class "Naturals": The space of the image of this distribution has got dimension 1
and the name "Natural Space".
param Object of class "PoisParameter": the parameter of this distribution (lambda), declared at
its instantiation
r Object of class "function": generates random numbers (calls function rpois)
d Object of class "function": density function (calls function dpois)
p Object of class "function": cumulative function (calls function ppois)
q Object of class "function": inverse of the cumulative function (calls function qpois). The
quantile is defined as the smallest value x such that F (x) ≥ p, where F is the distribution
function.
support Object of class "numeric": a (sorted) vector containing the support of the discrete density
function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.
134 Pois-class

Extends

Class "DiscreteDistribution", directly. Class "UnivariateDistribution", by class "DiscreteDistribution".

Class "Distribution", by class "DiscreteDistribution".

Methods

+ signature(e1 = "Pois", e2 = "Pois"): For the Poisson distribution the exact convolution
formula is implemented thereby improving the general numerical approximation.
initialize signature(.Object = "Pois"): initialize method
lambda signature(object = "Pois"): returns the slot lambda of the parameter of the distribu-
tion
lambda<- signature(object = "Pois"): modifies the slot lambda of the parameter of the dis-
tribution

Note

Working with a computer, we use a finite interval as support which carries at least mass 1-getdistrOption("TruncQuantile

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

PoisParameter-class DiscreteDistribution-class Naturals-class rpois

Examples

P <- Pois(lambda = 1) # P is a Poisson distribution with lambda = 1.

r(P)(1) # one random number generated from this distribution, e.g. 1
d(P)(1) # Density of this distribution is 0.3678794 for x = 1.
p(P)(0.4) # Probability that x < 0.4 is 0.3678794.
q(P)(.1) # x = 0 is the smallest value x such that p(B)(x) >= 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
lambda(P) # lambda of this distribution is 1.
lambda(P) <- 2 # lambda of this distribution is now 2.
R <- Pois(lambda = 3) # R is a Poisson distribution with lambda = 2.
S <- P + R # R is a Poisson distribution with lambda = 5(=2+3).
PoisParameter-class 135

PoisParameter-class Class "PoisParameter"

Description
The parameter of a Poisson distribution, used by Pois-class

Objects from the Class

Objects can be created by calls of the form new("PoisParameter", lambda). Usually an object
of this class is not needed on its own, it is generated automatically when an object of the class Pois
is prepared.

Slots
lambda Object of class "numeric": the lambda of a Poisson distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "PoisParameter"): initialize method
lambda signature(object = "PoisParameter"): returns the slot lambda of the parameter of
the distribution
lambda<- signature(object = "PoisParameter"): modifies the slot lambda of the parameter
of the distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Pois-class Parameter-class

Examples
W <- new("PoisParameter",lambda = 1)
lambda(W) # lambda of this distribution is 1.
lambda(W) <- 2 # lambda of this distribution is now 2.
136 PosDefSymmMatrix

PosDefSymmMatrix Generating functions for PosSemDefSymmMatrix-class resp.

PosDefSymmMatrix-class

Description

Generates an object of class "PosSemDefSymmMatrix" resp. of class "PosDefSymmMatrix".

Usage

PosSemDefSymmMatrix(mat)
PosDefSymmMatrix(mat)

Arguments

mat A numeric positive-[semi-]definite, symmetric matrix with finite entries.

Details

If mat is no matrix, as.matrix is applied.

Value

Object of class "PosSemDefSymmMatrix" resp. of class "PosDefSymmMatrix"

Author(s)

Matthias Kohl <[email protected]>, Peter Ruckdeschel <[email protected]>

See Also

PosDefSymmMatrix-class

Examples

PosSemDefSymmMatrix(1)
PosSemDefSymmMatrix(diag(2))
PosDefSymmMatrix(1)
PosDefSymmMatrix(diag(2))
 PosDefSymmMatrix-class 137

PosDefSymmMatrix-class
Positive-[Semi-]definite, symmetric matrices

Description

The class of positive-[semi-]definite, symmetric matrices.

Objects from the Class

Objects can be created by calls of the form new("PosSemDefSymmMatrix", ...) resp. new("PosDefSymmMatrix", ...).
More frequently they are created via the generating functions PosSemDefSymmMatrix resp. PosDefSymmMatrix.

Slots

.Data Object of class "matrix". A numeric matrix with finite entries.

Extends

Class "PosSemDefSymmMatrix", directly Class "matrix", from data part.

Class "structure", by class "matrix".
Class "array", by class "matrix".
Class "vector", by class "matrix", with explicit coerce.
Class "vector", by class "matrix", with explicit coerce.

Author(s)

Matthias Kohl <[email protected]>, Peter Ruckdeschel <[email protected]>

See Also

PosDefSymmMatrix, matrix-class

Examples

new("PosDefSymmMatrix", diag(2))
138 prob-methods

print-methods Methods for Functions print/show in Package ‘distr’

Description
print/show-methods

Methods
print signature(x = "UnivariateDistribution"): returns the class of the object and its pa-
rameters
show signature(x = "UnivariateDistribution"): returns the class of the object and its pa-
rameters

prob-methods Methods for Function prob in Package ‘distr’

Description
prob-methods

Methods
prob signature(object = "BinomParameter"): returns the slot prop of the parameter of the
distribution
prob<- signature(object = "BinomParameter"): modifies the slot prob of the parameter of
the distribution
prob signature(object = "Binom"): returns the slot prop of the parameter of the distribution
prob<- signature(object = "Binom"): modifies the slot prob of the parameter of the distribu-
tion
prob signature(object = "NbinomParameter"): returns the slot prop of the parameter of the
distribution
prob<- signature(object = "NbinomParameter"): modifies the slot prob of the parameter of
the distribution
prob signature(object = "Nbinom"): returns the slot prop of the parameter of the distribution
prob<- signature(object = "Nbinom"): modifies the slot prob of the parameter of the distri-
bution
prob signature(object = "GeomParameter"): returns the slot prop of the parameter of the
distribution (deprecated from 1.9 on)
prob<- signature(object = "GeomParameter"): modifies the slot prob of the parameter of the
distribution (deprecated from 1.9 on)
prob signature(object = "Geom"): returns the slot prop of the parameter of the distribution
q-methods 139

prob<- signature(object = "Geom"): modifies the slot prob of the parameter of the distribution
prob signature(object = "DiscreteDistribution"): returns the (named) vector of probabil-
ities for the support points of the distribution.
prob<- signature(object = "DiscreteDistribution"): generates a new object of class "DiscreteDistribution"
with the same support as object as well as the same .withSim, .withArith, .lowerExact,
.logExact slots.
prob signature(object = "UnivarLebDecDistribution"): returns a 2 × n matrix where n is
the length of the support of the discrete part of the distribution; the first row named "cond"
gives the vector of probabilities for the support points of the discrete part of the distribution
(i.e.; conditional on being in the discrete part), the second row named "abs" is like the first one
but multiplied with discreteWeight of the distribution, hence gives the absolute probabilities
of the support points; the columns are named by the support values.

q-methods Methods for Function q in Package ‘distr’

Description
q-methods

Methods
q signature(save  = "Distribution"): returns the (left-continuous) quantile function, i.e.;
q(s) = inf{t  P (object ≤ t) ≥ s}
q.l signature(object = "Distribution"): from distr-2.6 onwards, we provide this as a
synonym for method q; this synonym more explicitely states that we are dealing with the left-
continuous variant of a quantile function. It is useful in particular when used from the console
in RStudio, as RStudio catches calls to q() and treats them separately from usual R evaluation.
The developers of RStudio have been asked to fix this and comply with standard R evaluation
which explicitely allows overloading q() as we do it in this package, but so far have refused
to do so, as they claim overloading q() was insane.

See Also
Distribution-class, q.r

Examples
require(distr)
N <- Norm()
q(N)(0.3)
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
q.l(N)(0.3)
140 qqbounds

q.r-methods Methods for Function q.r in Package ‘distr’

Description
q.r-methods

Methods

return the right-continuous quantile function, i.e.; q.r(s) = sup{t  P (object ≤ t) ≤ s}

q.r signature(object = "DiscreteDistribution")

q.r signature(object = "AbscontDistribution")
q.r signature(object = "UnivarLebDecDistribution")
q.r signature(object = "UnivarMixingDistribution")

See Also
DiscreteDistribution-class UnivarLebDecDistribution-class

qqbounds Computation of confidence intervals for qqplot

Description
We compute confidence intervals for QQ plots. These can be simultaneous (to check whether the
whole data set is compatible) or pointwise (to check whether each (single) data point is compatible);

Usage
qqbounds(x,D,alpha,n,withConf.pw, withConf.sim,
exact.sCI=(n<100),exact.pCI=(n<100),
nosym.pCI = FALSE, debug = FALSE)

Arguments
x data to be checked for compatibility with distribution D.
D object of class "UnivariateDistribution", the assumed data distribution.
alpha confidence level
n sample size
withConf.pw logical; shall pointwise confidence lines be computed?
withConf.sim logical; shall simultaneous confidence lines be computed?
qqbounds 141

exact.pCI logical; shall pointwise CIs be determined with exact Binomial distribution?
exact.sCI logical; shall simultaneous CIs be determined with exact kolmogorov distribu-
tion?
nosym.pCI logical; shall we use (shortest) asymmetric CIs?
debug logical; if TRUE additional output to debug confidence bounds.

Details

Both simultaneous and pointwise confidence intervals come in a finite-sample and an asymptotic
version; the finite sample versions will get quite slow for large data sets x, so in these cases the
asymptotic version will be preferrable.
For simultaneous intervals, the finite sample version is based on C function "pkolmogorov2x"
from package stats, while the asymptotic one uses R function pkstwo again from package stats,
both taken from the code to ks.test.
Both finite sample and asymptotic versions use the fact, that the distribution of the supremal distance
between the empirical distribution F̂n and the corresponding theoretical one F (assuming data from
F ) does not depend on F for continuous distribution F and leads to the Kolmogorov distribution
(compare, e.g. Durbin(1973)). In case of F with jumps, the corresponding Kolmogorov distribution
is used to produce conservative intervals.
For pointwise intervals, the finite sample version is based on corresponding binomial distributions,
(compare e.g., Fisz(1963)), while the asymptotic one uses a CLT approximation for this binomial
distribution. In fact, this approximation is only valid for distributions with strictly positive density
at the evaluation quantiles.
In the finite sample version, the binomial distributions will in general not be symmetric, so that, by
setting nosym.pCI to TRUE we may produce shortest asymmetric confidence intervals (albeit with a
considerable computational effort).
The symmetric intervals returned by default will be conservative (which also applies to distributions
with jumps in this case).
For distributions with jumps or with density (nearly) equal to 0 at the corresponding quantile, we
use the approximation of (D-E(D))/sd(D) by the standard normal at these points; this latter ap-
proximation is only available if package distrEx is installed; otherwise the corresponding columns
will be filled with NA.

Value

A list with components crit — a matrix with the lower and upper confidence bounds, and err a
logical vector of length 2.
Component crit is a matrix with length(x) rows and four columns c("sim.left","sim.right","pw.left","pw.right"
Entries will be set to NA if the corresponding x component is not in support(D) or if the computa-
tion method returned an error or if the corresponding parts have not been required (if withConf.pw
or withConf.sim is FALSE).
err has components pw —do we have a non-error return value for the computation of pointwise
CI’s (FALSE if withConf.pw is FALSE)— and sim —do we have a non-error return value for the
computation of simultaneous CI’s (FALSE if withConf.sim is FALSE).
142 qqplot

Author(s)
Peter Ruckdeschel <[email protected]>

References
Durbin, J. (1973) Distribution theory for tests based on the sample distribution function. SIAM.
Fisz, M. (1963). Probability Theory and Mathematical Statistics. 3rd ed. Wiley, New York.

See Also
qqplot from package stats – the standard QQ plot function, ks.test again from package stats for
the implementation of the Kolmogorov distributions; qqplot from package distr for comparisons
of distributions, and qqplot from package distrMod for comparisons of data with models, as well
as qqplot for checking of corresponding robust esimators.

Examples
qqplot(Norm(15,sqrt(30)), Chisq(df=15))
## uses:
qqbounds(x = rnorm(30),Norm(),alpha=0.95,n=30,
withConf.pw = TRUE, withConf.sim = TRUE,
exact.sCI=TRUE ,exact.pCI= TRUE,
nosym.pCI = FALSE)
qqbounds(x = rchisq(30,df=4),Chisq(df=4),alpha=0.95,n=30,
withConf.pw = TRUE, withConf.sim = TRUE,
exact.sCI=FALSE ,exact.pCI= FALSE,
nosym.pCI = FALSE)
qqbounds(x = rchisq(30,df=4),Chisq(df=4),alpha=0.95,n=30,
withConf.pw = TRUE, withConf.sim = TRUE,
exact.sCI=TRUE ,exact.pCI= TRUE,
nosym.pCI = TRUE)

qqplot Methods for Function qqplot in Package ‘distr’

Description
We generalize function qqplot from package stats to be applicable to distribution objects. In this
context, qqplot produces a QQ plot of two distributions, i.e.; argument x is the distribution to be
checked for compatibility, and y is the model (H0 -)distribution. Graphical parameters may be given
as arguments to qqplot. The stats function is just the method for signature x=ANY,y=ANY. In all
title and axis label arguments, if withSubst is TRUE, the following patterns are substituted:

"%C" class of argument x

"%A" deparsed argument x
"%D" time/date-string when the plot was generated
qqplot 143

Usage
qqplot(x, y, ...)
## S4 method for signature 'UnivariateDistribution,UnivariateDistribution'
qqplot(x, y,
n = 30, withIdLine = TRUE, withConf = TRUE,
withConf.pw = withConf, withConf.sim = withConf,
plot.it = TRUE, xlab = deparse(substitute(x)),
ylab = deparse(substitute(y)), ...,
width = 10, height = 5.5, withSweave = getdistrOption("withSweave"),
mfColRow = TRUE, n.CI = n, col.IdL = "red", lty.IdL = 2, lwd.IdL = 2,
alpha.CI = .95, exact.pCI = (n<100), exact.sCI = (n<100), nosym.pCI = FALSE,
col.pCI = "orange", lty.pCI = 3, lwd.pCI = 2, pch.pCI = par("pch"),
cex.pCI = par("cex"),
col.sCI = "tomato2", lty.sCI = 4, lwd.sCI = 2, pch.sCI = par("pch"),
cex.sCI = par("cex"),
cex.pch = par("cex"), col.pch = par("col"),
jit.fac = 0, check.NotInSupport = TRUE,
col.NotInSupport = "red", with.legend = TRUE, legend.bg = "white",
legend.pos = "topleft", legend.cex = 0.8, legend.pref = "",
legend.postf = "", legend.alpha = alpha.CI, debug = FALSE, withSubst = TRUE)
## S4 method for signature 'ANY,ANY'
qqplot(x, y,
plot.it = TRUE, xlab = deparse(substitute(x)),
ylab = deparse(substitute(y)), ...)

Arguments
x object of class "ANY" (stats-method) or of code "UnivariateDistribution";
to be compared to y.
y object of class "ANY" (stats-method) or of class "UnivariateDistribution".
n numeric; number of quantiles at which to do the comparison.
withIdLine logical; shall line y = x be plotted in?
withConf logical; shall confidence lines be plotted?
withConf.pw logical; shall pointwise confidence lines be plotted?
withConf.sim logical; shall simultaneous confidence lines be plotted?
plot.it logical; shall be plotted at all (inherited from qqplot)?
xlab x-label
ylab y-label
... further parameters for function plot
width width (in inches) of the graphics device opened
height height (in inches) of the graphics device opened
withSweave logical: if TRUE (for working with Sweave) no extra device is opened and height/width
are not set
mfColRow shall default partition in panels be used — defaults to TRUE
144 qqplot

n.CI numeric; number of points to be used for confidence interval

col.IdL color for the identity line
lty.IdL line type for the identity line
lwd.IdL line width for the identity line
alpha.CI confidence level
exact.pCI logical; shall pointwise CIs be determined with exact Binomial distribution?
exact.sCI logical; shall simultaneous CIs be determined with exact kolmogorov distribu-
tion?
nosym.pCI logical; shall we use (shortest) asymmetric CIs?
col.pCI color for the pointwise CI
lty.pCI line type for the pointwise CI
lwd.pCI line width for the pointwise CI
pch.pCI symbol for points (for discrete mass points) in pointwise CI
cex.pCI magnification factor for points (for discrete mass points) in pointwise CI
col.sCI color for the simultaneous CI
lty.sCI line type for the simultaneous CI
lwd.sCI line width for the simultaneous CI
pch.sCI symbol for points (for discrete mass points) in simultaneous CI
cex.sCI magnification factor for points (for discrete mass points) in simultaneous CI
cex.pch magnification factor for the plotted symbols
col.pch color for the plotted symbols
jit.fac jittering factor used for discrete distributions
check.NotInSupport
logical; shall we check if all x-quantiles lie in support(y)?
col.NotInSupport
logical; if preceding check TRUE color of x-quantiles if not in support(y)
with.legend logical; shall a legend be plotted?
legend.bg background color for the legend
legend.pos position for the legend
legend.cex magnification factor for the legend
legend.pref character to be prepended to legend text
legend.postf character to be appended to legend text
legend.alpha nominal coverage probability
debug logical; if TRUE additional output to debug confidence bounds.
withSubst logical; if TRUE (default) pattern substitution for titles and lables is used; other-
wise no substitution is used.
qqplot 145

Details
qqplot signature(x = "ANY", y = "ANY"): function qqplot from package stats.
qqplot signature(x = "UnivariateDistribution", y = "UnivariateDistribution"):
produces a QQ plot for two univariate distributions.

Value
A list of elements containing the information needed to compute the respective QQ plot, in particular
it extends the elements of the return value of function qqplot from package stats, i.e., a list with
components x and y for x and y coordinates of the plotted points; more specifically it contains
x The x coordinates of the points that were/would be plotted
y The corresponding quantiles of the second distribution, including NAs.
crit A matrix with the lower and upper confidence bounds (computed by qqbounds).
err logical vector of length 2.
(elements crit and err are taken from the return value(s) of qqbounds). The return value allows
to recover all information used to produce the plot for later use in enhanced graphics (e.g. with
ggplot).

Author(s)
Peter Ruckdeschel <[email protected]>

References
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth &
Brooks/Cole.

See Also
qqplot from package stats – the standard QQ plot function and qqbounds, used by qqplot to
produce confidence intervals.

Examples
qqplot(Norm(15,sqrt(30)), Chisq(df=15))
## some discrete Distributions:
P <- Pois(5)
B <- Binom(size=2000,prob=5/2000)
qqplot(B,P)

## takes too much time for R CMD check --as-cran

qqplot(B,P, nosym.pCI=TRUE)

## some Lebesgue-Decomposed distributions:

mylist <- UnivarLebDecDistribution(discretePart=Binom(3,.3), acPart=Norm(2,2),
acWeight=11/20)
mylist2 <- mylist+0.1
qqplot(mylist,mylist2)
146 rate-methods

qqplot(mylist,mylist2,exact.pCI=FALSE,exact.sCI=FALSE)

## takes too much time for R CMD check --as-cran

qqplot(mylist,mylist2,nosym.pCI=TRUE)
## some ac. distribution with a gap
mylist3 <- UnivarMixingDistribution(Unif(0,0.3),Unif(0.6,1),mixCoeff=c(0.8,0.2))
gaps(mylist3)
mylist4 <- UnivarMixingDistribution(Unif(0,0.3),Unif(0.6,1),mixCoeff=c(0.6,0.4))
qqplot(mylist3,mylist4)
qqplot(mylist3,mylist4,nosym.pCI=TRUE)

r-methods Methods for Function r in Package ‘distr’

Description
r-methods

Methods
r signature(object = "Distribution"): generates random deviates according to the distribu-
tion

See Also
Distribution-class

rate-methods Methods for Function rate in Package ‘distr’

Description
rate-methods

Methods
rate signature(object = "ExpParameter"): returns the slot rate of the parameter of the dis-
tribution
rate<- signature(object = "ExpParameter"): modifies the slot rate of the parameter of the
distribution
rate signature(object = "Exp"): returns the slot rate of the parameter of the distribution
rate<- signature(object = "Exp"): modifies the slot rate of the parameter of the distribution
rate signature(object = "DExp"): returns the slot rate of the parameter of the distribution
rate<- signature(object = "DExp"): modifies the slot rate of the parameter of the distribution
Reals-class 147

Reals-class Class "Reals"

Description
Particular case of a one-dimensional Euclidean Space

Usage
Reals()

Objects from the Class

Objects could theoretically be created by calls of the form new("Reals", dimension, name).
Usually an object of this class is not needed on its own. It is generated automatically when a
univariate absolutly continuous distribution is instantiated.

Slots
dimension Object of class "character": the dimension of the space, by default = 1
name Object of class "character": the name of the space, by default = "Real Space"

Extends
Class "EuclideanSpace", directly.
Class "rSpace", by class "EuclideanSpace".

Methods
initialize signature(.Object = "Reals"): initialize method

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
EuclideanSpace-class Naturals-class AbscontDistribution-class

Examples
R <- Reals()
liesIn(R,c(0,0)) # FALSE
148 RtoDPQ

rSpace-class Class "rSpace"

Description
The distribution-classes contain a slot where the sample space is stored. Typically, discrete random
variables take naturals as values. rSpace is the mother-class of the class EuclideanSpace.

Objects from the Class

A virtual Class: No objects may be created from it.

Slots
name Object of class "character": the name of the space

Methods
name signature(object = "rSpace"): returns the name of the space
name<- signature(object = "rSpace"): changes the name of the space

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Lattice-class Naturals-class EuclideanSpace-class Distribution-class

RtoDPQ Default procedure to fill slots d,p,q given r for a.c. distributions

Description
function to do get empirical density, cumulative distribution and quantile function from random
numbers

Usage
RtoDPQ(r, e = getdistrOption("RtoDPQ.e"),
n = getdistrOption("DefaultNrGridPoints"), y = NULL)
RtoDPQ 149

Arguments
r the random number generator
e 10e numbers are generated, a higher number leads to a better result.
n The number of grid points used to create the approximated functions, a higher
number leads to a better result.
y a (numeric) vector or NULL

Details
RtoDPQ generates 10e random numbers, by default

e = RtoDP Q.e

. Instead of using simulated grid points, we have an optional parameter y for using N. Horbenko’s
quantile trick: i.e.; on an equally spaced grid x.grid on [0,1], apply f(q(x)(x.grid)) and write
the result to y and produce density and cdf from this value y given to RtoDPQ as argument (instead
of simulating grid points).
The density is formed on the basis of n points using approxfun and density, by default

n = Def aultN rGridP oints

. The cumulative distribution function and the quantile function are also created on the basis of
n points using approxfun and ecdf. Of course, the results are usually not exact as they rely on
random numbers.

Value
RtoDPQ returns a list of functions.

dfun density
pfun cumulative distribution function
qfun quantile function

Note
Use RtoDPQ for absolutely continuous and RtoDPQ.d for discrete distributions.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
UnivariateDistribution-class, density, approxfun, ecdf
150 RtoDPQ.d

Examples
rn2 <- function(n){rnorm(n)^2}
x <- RtoDPQ(r = rn2, e = 4, n = 512)
# returns density, cumulative distribution and quantile function of
# squared standard normal distribution
x$dfun(4)
RtoDPQ(r = rn2, e = 5, n = 1024) # for a better result

rp2 <- function(n){rpois(n, lambda = 1)^2}

x <- RtoDPQ.d(r = rp2, e = 5)
# returns density, cumulative distribution and quantile function of
# squared Poisson distribution with parameter lambda=1

RtoDPQ.d Default procedure to fill slots d,p,q given r for discrete distributions

Description
function to do get empirical density, cumulative distribution and quantile function from random
numbers

Usage
RtoDPQ.d(r, e = getdistrOption("RtoDPQ.e"))

Arguments
r the random number generator
e 10e numbers are generated, a higher number leads to a better result.

Details
RtoDPQ.d generates 10e random numbers, by default e = RtoDPQ.e which are used to produce
a density, cdf and quantile function. Of course, the results are usually not exact as they rely on
random numbers.

Value
RtoDPQ returns a list of functions.

dfun density
pfun cumulative distribution function
qfun quantile function

Note
Use RtoDPQ for absolutely continuous and RtoDPQ.d for discrete distributions.
RtoDPQ.LC 151

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
UnivariateDistribution-class, density, approxfun, ecdf

Examples
rn2 <- function(n){rnorm(n)^2}
x <- RtoDPQ(r = rn2, e = 4, n = 512)
# returns density, cumulative distribution and quantile function of
# squared standard normal distribution

x$dfun(4)
RtoDPQ(r = rn2, e = 5, n = 1024) # for a better result

rp2 <- function(n){rpois(n, lambda = 1)^2}

x <- RtoDPQ.d(r = rp2, e = 5)
# returns density, cumulative distribution and quantile function of
# squared Poisson distribution with parameter lambda=1

RtoDPQ.LC Default procedure to fill slots d,p,q given r for Lebesgue decomposed
distributions

Description
function to do get empirical density, cumulative distribution and quantile function from random
numbers

Usage
RtoDPQ.LC(r, e = getdistrOption("RtoDPQ.e"),
n = getdistrOption("DefaultNrGridPoints"), y = NULL)

Arguments
r the random number generator
e 10e numbers are generated, a higher number leads to a better result.
n The number of grid points used to create the approximated functions, a higher
number leads to a better result.
y a (numeric) vector or NULL
152 RtoDPQ.LC

Details

RtoDPQ.LC generates 10e random numbers, by default

e = RtoDP Q.e

. Replicates are assumed to be part of the discrete part, unique values to be part of the a.c.
part of the distribution. For the replicated ones, we generate a discrete distribution by a call to
DiscreteDistribution.
For the a.c. part, similarly to RtoDPQ we have an optional parameter y for using N. Horbenko’s
quantile trick: i.e.; on an equally spaced grid x.grid on [0,1], apply f(q(x)(x.grid)), write the
result to y and use these values instead of simulated ones.
The a.c. density is formed on the basis of n points using approxfun and density (applied to the
unique values), by default
n = Def aultN rGridP oints

. The cumulative distribution function is based on all random variables, and, as well as the quantile
function, is also created on the basis of n points using approxfun and ecdf. Of course, the results
are usually not exact as they rely on random numbers.

Value

RtoDPQ.LC returns an object of class UnivarLebDecDistribution.

Note

Use RtoDPQ for absolutely continuous and RtoDPQ.d for discrete distributions.

Author(s)

Peter Ruckdeschel <[email protected]>

See Also

UnivariateDistribution-class, density, approxfun, ecdf

Examples
rn2 <- function(n)ifelse(rbinom(n,1,0.3),rnorm(n)^2,rbinom(n,4,.3))
x <- RtoDPQ.LC(r = rn2, e = 4, n = 512)
plot(x)
# returns density, cumulative distribution and quantile function of
# squared standard normal distribution
d.discrete(x)(4)
x2 <- RtoDPQ.LC(r = rn2, e = 5, n = 1024) # for a better result
plot(x2)
scale-methods 153

scale-methods Methods for Function scale in Package ‘distr’

Description
scale-methods

Methods
scale signature(object = "GammaParameter"): returns the slot scale of the parameter of the
distribution
scale<- signature(object = "GammaParameter"): modifies the slot scale of the parameter of
the distribution
scale signature(object = "Gammad"): returns the slot scale of the parameter of the distribution
scale<- signature(object = "Gammad"): modifies the slot scale of the parameter of the distri-
bution
scale signature(object = "LogisParameter"): returns the slot scale of the parameter of the
distribution
scale<- signature(object = "LogisParameter"): modifies the slot scale of the parameter of
the distribution
scale signature(object = "Logis"): returns the slot scale of the parameter of the distribution
scale<- signature(object = "Logis"): modifies the slot scale of the parameter of the distri-
bution
scale signature(object = "WeibullParameter"): returns the slot scale of the parameter of
the distribution
scale<- signature(object = "WeibullParameter"): modifies the slot scale of the parameter
of the distribution
scale signature(object = "Weibull"): returns the slot scale of the parameter of the distribu-
tion
scale<- signature(object = "Weibull"): modifies the slot scale of the parameter of the dis-
tribution
scale signature(object = "CauchyParameter"): returns the slot scale of the parameter of the
distribution
scale<- signature(object = "CauchyParameter"): modifies the slot scale of the parameter of
the distribution
scale signature(object = "Cauchy"): returns the slot scale of the parameter of the distribution
scale<- signature(object = "Cauchy"): modifies the slot scale of the parameter of the distri-
bution
scale signature(object = "Chisq"): if ncp(object) is 0, a Chi-squared distribution is also a
Gamma distribution; in this case, scale returns 2 else an error;
154 sdlog-methods

sd-methods Methods for Function sd in Package ‘distr’

Description

sd-methods

Methods

sd signature(x = "Any"): see sd

sd signature(x = "NormParameter"): returns the slot sd of the parameter of the distribution
sd<- signature(object = "NormParameter"): modifies the slot sd of the parameter of the
distribution
sd signature(x = "Norm"): returns the slot sd of the parameter of the distribution
sd<- signature(object = "Norm"): modifies the slot sd of the parameter of the distribution

See Also

sd

sdlog-methods Methods for Function sdlog in Package ‘distr’

Description

sdlog-methods

Methods

sdlog signature(object = "LnormParameter"): returns the slot sdlog of the parameter of the
distribution
sdlog<- signature(object = "LnormParameter"): modifies the slot sdlog of the parameter of
the distribution
sdlog signature(object = "Lnorm"): returns the slot sdlog of the parameter of the distribution
sdlog<- signature(object = "Lnorm"): modifies the slot sdlog of the parameter of the distri-
bution
shape-methods 155

shape-methods Methods for Function shape in Package ‘distr’

Description

shape-methods

Methods

shape signature(object = "GammaParameter"): returns the slot shape of a parameter of a

Gamma distribution
shape<- signature(object = "GammaParameter"): modifies the slot shape of a parameter of a
Gamma distribution
shape signature(object = "Gammad"): returns the slot shape of the parameter slot of a Gamma
distribution
shape<- signature(object = "Gammad"): modifies the slot shape of the parameter slot of a
Gamma distribution
shape signature(object = "WeibullParameter"): returns the slot shape of a parameter of a
Weibull distribution
shape<- signature(object = "WeibullParameter"): modifies the slot shape of a parameter
of a Weibull distribution
shape signature(object = "Weibull"): returns the slot shape of the parameter slot of the
distribution
shape<- signature(object = "Weibull"): modifies the slot shape of the parameter slot of the
distribution
shape signature(object = "Chisq"): if ncp(object) is 0, a Chi-squared distribution is also a
Gamma distribution; in this case, shape returns df(object)/2 else an error;
shape signature(object = "Exp"): returns the slot shape of the parameter slot of the Exp
distribution (=1)

shape1-methods Methods for Function shape1 in Package ‘distr’

Description

shape-methods
156 simplifyD-methods

Methods
shape1 signature(object = "BetaParameter"): returns the slot shape1 of the parameter of
the distribution
shape1<- signature(object = "BetaParameter"): modifies the slot shape1 of the parameter
of the distribution
shape1 signature(object = "Beta"): returns the slot shape1 of the parameter of the distribu-
tion
shape1<- signature(object = "Beta"): modifies the slot shape1 of the parameter of the dis-
tribution

shape2-methods Methods for Function shape2 in Package ‘distr’

Description
shape-methods

Methods
shape2 signature(object = "BetaParameter"): returns the slot shape2 of the parameter of the
distribution
shape2<- signature(object = "BetaParameter"): modifies the slot shape2 of the parameter
of the distribution
shape2 signature(object = "Beta"): returns the slot shape2 of the parameter of the distribution
shape2<- signature(object = "Beta"): modifies the slot shape2 of the parameter of the distri-
bution

simplifyD-methods Methods for function simplifyD in Package ‘distr’

Description
simplifyD-methods

Usage
simplifyD(object)

Arguments
object distribution object
simplifyD-methods 157

Details

generating functions UnivarMixingDistribution Minimum, Maximum, Truncate, and Huberize

have an argument withSimplify which decides whether the respective result is filtered by/piped
through a call to simplifyD. By default this argument is set to the distr-option getdistrOption("simplifyD"
(for the inspection and modification of such global options see distroptions). Depending on
whether or not this option is TRUE, also arithmetic operations "+", "*", "/", "^" and group Math
give results filtered by/piped through a call to simplifyD.

Value

the corresponding, possibly simplified distribution

Methods

simplifyD signature(object = "AbscontDistribution"): returns object unchanged

simplifyD signature(object = "DiscreteDistribution"): returns object unchanged
simplifyD signature(object = "UnivarLebDecDistribution"): checks whether acWeight
or discreteWeight is approximately (i.e.; up to getdistrOption("TruncQuantile")) zero
and if so, accordingly returns discretePart(object) or acPart(object), respectively.
simplifyD signature(object = "UnivarMixingDistribution"): returns the flattened version
of object (using flat.mix). before doing so, it checks whether any component carries weight
approximately (i.e.; up to getdistrOption("TruncQuantile")) one (in slot mixCoeff) and
if so, returns this component; else, if not all weights are below getdistrOption("TruncQuantile")),
it filters out those components with weight less than getdistrOption("TruncQuantile")).

See Also

Huberize, Minimum

Examples

set.seed(123)
Mix1 <- UnivarMixingDistribution(Norm(),Binom(2,.3),
UnivarLebDecDistribution(acPart = Chisq(df = 2), discretePart = Nbinom(3,.09),
acWeight = 0.3),
Norm()-Chisq(df=3), mixCoeff=c(0,0,0.2,0.8), withSimplify = FALSE)
Mix2 <- UnivarMixingDistribution(Norm(),Mix1, DExp(2),
mixCoeff = c(0,0.2,0.8), withSimplify = FALSE)
Mix2
simplifyD(Mix2)
158 size-methods

simplifyr-methods Methods for Function simplifyr in Package ‘distr’

Description
simplifyr-methods

Methods
simplifyr signature(.Object = "UnivariateDistribution"): After several transformations
of a given distribution it may take quite a long time to generate random numbers from the re-
sulting distribution. simplifyr generates a certain number, by default 105 , of random numbers
once. This pool of random numbers forms the basis for further uses of the r-method. That is,
random numbers are generated by sampling with replacement out of this pool.

Note
If you want to generate many random numbers, you should use simplifyr with a big size to be sure,
that your numbers are really random.

See Also
Distribution-class

Examples
F <- ( Norm() + Binom() + Pois() + Exp() ) * 2 - 10
system.time(r(F)(10^6))
simplifyr(F, size = 10^6)
system.time(r(F)(10^6))

size-methods Methods for Function size in Package ‘distr’

Description
size-methods

Methods
size signature(object = "BinomParameter"): returns the slot size of the parameter of the
distribution
size<- signature(object = "BinomParameter"): modifies the slot size of the parameter of the
distribution
size signature(object = "Binom"): returns the slot size of the parameter of the distribution
solve-methods 159

size<- signature(object = "Binom"): modifies the slot size of the parameter of the distribution
size signature(object = "NbinomParameter"): returns the slot size of the parameter of the
distribution
size<- signature(object = "NbinomParameter"): modifies the slot size of the parameter of
the distribution
size signature(object = "Nbinom"): returns the slot size of the parameter of the distribution
size<- signature(object = "Nbinom"): modifies the slot size of the parameter of the distribu-
tion
size signature(object = "Geom"): returns the slot size of the parameter of the distribution

solve-methods Methods for Function solve in Package ‘distr’

Description

solve-methods using generalized inverses for various types of matrices

Usage

solve(a,b, ...)
## S4 method for signature 'ANY,ANY'
solve(a, b, generalized =
getdistrOption("use.generalized.inverse.by.default"), tol = 1e-10)
## S4 method for signature 'PosSemDefSymmMatrix,ANY'
solve(a, b, generalized =
getdistrOption("use.generalized.inverse.by.default"), tol = 1e-10)
## S4 method for signature 'PosDefSymmMatrix,ANY'
solve(a, b, tol = 1e-10)

Arguments

a matrix to be inverted / to be solved for RHS.

b a numeric or complex vector or matrix giving the right-hand side(s) of the linear
system. If missing, b is taken to be an identity matrix and solve will return the
inverse of a.
... further arguments to be passed to specific methods (see solve).
generalized logical: should generalized / Moore-Penrose inverses be used? By default uses
the corresponding global option to be set by distroptions.
tol the tolerance for detecting linear dependencies in the columns of a. Default is
.Machine$double.eps.
160 SphericalSymmetry

Details
The method for the Moore-Penrose inverse for signature(a = "PosSemDefSymmMatrix", b = "ANY")
uses eigen to find the eigenvalue decomposition of a and then simply "pseudo-inverts" the corre-
sponding diagonal matrix built from eigen(a)$values, while for signature(a = "ANY", b = "ANY")
it uses the svd decomposition of a and then simply "pseudo-inverts" the corresponding diagonal ma-
trix built from svd(a)$d.

Methods
solve signature(a = "ANY", b = "ANY"): tries to evaluate solve.default method from base
in classical way; if this gives an error, this one is returned if generalized is TRUE, else it will
then return a− b where a− is the pseudo or Moore-Penrose inverse of a.
solve signature(a = "PosSemDefSymmMatrix", b = "ANY"): evaluates a− b where a− is the
pseudo or Moore-Penrose inverse of a.
solve signature(a = "PosDefSymmMatrix", b = "ANY"): evaluates solve method from base
in classical way.

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
solve for the default method, eigen and svd for the pseudo inversion

SphericalSymmetry Generating function for SphericalSymmetry-class

Description
Generates an object of class "SphericalSymmetry".

Usage
SphericalSymmetry(SymmCenter = 0)

Arguments
SymmCenter numeric: center of symmetry

Value
Object of class "SphericalSymmetry"

Author(s)
Matthias Kohl <[email protected]>
SphericalSymmetry-class 161

See Also
SphericalSymmetry-class, DistributionSymmetry-class

Examples
SphericalSymmetry()

## The function is currently defined as

function(SymmCenter = 0){
new("SphericalSymmetry", SymmCenter = SymmCenter)
}

SphericalSymmetry-class
Class for Spherical Symmetric Distributions

Description
Class for spherical symmetric distributions.

Objects from the Class

Objects can be created by calls of the form new("SphericalSymmetry"). More frequently they are
created via the generating function SphericalSymmetry. Spherical symmetry for instance leads to
a simplification for the computation of optimally robust influence curves.

Slots
type Object of class "character": contains “spherical symmetric distribution”
SymmCenter Object of class "numeric": center of symmetry

Extends
Class "EllipticalSymmetry", directly.
Class "DistributionSymmetry", by class "EllipticalSymmetry".
Class "Symmetry", by class "EllipticalSymmetry".

Author(s)
Matthias Kohl <[email protected]>

See Also
SphericalSymmetry, DistributionSymmetry-class

Examples
new("SphericalSymmetry")
162 standardMethods

sqrt-methods Methods for Function sqrt in Package ‘distr’

Description
sqrt-methods using generalized inverses for p.s.d. matrices

Usage
## S4 method for signature 'PosSemDefSymmMatrix'
sqrt(x)

Arguments
x a p.s.d. matrix (of class PosSemDefSymmMatrix

Methods
sqrt signature(x = "PosSemDefSymmMatrix"): produces a symmetric, p.s.d. matrix y such that
x = y2 .

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
solve

standardMethods Utility to automatically generate accessor and replacement functions

Description
Creates definitions for accessor and replacement functions of an given class.

Usage
standardMethods(class, writetofile = FALSE, directory)

Arguments
class the class for which accessor and replacement functions are to be produced, given
as a string
writetofile logical value, indicating wheter output is to be written to a file
directory if writetofile = TRUE, the output is written to a file in the given directory,
the name of the file starting with "classname" and ending with "StandardMeth-
ods.txt"
support-methods 163

Value
no value is returned

Author(s)
Thomas Stabla <[email protected]>

Examples
setClass("testclass", representation(a = "numeric", b = "character"))
standardMethods("testclass")

support-methods Methods for Function support in Package ‘distr’

Description
support-methods

Methods
support signature(object = "DiscreteDistribution"): returns the support

Symmetry-class Class of Symmetries

Description
Class of symmetries of various objects.

Objects from the Class

A virtual Class: No objects may be created from it.

Slots
type Object of class "character": discribes type of symmetry.
SymmCenter Object of class "ANY": center of symmetry.

Methods
type signature(object = "Symmetry"): accessor function for slot type
SymmCenter signature(object = "Symmetry"): accessor function for slot SymmCenter
show signature(object = "Symmetry")
164 Td-class

Author(s)
Matthias Kohl <[email protected]>

See Also
DistributionSymmetry-class, OptionalNumeric-class

Td-class Class "Td"

Description
The t distribution with df = ν degrees of freedom has density

Γ((ν + 1)/2)
f (x) = √ (1 + x2 /ν)−(ν+1)/2
πνΓ(ν/2)

for all real x. It has mean 0 (for ν > 1) and variance ν

ν−2 (for ν > 2). C.f. rt

Objects from the Class

Objects can be created by calls of the form Td(df). This object is a t distribution.

Slots
img Object of class "Reals": The domain of this distribution has got dimension 1 and the name
"Real Space".
param Object of class "TParameter": the parameter of this distribution (df), declared at its instan-
tiation
r Object of class "function": generates random numbers (calls function rt)
d Object of class "function": density function (calls function dt)
p Object of class "function": cumulative function (calls function pt)
q Object of class "function": inverse of the cumulative function (calls function qt)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.
Td-class 165

Extends
Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".

Methods
initialize signature(.Object = "Td"): initialize method
df signature(object = "Td"): returns the slot df of the parameter of the distribution
df<- signature(object = "Td"): modifies the slot df of the parameter of the distribution
ncp signature(object = "Td"): returns the slot ncp of the parameter of the distribution
ncp<- signature(object = "Td"): modifies the slot ncp of the parameter of the distribution

Ad hoc methods
For R Version <2.3.0 ad hoc methods are provided for slots q, r if ncp!=0; for R Version >=2.3.0
the methods from package stats are used.

Note
The general non-central t with parameters (ν, δ) = (df, ncp) is defined as a the distribution of
Tν (δ) := χUν /+δ
√ where U and χν are independent random variables, U ∼ N (0, 1), and
ν

χ2ν is chi-squared, see rchisq.

The most used applications are power calculations for t-tests:
Let T = X̄−µ√ 0 where X̄ is the mean and S the sample standard deviation (sd) of X1 , X2 , . . . , Xn
S/ n
which are i.i.d.
non-centrally t with df= n − 1 degrees of freedom and non-
N (µ, σ 2 ). Then T is distributed as √
centrality parameter ncp= (µ − µ0 ) n/σ.

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
TParameter-class, AbscontDistribution-class, Reals-class, rt

Examples
T <- Td(df = 1) # T is a t distribution with df = 1.
r(T)(1) # one random number generated from this distribution, e.g. -0.09697573
d(T)(1) # Density of this distribution is 0.1591549 for x = 1.
p(T)(1) # Probability that x < 1 is 0.75.
q(T)(.1) # Probability that x < -3.077684 is 0.1.
166 TParameter-class

## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)

df(T) # df of this distribution is 1.
df(T) <- 2 # df of this distribution is now 2.
Tn <- Td(df = 1, ncp = 5)
# T is a noncentral t distribution with df = 1 and ncp = 5.
d(Tn)(1) ## from R 2.3.0 on ncp no longer ignored...

TParameter-class Class "TParameter"

Description
The parameter of a t distribution, used by Td-class

Objects from the Class

Objects can be created by calls of the form new("TParameter", df, ncp). Usually an object of
this class is not needed on its own, it is generated automatically when an object of the class Td is
instantiated.

Slots
df Object of class "numeric": the degrees of freedom of a T distribution
ncp Object of class "numeric": the noncentrality parameter of a T distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "TParameter"): initialize method
df signature(object = "TParameter"): returns the slot df of the parameter of the distribution
df<- signature(object = "TParameter"): modifies the slot df of the parameter of the distribu-
tion
ncp signature(object = "TParameter"): returns the slot ncp of the parameter of the distribu-
tion
ncp<- signature(object = "TParameter"): modifies the slot ncp of the parameter of the dis-
tribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>
Truncate-methods 167

See Also

Td-class Parameter-class

Examples
W <- new("TParameter",df=1, ncp = 0)
df(W) # df of this distribution is 1.
df(W) <- 2 # df of this distribution is now 2.

Truncate-methods Methods for function Truncate in Package ‘distr’

Description

Truncate-methods

Usage

Truncate(object, ...)
## S4 method for signature 'AbscontDistribution'
Truncate(object, lower = -Inf, upper = Inf)
## S4 method for signature 'DiscreteDistribution'
Truncate(object, lower= -Inf, upper = Inf)
## S4 method for signature 'LatticeDistribution'
Truncate(object, lower= -Inf, upper = Inf)
## S4 method for signature 'UnivarLebDecDistribution'
Truncate(object, lower = -Inf, upper = Inf,
withSimplify = getdistrOption("simplifyD"))

Arguments

object distribution object

... not yet used; takes up lower, upper, withSimplify.
lower numeric; lower truncation point
upper numeric; upper truncation point
withSimplify logical; is result to be piped through a call to simplifyD?

Value

the corresponding distribution of the truncated random variable

168 Unif-class

Methods
Truncate signature(object = "AbscontDistribution"): returns the distribution of min(upper,max(X,lower))
conditioned to lower<=X<=upper, if X is distributed according to object; if slot .logExact
of argument object is TRUE and if either there is only one-sided truncation or both truncation
points lie on the same side of the median, we use this representation to enhance the range of
applicability, in particular, for slot r, we profit from Peter Dalgaard’s clever log-tricks as indi-
cated in http://r.789695.n4.nabble.com/help-on-sampling-from-the-truncated-normal-gamma-distribut
html#a868120. To this end we use the internal functions (i.e.; non exported to namespace)
.trunc.up and .trunc.low which provide functional slots r,d,p,q for one-sided truncation.
In case of two sided truncation, we simply use one-sided truncation successively — first left
and then right in case we are right of the median, and the other way round else; the result is
again of class "AbscontDistribution";
Truncate signature(object = "DiscreteDistribution"): returns the distribution of min(upper,max(X,lower))
conditioned to lower<=X<=upper, if X is distributed according to object; the result is again
of class "DiscreteDistribution"
Truncate signature(object = "LatticeDistribution"): if length of the corresp. lattice
is infinite and slot .logExact of argument object is TRUE, we proceed similarly as in case
of AbscontDistribution, also using internal functions .trunc.up and .trunc.low; else
we use the corresponding "DiscreteDistribution" method; the result is again of class
"LatticeDistribution"
Truncate signature(object = "UnivarLebDecDistribution"): returns the distribution of
min(upper,max(X,lower)) conditioned to lower<=X<=upper, if X is distributed according
to object; the result is again of class "UnivarLebDecDistribution"

See Also
Huberize, Minimum

Examples
plot(Truncate(Norm(),lower=-1,upper=2))
TN <- Truncate(Norm(),lower=15,upper=15.7) ### remarkably right!
plot(TN)
r(TN)(30)
TNG <- Truncate(Geom(prob=0.05),lower=325,upper=329) ### remarkably right!
plot(TNG)

Unif-class Class "Unif"

Description
The uniform distribution has density
1
d(x) =
max − min
for min, by default = 0, ≤ x ≤ max, by default = 1. C.f. runif
Unif-class 169

Objects from the Class

Objects can be created by calls of the form Unif(Min, Max). This object is a uniform distribution.

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "UnifParameter": the parameter of this distribution (Min and Max), de-
clared at its instantiation
r Object of class "function": generates random numbers (calls function runif)
d Object of class "function": density function (calls function dunif)
p Object of class "function": cumulative function (calls function punif)
q Object of class "function": inverse of the cumulative function (calls function qunif)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".

Is-Relations
By means of setIs, R “knows” that a distribution object obj of class "Unif" with Min 0 and Max
1 also is a Beta distribution with parameters shape1 = 1, shape2 = 1, ncp = 0.

Methods
initialize signature(.Object = "Unif"): initialize method
Min signature(object = "Unif"): returns the slot Min of the parameter of the distribution
Min<- signature(object = "Unif"): modifies the slot Min of the parameter of the distribution
Max signature(object = "Unif"): returns the slot Max of the parameter of the distribution
Max<- signature(object = "Unif"): modifies the slot Max of the parameter of the distribution
* signature(e1 = "Unif", e2 = "numeric"): multiplication of this uniform distribution by an
object of class ‘numeric’
+ signature(e1 = "Unif", e2 = "numeric"): addition of this uniform distribution to an object
of class ‘numeric’
170 UnifParameter-class

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
UnifParameter-class AbscontDistribution-class Reals-class runif

Examples
U <- Unif(Min=0,Max=2) # U is a uniform distribution with Min=0 and Max=2.
r(U)(1) # one random number generated from this distribution, e.g. 1.984357
d(U)(1) # Density of this distribution is 0.5 for x=1.
p(U)(1) # Probability that x<1 is 0.5.
q(U)(.1) # Probability that x<0.2 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
Min(U) # Min of this distribution is 0.
Min(U) <- 1 # Min of this distribution is now 1.
Min(U) # Min of this distribution is 1.
Min(U) <- 0
is(U/2,"Beta") # yes
V <- U/2; as(V,"Beta")

UnifParameter-class Class "UnifParameter"

Description
The parameter of a uniform distribution, used by Unif-class

Objects from the Class

Objects can be created by calls of the form new("UnifParameter", Max, Min). Usually an object
of this class is not needed on its own, it is generated automatically when an object of the class Unif
is instantiated.

Slots
Max Object of class "numeric": the Max of a uniform distribution
Min Object of class "numeric": the Min of a uniform distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.
UniNormParameter-class 171

Methods
initialize signature(.Object = "UnifParameter"): initialize method
Min signature(object = "UnifParameter"): returns the slot Min of the parameter of the
distribution
Min<- signature(object = "UnifParameter"): modifies the slot Min of the parameter of the
distribution
Max signature(object = "UnifParameter"): returns the slot Max of the parameter of the
distribution
Max<- signature(object = "UnifParameter"): modifies the slot Max of the parameter of the
distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Unif-class Parameter-class

Examples
W <- new("UnifParameter",Min=0,Max=1)
Max(W) # Max of this distribution is 1.
Max(W) <- 2 # Max of this distribution is now 2.

UniNormParameter-class
Class "UniNormParameter"

Description
The parameter of a univariate normal distribution, used by Norm-class

Objects from the Class

Objects can be created by calls of the form new("NormParameter", sd, mean). Usually an object
of this class is not needed on its own, it is generated automatically when an object of the class Norm
is instantiated.

Slots
sd Object of class "numeric": the sd of a univariate normal distribution
mean Object of class "numeric": the mean of a univariate normal distribution
name Object of class "character": a name / comment for the parameters
172 UnivarDistrList

Extends

Class "NormParameter", directly. Class "Parameter", by class "NormParameter".

Methods

initialize signature(.Object = "UniNormParameter"): initialize method

mean signature(object = "UniNormParameter"): returns the slot mean of the parameter of
the distribution
mean<- signature(object = "UniNormParameter"): modifies the slot mean of the parameter
of the distribution
sd signature(object = "UniNormParameter"): returns the slot sd of the parameter of the
distribution
sd<- signature(object = "UniNormParameter"): modifies the slot sd of the parameter of the
distribution

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

Norm-class NormParameter-class Parameter-class

Examples
W <- new("UniNormParameter", mean = 0, sd = 1)
sd(W) # sd of this distribution is 1
sd(W) <- 2 # sd of this distribution is now 2

UnivarDistrList Generating function for UnivarDistrList-class

Description

Generates an object of class "UnivarDistrList".

Usage

UnivarDistrList(..., Dlist)
UnivarDistrList-class 173

Arguments
... Objects of class "UnivariateDistribution" (or subclasses)
Dlist an optional list or object of class "UnivarDistrList"; if not missing it is ap-
pended to argument ...; this way UnivarMixingDistribution may also be
called with a list (or "UnivarDistrList"-object) as argument as suggested in
an e-mail by Krunoslav Sever (thank you!)

Value
Object of class "UnivarDistrList"

Author(s)
Matthias Kohl <[email protected]>

See Also
DistrList-class, UnivarDistrList-class, UnivarDistrList

Examples
(DL <- UnivarDistrList(Norm(), Exp(), Pois()))
plot(DL)
as(Norm(), "UnivarDistrList")

## The function is currently defined as

function(...){
new("UnivarDistrList", list(...))
}

UnivarDistrList-class List of univariate distributions

Description
Create a list of univariate distributions

Objects from the Class

Objects can be created by calls of the form new("UnivarDistrList", ...). More frequently they
are created via the generating function DistrList.

Slots
.Data Object of class "list". A list of univariate distributions.
174 UnivariateDistribution-class

Extends
Class "DistrList", directly.
Class "list", by class "DistrList".
Class "vector", by class "DistrList".

Methods
coerce signature(from = "UnivariateDistribution", to = "UnivarDistrList"): create
a UnivarDistrList object from a univariate distribution

Author(s)
Matthias Kohl <[email protected]>

See Also
UnivarDistrList, DistrList-class, UnivariateDistribution-class

Examples
(DL <- new("UnivarDistrList", list(Norm(), Exp())))
plot(DL)
as(Norm(), "UnivarDistrList")

UnivariateDistribution-class
Class "UnivariateDistribution"

Description
The UnivariateDistribution-class is the mother-class of the classes AbscontDistribution and Dis-
creteDistribution.

Objects from the Class

Objects can be created by calls of the form new("UnivariateDistribution").

Slots
img Object of class "Reals": the space of the image of this distribution which has dimension 1 and
the name "Real Space"
param Object of class "Parameter": the parameter of this distribution
r Object of class "function": generates random numbers
d Object of class "function": density function
p Object of class "function": cumulative distribution function
q Object of class "function": quantile function
UnivariateDistribution-class 175

.withArith logical: used internally to issue warnings as to interpretation of arithmetics

.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "Distribution", directly.

Methods
initialize signature(.Object = "UnivariateDistribution"):
initialize method
dim signature(x = "UnivariateDistribution"):
returns the dimension of the support of the distribution
- signature(e1 = "UnivariateDistribution"):
application of ‘-’ to this univariate distribution
* signature(e1 = "UnivariateDistribution", e2 = "numeric"):
multiplication of this univariate distribution by an object of class ‘numeric’
/ signature(e1 = "UnivariateDistribution", e2 = "numeric"):
division of this univariate distribution by an object of class ‘numeric’
+ signature(e1 = "UnivariateDistribution", e2 = "numeric"):
addition of this univariate distribution to an object of class ‘numeric’
- signature(e1 = "UnivariateDistribution", e2 = "numeric"):
subtraction of an object of class ‘numeric’ from this univariate distribution
* signature(e1 = "numeric", e2 = "UnivariateDistribution"):
multiplication of this univariate distribution by an object of class ‘numeric’
+ signature(e1 = "numeric", e2 = "UnivariateDistribution"):
addition of this univariate distribution to an object of class ‘numeric’
- signature(e1 = "numeric", e2 = "UnivariateDistribution"):
subtraction of this univariate distribution from an object of class ‘numeric’
+ signature(e1 = "UnivariateDistribution", e2 = "UnivariateDistribution"):
Convolution of two univariate distributions. The slots p, d and q are approximated by grids.
- signature(e1 = "UnivariateDistribution", e2 = "UnivariateDistribution"):
Convolution of two univariate distributions. The slots p, d and q are approximated by grids.
simplifyr signature(object = "UnivariateDistribution"):
simplifies the r-method of a distribution, see there for further information
print signature(object = "UnivariateDistribution"):
returns the class of the object and its parameters
show signature(object = "UnivariateDistribution"): as print
176 UnivarLebDecDistribution

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

Parameter-class Distribution-class AbscontDistribution-class

DiscreteDistribution-class Reals-class RtoDPQ simplifyr-methods

UnivarLebDecDistribution
Generating function for Class "UnivarLebDecDistribution"

Description

Generates an object of class "UnivarLebDecDistribution".

Usage

UnivarLebDecDistribution(acPart, discretePart, acWeight, discreteWeight,

r = NULL, e = NULL, n = NULL, y = NULL)

Arguments

acPart Object of class "AbscontDistribution" (or subclasses); a.c. part of the distri-
bution
discretePart Object of class "AbscontDistribution" (or subclasses); discrete part of the
distribution
acWeight Object of class "numeric"; weight of the a.c. part of the distribution
discreteWeight Object of class "numeric"; weight of the discrete part of the distribution
r optional argument; if given, this is a random number generator as function
r <- function(n){....} to produce r.v.’s distributed according to the dis-
tribution; used in a call to RtoDPQ.LC if acPart and discretePart are missing.
e optional argument; if argument r is given, this is the number of r.v.’s drawn to fill
the empty slots of this object; if missing filled with getdistrOption("RtoDPQ.e").
n optional argument; if argument r is given, this is the number gridpoints used in
filling the empty p,d,q slots of this object; if missing filled with getdistrOption("DefaultNrGridPoints
y a (numeric) vector or NULL
UnivarLebDecDistribution-class 177

Details
At least one of arguments discretePart, acPart, or r must be given; if the first two are missing,
slots are filled by a call to RtoDPQ.LC. For this purpose argument r is used together with argu-
ments e and n. If the latter are missing they are filled with getdistrOption("RtoDPQ.e") and
getdistrOption("DefaultNrGridPoints"), respectively. For the a.c. part, similarly to RtoDPQ
we have an optional parameter y for using N. Horbenko’s quantile trick: i.e.; on an equally spaced
grid x.grid on [0,1], apply f(q(x)(x.grid)), write the result to y and use these values instead of
simulated ones.
If argument discretePart is missing but acPart is not, discreteWeight is set to 0 and discretePart
is set to Dirac(0). If argument acPart is missing but discretePart is not, acWeight is set to 0
and discretePart is set to Norm(). If both arguments acPart and discretePart are given, at
least one of arguments discreteWeight and acWeight must be given and lie in [0,1], else an error
is thrown. If only one argument acWeight or discreteWeight is given the other one is gotten as
1-[ac/discrete]Weight. Else if both are given, they must sum up to 1. If a weight is smaller than
getdistrOption("TruncQuantile"), it is set to 0.

Value
Object of class "UnivarLebDecDistribution".

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
UnivarLebDecDistribution-class, simplifyD

Examples
mylist <- UnivarLebDecDistribution(discretePart=Binom(3,.3), acPart=Norm(2,2),
acWeight=11/20)
mylist

UnivarLebDecDistribution-class
Class "UnivarLebDecDistribution"

Description
UnivarLebDecDistribution-class is a class to formalize a Lebesgue decomposed distribution with
a discrete and an absolutely continuous part; it is a subclass to class UnivarMixingDistribution.

Objects from the Class

Objects can be created by calls of the form new("UnivarLebDecDistribution", ...). More
frequently they are created via the generating function UnivarLebDecDistribution.
178 UnivarLebDecDistribution-class

Slots
mixCoeff Object of class "numeric": a vector of length 2 of probabilities for the respective a.c.
and discrete part of the object
mixDistr Object of class "UnivarDistrList": a list of univariate distributions containing the
a.c. and discrete components; must be of length 2; the first component must be of class
"AbscontDistribution", the second of class "DiscreteDistribution".
img Object of class "Reals": the space of the image of this distribution which has dimension 1 and
the name "Real Space"
param Object of class "Parameter": the parameter of this distribution, having only the slot name
"Parameter of a discrete distribution"
r Object of class "function": generates random numbers
d fixed to NULL
p Object of class "function": cumulative distribution function
q Object of class "function": quantile function
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.
support numeric vector — the support slot of the discrete part
gaps (numeric) matrix or NULL; — the gaps slot of the absolutely continuous part

Extends
Class "UnivarMixingDistribution", directly; class "UnivariateDistribution" by class "UnivarMixingDistribution"
class "Distribution" by class "UnivariateDistribution".

Methods
show signature(object = "UnivarLebDecDistribution")
plot signature(object = "UnivarLebDecDistribution")
acPart signature(object = "UnivarLebDecDistribution")
acPart<- signature(object = "UnivarLebDecDistribution")
discretePart signature(object = "UnivarLebDecDistribution")
discretePart<- signature(object = "UnivarLebDecDistribution")
acWeight signature(object = "UnivarLebDecDistribution")
acWeight<- signature(object = "UnivarLebDecDistribution")
discreteWeight signature(object = "UnivarLebDecDistribution")
UnivarLebDecDistribution-class 179

discreteWeight<- signature(object = "UnivarLebDecDistribution")

p.ac signature(object = "UnivarLebDecDistribution") accessor to slot p of acPart(object),
possibly weighted by acWeight(object); it has an extra argument CondOrAbs with default
value "cond" which if it does not partially match (by pmatch) "abs", returns exactly slot p of
acPart(object) else weighted by acWeight(object).
d.ac signature(object = "UnivarLebDecDistribution")accessor to slot d of the absolutely
continuous part of the distribution, possibly weighted by acWeight(object); it has an extra
argument CondOrAbs which acts as the one in p.ac.
q.ac signature(object = "UnivarLebDecDistribution") accessor to slot q of acPart(object).
r.ac signature(object = "UnivarLebDecDistribution") accessor to slot q of acPart(object).
p.discrete signature(object = "UnivarLebDecDistribution") accessor to slot p of discretePart(object),
possibly weighted by discreteWeight(object); it has an extra argument CondOrAbs which
acts as the one in p.ac.
d.discrete signature(object = "UnivarLebDecDistribution") accessor to slot d of discretePart(object),
possibly weighted by discreteWeight(object); it has an extra argument CondOrAbs which
acts as the one in p.ac.
q.discrete signature(object = "UnivarLebDecDistribution") accessor to slot q of discretePart(object).
r.discrete signature(object = "UnivarLebDecDistribution") accessor to slot r of discretePart(object).
coerce signature(from = "AffLinUnivarLebDecDistribution", to = "UnivarLebDecDistribution"):
create a "UnivarLebDecDistribution" object from a "AffLinUnivarLebDecDistribution"
object
coerce signature(from = "AbscontDistribution", to = "UnivarLebDecDistribution"):
create a "UnivarLebDecDistribution" object from a "AbscontDistribution" object
coerce signature(from = "DiscreteDistribution", to = "UnivarLebDecDistribution"):
create a "UnivarLebDecDistribution" object from a "DiscreteDistribution" object
Math signature(x = "UnivarLebDecDistribution"): application of a mathematical function,
e.g. sin or tan to this discrete distribution
• abs: signature(x = "UnivarLebDecDistribution"): exact image distribution of
abs(x).
• exp: signature(x = "UnivarLebDecDistribution"): exact image distribution of
exp(x).
• sign: signature(x = "UnivarLebDecDistribution"): exact image distribution of
sign(x).
• sign: signature(x = "AcDcLcDistribution"): exact image distribution of sign(x).
• sqrt: signature(x = "AcDcLcDistribution"): exact image distribution of sqrt(x).
• log: signature(x = "UnivarLebDecDistribution"): (with optional further argument
base, defaulting to exp(1)) exact image distribution of log(x).
• log10: signature(x = "UnivarLebDecDistribution"): exact image distribution of
log10(x).
• sqrt: signature(x = "UnivarLebDecDistribution"): exact image distribution of
sqrt(x).
• sqrt: signature(x = "AcDcLcDistribution"): exact image distribution of sqrt(x).
- signature(e1 = "UnivarLebDecDistribution"): application of ‘-’ to this distribution
180 UnivarLebDecDistribution-class

* signature(e1 = "UnivarLebDecDistribution", e2 = "numeric"): multiplication of this

distribution by an object of class ‘numeric’
/ signature(e1 = "UnivarLebDecDistribution", e2 = "numeric"): division of this distri-
bution by an object of class ‘numeric’
+ signature(e1 = "UnivarLebDecDistribution", e2 = "numeric"): addition of this distri-
bution to an object of class ‘numeric’
- signature(e1 = "UnivarLebDecDistribution", e2 = "numeric"): subtraction of an object
of class ‘numeric’ from this distribution
* signature(e1 = "numeric", e2 = "UnivarLebDecDistribution"): multiplication of this
distribution by an object of class ‘numeric’
+ signature(e1 = "numeric", e2 = "UnivarLebDecDistribution"): addition of this distri-
bution to an object of class ‘numeric’
- signature(e1 = "numeric", e2 = "UnivarLebDecDistribution"): subtraction of this
distribution from an object of class ‘numeric’
+ signature(e1 = "UnivarLebDecDistribution", e2 = "UnivarLebDecDistribution"):
Convolution of two Lebesgue decomposed distributions. Result is again of class "UnivarLebDecDistribution",
but if option getdistrOption("withSimplify") is TRUE it is piped through a call to simplifyD,
hence may also be of class AbscontDistribution or DiscreteDistribution.
- signature(e1 = "UnivarLebDecDistribution", e2 = "UnivarLebDecDistribution"):
Convolution of two Lebesgue decomposed distributions. The same applies as for the preceding
item.

Internal subclass "AffLinUnivarLebDecDistribution"

To enhance accuracy of several functionals on distributions, mainly from package distrEx, there is
an internally used (but exported) subclass "AffLinUnivarLebDecDistribution" which has extra
slots a, b (both of class "numeric"), and X0 (of class "UnivarLebDecDistribution"), to capture
the fact that the object has the same distribution as a * X0 + b. This is the class of the return value
of methods
- signature(e1 = "UnivarLebDecDistribution")
* signature(e1 = "UnivarLebDecDistribution", e2 = "numeric")
/ signature(e1 = "UnivarLebDecDistribution", e2 = "numeric")
+ signature(e1 = "UnivarLebDecDistribution", e2 = "numeric")
- signature(e1 = "UnivarLebDecDistribution", e2 = "numeric")
* signature(e1 = "numeric", e2 = "UnivarLebDecDistribution")
+ signature(e1 = "numeric", e2 = "UnivarLebDecDistribution")
- signature(e1 = "numeric", e2 = "UnivarLebDecDistribution")
- signature(e1 = "AffLinUnivarLebDecDistribution")
* signature(e1 = "AffLinUnivarLebDecDistribution", e2 = "numeric")
/ signature(e1 = "AffLinUnivarLebDecDistribution", e2 = "numeric")
+ signature(e1 = "AffLinUnivarLebDecDistribution", e2 = "numeric")
- signature(e1 = "AffLinUnivarLebDecDistribution", e2 = "numeric")
UnivarLebDecDistribution-class 181

* signature(e1 = "numeric", e2 = "AffLinUnivarLebDecDistribution")

+ signature(e1 = "numeric", e2 = "AffLinUnivarLebDecDistribution")
- signature(e1 = "numeric", e2 = "AffLinUnivarLebDecDistribution")

There also is a class union of "AffLinAbscontDistribution", "AffLinDiscreteDistribution",

"AffLinUnivarLebDecDistribution" and called "AffLinDistribution" which is used for func-
tionals.

Internal virtual superclass "AcDcLcDistribution"

As many operations should be valid no matter whether the operands are of class "AbscontDistribution",
"DiscreteDistribution", or "UnivarLebDecDistribution", there is a class union of these
classes called "AcDcLcDistribution"; in particular methods for "*", "/", "^" (see operators-
methods) and methods Minimum, Maximum, Truncate, and Huberize, and convpow are defined for
this class union.

Author(s)

Peter Ruckdeschel <[email protected]>

See Also

Parameter-class UnivarMixingDistribution-class DiscreteDistribution-class AbscontDistribution-class

simplifyD flat.LCD

Examples
wg <- flat.mix(UnivarMixingDistribution(Unif(0,1),Unif(4,5),
withSimplify=FALSE))
myLC <- UnivarLebDecDistribution(discretePart=Binom(3,.3), acPart = wg,
discreteWeight=.2)
myLC
p(myLC)(0.3)
r(myLC)(30)
q(myLC)(0.9)
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
acPart(myLC)
plot(myLC)
d.discrete(myLC)(2)
p.ac(myLC)(0)
acWeight(myLC)
plot(acPart(myLC))
plot(discretePart(myLC))
gaps(myLC)
support(myLC)
plot(as(Norm(),"UnivarLebDecDistribution"))
182 UnivarMixingDistribution

UnivarMixingDistribution
Generating function for Class "UnivarMixingDistribution"

Description
Generates an object of class "UnivarMixingDistribution".

Usage
UnivarMixingDistribution(..., Dlist, mixCoeff,
withSimplify = getdistrOption("simplifyD"))

Arguments
... Objects of class "UnivariateDistribution" (or subclasses)
Dlist an optional list or object of class "UnivarDistrList"; if not missing it is ap-
pended to argument ...; this way UnivarMixingDistribution may also be
called with a list (or "UnivarDistrList"-object) as argument as suggested in
an e-mail by Krunoslav Sever (thank you!)
mixCoeff Objects of class "numeric" : a vector of probabilities for the mixing compo-
nents (must be of same length as arguments in . . . ).
withSimplify "logical": shall the return value be piped through a call to simplifyD?

Details
If mixCoeff is missing, all elements in ... are equally weighted.

Value
Object of class "UnivarMixingDistribution", or if argument withSimplify is TRUE and the re-
sulting object would have one mixing component with probability (almost) 1, UnivarMixingDistribution
will return this component.

Author(s)
Peter Ruckdeschel <[email protected]>

See Also
UnivarMixingDistribution-class, simplifyD

Examples
mylist <- UnivarMixingDistribution(Binom(3,.3), Dirac(2), Norm(),
mixCoeff=c(1/4,1/5,11/20))
UnivarMixingDistribution-class 183

UnivarMixingDistribution-class
Class "UnivarMixingDistribution"

Description
UnivarMixingDistribution-class is a class to formalize univariate mixing distributions; it is a
subclass to class UnivariateDistribution.

Objects from the Class

Objects can be created by calls of the form new("UnivarMixingDistribution", ...). More
frequently they are created via the generating function UnivarMixingDistribution.

Slots
mixCoeff Object of class "numeric": a vector of probabilities for the mixing components.
mixDistr Object of class "UnivarDistrList": a list of univariate distributions containing the
mixing components; must be of same length as mixCoeff.
img Object of class "Reals": the space of the image of this distribution which has dimension 1 and
the name "Real Space"
param Object of class "Parameter": the parameter of this distribution, having only the slot name
"Parameter of a discrete distribution"
r Object of class "function": generates random numbers
d fixed to NULL
p Object of class "function": cumulative distribution function
q Object of class "function": quantile function
support numeric vector — the union of all support slots of components, if existing
gaps (numeric) matrix or NULL; the merged gaps slots of all components, if existing (else NULL)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "UnivariateDistribution" class "Distribution" by class "UnivariateDistribution".
184 UnivarMixingDistribution-class

Methods

show signature(object = "UnivarMixingDistribution") prints the object

mixCoeff<- signature(object = "UnivarMixingDistribution") replaces the corresponding
slot
mixCoeff signature(object = "UnivarMixingDistribution") returns the corresponding slot
mixDistr<- signature(object = "UnivarMixingDistribution") replaces the corresponding
slot
mixDistr signature(object = "UnivarMixingDistribution") returns the corresponding slot
support signature(object = "UnivarMixingDistribution") returns the corresponding slot
gaps signature(object = "UnivarMixingDistribution") returns the corresponding slot
.logExact signature(object = "Distribution"): returns slot .logExact if existing; else tries
to convert the object to a newer version of its class by conv2NewVersion and returns the
corresponding slot of the converted object.
.lowerExact signature(object = "Distribution"): returns slot .lowerExact if existing; else
tries to convert the object to a newer version of its class by conv2NewVersion and returns the
corresponding slot of the converted object.
Symmetry returns slot Symmetry if existing; else tries to convert the object to a newer version of
its class by conv2NewVersion and returns the corresponding slot of the converted object.

Author(s)

Peter Ruckdeschel <[email protected]>

See Also

Parameter-class, UnivariateDistribution-class, LatticeDistribution-class, AbscontDistribution-class,

simplifyD, flat.mix

Examples

mylist <- UnivarMixingDistribution(Binom(3,.3), Dirac(2), Norm(),

mixCoeff=c(1/4,1/5,11/20))
mylist2 <- UnivarMixingDistribution(Binom(3,.3), mylist,
mixCoeff=c(.3,.7))
mylist2
p(mylist)(0.3)
mixDistr(mylist2)
Version Management 185

Version Management Methods for Version Management in Package ‘distr’

Description
Version-Management-methods

Usage
isOldVersion(object)
conv2NewVersion(object)
## S4 method for signature 'ANY'
isOldVersion(object)
## S4 method for signature 'ANY'
conv2NewVersion(object)
## S4 method for signature 'LatticeDistribution'
conv2NewVersion(object)

Arguments
object object of class "ANY" (or subclasses)

Details
From version 1.9 of this package on, class "AbscontDistribution" has an extra slot gaps. As
the addition of new slots will probably happen again in the future development of our packages, we
provide the following two help functions isOldVersion and conv2NewVersion to check whether
the object was generated by an older version of this package and to convert such an object to the
new format, respectively. Also, the intermediate class "LatticeDistribution" is introduced at
version 1.9 so that all subclasses of "DiscreteDistribution" like "Binom", "Nbinom" etc, now
have an extra slot lattice. conv2NewVersion takes this up and provides a particular method for
signature "LatticeDistribution" which fills slot lattice accordingly.

isOldVersion signature(object = "ANY"): throws an error if isClass(class(object)) is

FALSE, i.e.; if the class of object is no formal (S4) class. Else it checks whether all slots of
the actual class definition may be accessed and if so returns FALSE and else TRUE and issues a
warning.
conv2NewVersion signature(object = "ANY"): Generates a valid copy of object (according to
the actual class definition), using the slots of object where possible and for the slots which are
not yet present in object (because it was generated by an older version of the class definition),
it generates a prototype object of the class of object with new(class(object)) and uses the
slot values of this prototype to fill the missing slots.
conv2NewVersion signature(object = "LatticeDistribution"): Generates a valid copy of
object (according to the actual class definition, i.e.; with a corresponding lattice-slot), by
generating a new instance of this object by new(class(object), <list-of-parameters>.
186 Weibull-class

Weibull-class Class "Weibull"

Description
The Weibull distribution with shape parameter a, by default = 1, and scale parameter σ has
density given by, by default = 1,
a−1 a
d(x) = (a/σ)(x/σ) exp(−(x/σ) )

for x > 0.
C.f. rweibull

Objects from the Class

Objects can be created by calls of the form Weibull(shape, scale). This object is a Weibull
distribution.

Slots
img Object of class "Reals": The space of the image of this distribution has got dimension 1 and
the name "Real Space".
param Object of class "WeibullParameter": the parameter of this distribution (shape and scale),
declared at its instantiation
r Object of class "function": generates random numbers (calls function rweibull)
d Object of class "function": density function (calls function dweibull)
p Object of class "function": cumulative function (calls function pweibull)
q Object of class "function": inverse of the cumulative function (calls function qweibull)
.withArith logical: used internally to issue warnings as to interpretation of arithmetics
.withSim logical: used internally to issue warnings as to accuracy
.logExact logical: used internally to flag the case where there are explicit formulae for the log
version of density, cdf, and quantile function
.lowerExact logical: used internally to flag the case where there are explicit formulae for the
lower tail version of cdf and quantile function
Symmetry object of class "DistributionSymmetry"; used internally to avoid unnecessary calcu-
lations.

Extends
Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".
Weibull-class 187

Methods

initialize signature(.Object = "Weibull"): initialize method

scale signature(object = "Weibull"): returns the slot scale of the parameter of the distribu-
tion
scale<- signature(object = "Weibull"): modifies the slot scale of the parameter of the dis-
tribution
shape signature(object = "Weibull"): returns the slot shape of the parameter of the distribu-
tion
shape<- signature(object = "Weibull"): modifies the slot shape of the parameter of the
distribution
* signature(e1 = "Weibull", e2 = "numeric"): For the Weibull distribution we use its
closedness under positive scaling transformations.

Note

The density is d(x) = 0 for x < 0.

a
The cumulative is p(x) = 1 − exp(−(x/σ) ),
the mean is E(X) = σΓ(1 + 1/a),
and the V ar(X) = σ 2 (Γ(1 + 2/a) − (Γ(1 + 1/a))2 ).

Author(s)

Thomas Stabla <[email protected]>,

Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also

WeibullParameter-class AbscontDistribution-class Reals-class rweibull

Examples

W <- Weibull(shape=1,scale=1) # W is a Weibull distribution with shape=1 and scale=1.

r(W)(1) # one random number generated from this distribution, e.g. 0.5204105
d(W)(1) # Density of this distribution is 0.3678794 for x=1.
p(W)(1) # Probability that x<1 is 0.6321206.
q(W)(.1) # Probability that x<0.1053605 is 0.1.
## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
shape(W) # shape of this distribution is 1.
shape(W) <- 2 # shape of this distribution is now 2.
188 WeibullParameter-class

WeibullParameter-class
Class "WeibullParameter"

Description
The parameter of a Weibull distribution, used by Weibull-class

Objects from the Class

Objects can be created by calls of the form new("WeibullParameter", shape, scale). Usually
an object of this class is not needed on its own, it is generated automatically when an object of the
class Weibull is instantiated.

Slots
shape Object of class "numeric": the shape of a Weibull distribution
scale Object of class "numeric": the scale of a Weibull distribution
name Object of class "character": a name / comment for the parameters

Extends
Class "Parameter", directly.

Methods
initialize signature(.Object = "WeibullParameter"): initialize method
scale signature(object = "WeibullParameter"): returns the slot scale of a parameter of a
Weibull distribution
scale<- signature(object = "WeibullParameter"): modifies the slot scale of a parameter of
a Weibull distribution
shape signature(object = "WeibullParameter"): returns the slot shape of a parameter of a
Weibull distribution
shape<- signature(object = "WeibullParameter"): modifies the slot shape of a parameter
of a Weibull distribution

Author(s)
Thomas Stabla <[email protected]>,
Florian Camphausen <[email protected]>,
Peter Ruckdeschel <[email protected]>,
Matthias Kohl <[email protected]>

See Also
Weibull-class Parameter-class
width-methods 189

Examples
W <- new("WeibullParameter",shape=1,scale=1)
shape(W) # shape of this distribution is 1.
shape(W) <- 2 # shape of this distribution is now 2.

width-methods Methods for Function width in Package ‘distr’

Description
width-methods

Methods
width signature(object = "Lattice"): returns the slot width of the lattice
width<- signature(object = "Lattice"): modifies the slot width of the lattice
width signature(object = "LatticeDistribution"): returns the slot width of the lattice slot
of the distribution
width<- signature(object = "LatticeDistribution"): modifies the slot width of the lattice
slot of the distribution
Index

∗Topic algebra CompoundDistribution-class, 32

solve-methods, 159 convpow-methods, 34
sqrt-methods, 162 d-methods, 36
∗Topic arith decomposePM-methods, 36
distrARITH, 50 DExp-class, 37
flat.LCD, 69 df-methods, 39
flat.mix, 70 df1-methods, 39
Math-methods, 103 df2-methods, 40
operators-methods, 118 Dirac-class, 41
RtoDPQ, 148 DiracParameter-class, 42
RtoDPQ.d, 150 DiscreteDistribution, 44
RtoDPQ.LC, 151 DiscreteDistribution-class, 46
simplifyr-methods, 158 distr-package, 5
∗Topic array distrARITH, 50
PosDefSymmMatrix, 136 Distribution-class, 51
PosDefSymmMatrix-class, 137 DistributionSymmetry-class, 52
solve-methods, 159 DistrList, 53
sqrt-methods, 162 DistrList-class, 54
∗Topic classes distrMASK, 55
DistributionSymmetry-class, 52 distroptions, 56
DistrSymmList-class, 59 DistrSymmList, 58
EllipticalSymmetry-class, 60 DistrSymmList-class, 59
NoSymmetry-class, 118 EllipticalSymmetry, 59
PosDefSymmMatrix-class, 137 EllipticalSymmetry-class, 60
SphericalSymmetry-class, 161 EmpiricalDistribution, 61
Symmetry-class, 163 EuclideanSpace-class, 62
∗Topic distribution Exp-class, 64
AbscontDistribution, 12 ExpParameter-class, 65
AbscontDistribution-class, 14 Fd-class, 67
Arcsine-class, 18 flat.LCD, 69
Beta-class, 19 flat.mix, 70
BetaParameter-class, 21 FParameter-class, 71
Binom-class, 22 Gammad-class, 72
BinomParameter-class, 24 GammaParameter-class, 74
Cauchy-class, 25 gaps-methods, 75
CauchyParameter-class, 27 Geom-class, 76
Chisq-class, 28 getLabel, 78
ChisqParameter-class, 30 getLow,getUp, 79
CompoundDistribution, 31 Huberize-methods, 80

190
INDEX 191

Hyper-class, 81 qqbounds, 140

HyperParameter-class, 82 qqplot, 142
img-methods, 84 r-methods, 146
k-methods, 85 rate-methods, 146
lambda-methods, 85 Reals-class, 147
Lattice-class, 86 rSpace-class, 148
LatticeDistribution, 87 RtoDPQ, 148
LatticeDistribution-class, 89 RtoDPQ.d, 150
Length-methods, 92 RtoDPQ.LC, 151
liesIn-methods, 93 scale-methods, 153
liesInSupport, 93 sd-methods, 154
Lnorm-class, 95 sdlog-methods, 154
LnormParameter-class, 97 shape-methods, 155
location-methods, 98 shape1-methods, 155
Logis-class, 99 shape2-methods, 156
LogisParameter-class, 101 simplifyD-methods, 156
m-methods, 102 simplifyr-methods, 158
makeAbscontDistribution, 102 size-methods, 158
Math-methods, 103 SphericalSymmetry, 160
Max-methods, 104 SphericalSymmetry-class, 161
mean-methods, 105 support-methods, 163
meanlog-methods, 105 Td-class, 164
Min-methods, 106 TParameter-class, 166
Minimum-methods, 106 Truncate-methods, 167
n-methods, 108 Unif-class, 168
name-methods, 108 UnifParameter-class, 170
Naturals-class, 109 UniNormParameter-class, 171
Nbinom-class, 110 UnivarDistrList, 172
NbinomParameter-class, 112 UnivarDistrList-class, 173
ncp-methods, 113 UnivariateDistribution-class, 174
Norm-class, 114 UnivarLebDecDistribution, 176
NormParameter-class, 116 UnivarLebDecDistribution-class,
NoSymmetry, 117 177
NoSymmetry-class, 118 UnivarMixingDistribution, 182
operators-methods, 118 UnivarMixingDistribution-class,
OptionalParameter-class, 123 183
p-methods, 125 Weibull-class, 186
p.l-methods, 125 WeibullParameter-class, 188
param-methods, 126 width-methods, 189
Parameter-class, 126 ∗Topic documentation
pivot-methods, 127 distrARITH, 50
plot-methods, 127 distrMASK, 55
Pois-class, 133 ∗Topic dplot
PoisParameter-class, 135 options, 124
print-methods, 138 ∗Topic environment
prob-methods, 138 options, 124
q-methods, 139 ∗Topic hplot
q.r-methods, 140 plot-methods, 127
192 INDEX

qqbounds, 140 OptionalParameter-class, 123

qqplot, 142 p-methods, 125
∗Topic iplot p.l-methods, 125
options, 124 param-methods, 126
∗Topic list Parameter-class, 126
CompoundDistribution, 31 pivot-methods, 127
DistrList, 53 plot-methods, 127
DistrList-class, 54 print-methods, 138
UnivarDistrList, 172 q-methods, 139
UnivarDistrList-class, 173 q.r-methods, 140
UnivarLebDecDistribution, 176 r-methods, 146
UnivarMixingDistribution, 182 rate-methods, 146
∗Topic math scale-methods, 153
distrARITH, 50 sd-methods, 154
flat.LCD, 69 sdlog-methods, 154
igamma, 84 shape-methods, 155
operators-methods, 118 shape1-methods, 155
RtoDPQ, 148 shape2-methods, 156
RtoDPQ.d, 150 simplifyD-methods, 156
RtoDPQ.LC, 151 support-methods, 163
simplifyr-methods, 158 Truncate-methods, 167
∗Topic methods width-methods, 189
d-methods, 36 ∗Topic misc
decomposePM-methods, 36 distr-defunct, 49
df-methods, 39 ∗Topic package
df1-methods, 39 distr-package, 5
df2-methods, 40 ∗Topic print
dim-methods, 40 print-methods, 138
dimension-methods, 40 ∗Topic programming
gaps-methods, 75 distrMASK, 55
getLow,getUp, 79 standardMethods, 162
Huberize-methods, 80 ∗Topic utilities
img-methods, 84 standardMethods, 162
k-methods, 85 Version Management, 185
lambda-methods, 85 *,AbscontDistribution,numeric-method
Length-methods, 92 (operators-methods), 118
liesIn-methods, 93 *,AcDcLcDistribution,AcDcLcDistribution-method
liesInSupport, 93 (operators-methods), 118
location-methods, 98 *,AffLinAbscontDistribution,numeric-method
m-methods, 102 (operators-methods), 118
Max-methods, 104 *,AffLinDiscreteDistribution,numeric-method
mean-methods, 105 (operators-methods), 118
meanlog-methods, 105 *,AffLinLatticeDistribution,numeric-method
Min-methods, 106 (operators-methods), 118
Minimum-methods, 106 *,AffLinUnivarLebDecDistribution,numeric-method
n-methods, 108 (operators-methods), 118
name-methods, 108 *,Cauchy,numeric-method
ncp-methods, 113 (operators-methods), 118
INDEX 193

*,CompoundDistribution,numeric-method +,AffLinDiscreteDistribution,numeric-method
(operators-methods), 118 (operators-methods), 118
*,DExp,numeric-method +,AffLinLatticeDistribution,numeric-method
(operators-methods), 118 (operators-methods), 118
*,Dirac,Dirac-method +,AffLinUnivarLebDecDistribution,numeric-method
(operators-methods), 118 (operators-methods), 118
*,Dirac,UnivariateDistribution-method +,Binom,Binom-method
(operators-methods), 118 (operators-methods), 118
*,Dirac,numeric-method +,Cauchy,Cauchy-method
(operators-methods), 118 (operators-methods), 118
*,DiscreteDistribution,numeric-method +,Cauchy,numeric-method
(operators-methods), 118 (operators-methods), 118
*,Exp,numeric-method +,Chisq,Chisq-method
(operators-methods), 118 (operators-methods), 118
*,ExpOrGammaOrChisq,numeric-method +,CompoundDistribution,numeric-method
(operators-methods), 118 (operators-methods), 118
*,LatticeDistribution,numeric-method +,Dirac,Dirac-method
(operators-methods), 118 (operators-methods), 118
*,Lnorm,numeric-method +,Dirac,DiscreteDistribution-method
(operators-methods), 118 (operators-methods), 118
*,Logis,numeric-method +,Dirac,UnivariateDistribution-method
(operators-methods), 118 (operators-methods), 118
*,Norm,numeric-method +,Dirac,numeric-method
(operators-methods), 118 (operators-methods), 118
*,Unif,numeric-method +,DiscreteDistribution,AbscontDistribution-method
(operators-methods), 118 (operators-methods), 118
*,UnivarLebDecDistribution,numeric-method +,DiscreteDistribution,DiscreteDistribution-method
(operators-methods), 118 (operators-methods), 118
*,UnivariateDistribution,Dirac-method +,DiscreteDistribution,numeric-method
(operators-methods), 118 (operators-methods), 118
*,UnivariateDistribution,numeric-method +,ExpOrGammaOrChisq,ExpOrGammaOrChisq-method
(operators-methods), 118 (operators-methods), 118
*,Weibull,numeric-method +,LatticeDistribution,DiscreteDistribution-method
(operators-methods), 118 (operators-methods), 118
*,numeric,LatticeDistribution-method +,LatticeDistribution,LatticeDistribution-method
(operators-methods), 118 (operators-methods), 118
*,numeric,UnivariateDistribution-method +,LatticeDistribution,numeric-method
(operators-methods), 118 (operators-methods), 118
+,AbscontDistribution,AbscontDistribution-method
+,Logis,numeric-method
(operators-methods), 118 (operators-methods), 118
+,AbscontDistribution,DiscreteDistribution-method
+,Nbinom,Nbinom-method
(operators-methods), 118 (operators-methods), 118
+,AbscontDistribution,numeric-method +,Norm,Norm-method (operators-methods),
(operators-methods), 118 118
+,AcDcLcDistribution,AcDcLcDistribution-method
+,Norm,numeric-method
(operators-methods), 118 (operators-methods), 118
+,AffLinAbscontDistribution,numeric-method +,Pois,Pois-method (operators-methods),
(operators-methods), 118 118
194 INDEX

+,Unif,numeric-method (UnivarMixingDistribution-class),
(operators-methods), 118 183
.logExact-methods (Distribution-class),
+,UnivarLebDecDistribution,UnivarLebDecDistribution-method
(operators-methods), 118 51
+,UnivarLebDecDistribution,numeric-method .lowerExact (Distribution-class), 51
(operators-methods), 118 .lowerExact,Distribution-method
+,UnivariateDistribution,Dirac-method (Distribution-class), 51
(operators-methods), 118 .lowerExact,UnivarMixingDistribution-method
+,UnivariateDistribution,UnivariateDistribution-method
(UnivarMixingDistribution-class),
(operators-methods), 118 183
+,UnivariateDistribution,numeric-method .lowerExact-methods
(operators-methods), 118 (Distribution-class), 51
+,numeric,LatticeDistribution-method .mergegaps2, 76
(operators-methods), 118 .trunc.low, 168
+,numeric,UnivariateDistribution-method .trunc.up, 168
(operators-methods), 118 /,AcDcLcDistribution,AcDcLcDistribution-method
-,AcDcLcDistribution,AcDcLcDistribution-method (operators-methods), 118
(operators-methods), 118 /,Dirac,Dirac-method
-,Dirac,Dirac-method (operators-methods), 118
(operators-methods), 118 /,LatticeDistribution,numeric-method
-,LatticeDistribution,LatticeDistribution-method (operators-methods), 118
(operators-methods), 118 /,UnivariateDistribution,numeric-method
-,LatticeDistribution,UnivariateDistribution-method (operators-methods), 118
(operators-methods), 118 /,numeric,AcDcLcDistribution-method
-,LatticeDistribution,missing-method (operators-methods), 118
(operators-methods), 118 /,numeric,Dirac-method
-,LatticeDistribution,numeric-method (operators-methods), 118
(operators-methods), 118 ^,AcDcLcDistribution,AcDcLcDistribution-method
-,Norm,missing-method (operators-methods), 118
(operators-methods), 118 ^,AcDcLcDistribution,Dirac-method
-,UnivariateDistribution,LatticeDistribution-method (UnivarLebDecDistribution-class),
(operators-methods), 118 177
^,AcDcLcDistribution,Integer-method
-,UnivariateDistribution,UnivariateDistribution-method
(operators-methods), 118 (operators-methods), 118
-,UnivariateDistribution,missing-method ^,AcDcLcDistribution,numeric-method
(operators-methods), 118 (operators-methods), 118
-,UnivariateDistribution,numeric-method ^,numeric,AcDcLcDistribution-method
(operators-methods), 118 (operators-methods), 118
-,numeric,Beta-method
(operators-methods), 118 abs,AbscontDistribution-method
-,numeric,LatticeDistribution-method (Math-methods), 103
(operators-methods), 118 abs,DiscreteDistribution-method
-,numeric,UnivariateDistribution-method (Math-methods), 103
(operators-methods), 118 abs,UnivarLebDecDistribution-method
.logExact (Distribution-class), 51 (UnivarLebDecDistribution-class),
.logExact,Distribution-method 177
(Distribution-class), 51 AbscontDistribution, 12, 15, 17, 103
.logExact,UnivarMixingDistribution-method AbscontDistribution-class, 14
INDEX 195

AcDcLcDistribution-class AffLinUnivarLebDecDistribution-class
(UnivarLebDecDistribution-class), (UnivarLebDecDistribution-class),
177 177
acPart approxfun, 70, 149, 151, 152
(UnivarLebDecDistribution-class), Arcsine (Arcsine-class), 18
177 Arcsine-class, 18
acPart,UnivarLebDecDistribution-method ARITHMETICS (distrARITH), 50
(UnivarLebDecDistribution-class),
177 Beta (Beta-class), 19
acPart-methods Beta-class, 19
(UnivarLebDecDistribution-class), BetaParameter-class, 21
177 Binom (Binom-class), 22
acPart<- Binom-class, 22
(UnivarLebDecDistribution-class), BinomParameter-class, 24
177
Cauchy (Cauchy-class), 25
acPart<-,UnivarLebDecDistribution-method
Cauchy-class, 25
(UnivarLebDecDistribution-class),
CauchyParameter-class, 27
177
Chisq (Chisq-class), 28
acPart<--methods
Chisq-class, 28
(UnivarLebDecDistribution-class),
ChisqParameter-class, 30
177
coerce,AbscontDistribution,UnivarLebDecDistribution-method
acWeight
(UnivarLebDecDistribution-class),
(UnivarLebDecDistribution-class),
177
177
coerce,AffLinDiscreteDistribution,LatticeDistribution-meth
acWeight,UnivarLebDecDistribution-method (DiscreteDistribution-class),
(UnivarLebDecDistribution-class), 46
177 coerce,AffLinLatticeDistribution,AffLinDiscreteDistributio
acWeight-methods (LatticeDistribution-class), 89
(UnivarLebDecDistribution-class), coerce,AffLinUnivarLebDecDistribution,UnivarLebDecDistribu
177 (UnivarLebDecDistribution-class),
acWeight<- 177
(UnivarLebDecDistribution-class), coerce,CompoundDistribution,UnivarLebDecDistribution-metho
177 (CompoundDistribution-class),
acWeight<-,UnivarLebDecDistribution-method 32
(UnivarLebDecDistribution-class), coerce,DiscreteDistribution,LatticeDistribution-method
177 (DiscreteDistribution-class),
acWeight<--methods 46
(UnivarLebDecDistribution-class), coerce,DiscreteDistribution,UnivarLebDecDistribution-metho
177 (UnivarLebDecDistribution-class),
AffLinAbscontDistribution-class 177
(AbscontDistribution-class), 14 coerce,Distribution,DistrList-method
AffLinDiscreteDistribution-class (DistrList-class), 54
(DiscreteDistribution-class), coerce,LatticeDistribution,DiscreteDistribution-method
46 (LatticeDistribution-class), 89
AffLinDistribution-class coerce,UnivariateDistribution,UnivarDistrList-method
(AbscontDistribution-class), 14 (UnivarDistrList-class), 173
AffLinLatticeDistribution-class CompoundDistribution, 31, 33
(LatticeDistribution-class), 89 CompoundDistribution-class, 32
196 INDEX

conv2NewVersion, 6, 15, 52, 184 d.discrete,UnivarLebDecDistribution-method

conv2NewVersion (Version Management), (UnivarLebDecDistribution-class),
185 177
conv2NewVersion,ANY-method (Version d.discrete-methods
Management), 185 (UnivarLebDecDistribution-class),
conv2NewVersion,LatticeDistribution-method 177
(Version Management), 185 decomposePM, 122
conv2NewVersion-methods (Version decomposePM (decomposePM-methods), 36
Management), 185 decomposePM,AbscontDistribution-method
convpow, 9, 17, 48, 69, 181 (decomposePM-methods), 36
convpow (convpow-methods), 34 decomposePM,DiscreteDistribution-method
convpow,AbscontDistribution-method (decomposePM-methods), 36
(convpow-methods), 34 decomposePM,UnivarLebDecDistribution-method
convpow,AcDcLcDistribution-method (decomposePM-methods), 36
(convpow-methods), 34 decomposePM-methods, 36
convpow,Binom-method (convpow-methods), DefaultNrFFTGridPointsExponent
34 (distroptions), 56
convpow,Cauchy-method DefaultNrGridPoints (distroptions), 56
(convpow-methods), 34 Defunct, 50
convpow,Dirac-method (convpow-methods), density, 70, 149, 151, 152
34 devNew, 124
convpow,DiscreteDistribution-method DExp (DExp-class), 37
(convpow-methods), 34 DExp-class, 37
convpow,ExpOrGammaOrChisq-method df (df-methods), 39
(convpow-methods), 34 df,Chisq-method (df-methods), 39
convpow,LatticeDistribution-method df,ChisqParameter-method (df-methods),
(convpow-methods), 34 39
convpow,Nbinom-method
df,Td-method (df-methods), 39
(convpow-methods), 34
df,TParameter-method (df-methods), 39
convpow,Norm-method (convpow-methods),
df-methods, 39
34
df1 (df1-methods), 39
convpow,Pois-method (convpow-methods),
df1,Fd-method (df1-methods), 39
34
df1,FParameter-method (df1-methods), 39
convpow-methods, 34
df1-methods, 39
d (d-methods), 36 df1<- (df1-methods), 39
d,Distribution-method (d-methods), 36 df1<-,Fd-method (df1-methods), 39
d-methods, 36 df1<-,FParameter-method (df1-methods),
d.ac (UnivarLebDecDistribution-class), 39
177 df1<--methods (df1-methods), 39
d.ac,UnivarLebDecDistribution-method df2 (df2-methods), 40
(UnivarLebDecDistribution-class), df2,Fd-method (df2-methods), 40
177 df2,FParameter-method (df2-methods), 40
d.ac-methods df2-methods, 40
(UnivarLebDecDistribution-class), df2<- (df2-methods), 40
177 df2<-,Fd-method (df2-methods), 40
d.discrete df2<-,FParameter-method (df2-methods),
(UnivarLebDecDistribution-class), 40
177 df2<--methods (df2-methods), 40
INDEX 197

df<- (df-methods), 39 (UnivarLebDecDistribution-class),

df<-,Chisq-method (df-methods), 39 177
df<-,ChisqParameter-method discreteWeight,UnivarLebDecDistribution-method
(df-methods), 39 (UnivarLebDecDistribution-class),
df<-,Td-method (df-methods), 39 177
df<-,TParameter-method (df-methods), 39 discreteWeight-methods
df<--methods (df-methods), 39 (UnivarLebDecDistribution-class),
digamma,AbscontDistribution-method 177
(Math-methods), 103 discreteWeight<-
digamma,DiscreteDistribution-method (UnivarLebDecDistribution-class),
(Math-methods), 103 177
dim (dim-methods), 40 discreteWeight<-,UnivarLebDecDistribution-method
dim,UnivariateDistribution-method (UnivarLebDecDistribution-class),
(dim-methods), 40 177
dim-methods, 40 discreteWeight<--methods
dimension (dimension-methods), 40 (UnivarLebDecDistribution-class),
dimension,EuclideanSpace-method 177
(dimension-methods), 40 distr (distr-package), 5
dimension-methods, 40 distr-defunct, 49
dimension<- (dimension-methods), 40 distr-package, 5
dimension<-,EuclideanSpace-method distrARITH, 50
(dimension-methods), 40 DistrCollapse (distroptions), 56
dimension<--methods Distribution-class, 51
(dimension-methods), 40 DistributionAggregate.Unique.Warn
Dirac (Dirac-class), 41 (distroptions), 56
Dirac-class, 41 DistributionSymmetry-class, 52
DiracParameter-class, 42 DistrList, 53, 54, 173
DiscreteDistribution, 44, 62, 70, 152 DistrList-class, 54
DiscreteDistribution-class, 46 distrMASK, 55
discretePart distroptions, 11, 56, 157, 159
(UnivarLebDecDistribution-class), DistrResolution (distroptions), 56
177 DistrSymmList, 58
discretePart,UnivarLebDecDistribution-method DistrSymmList-class, 59
(UnivarLebDecDistribution-class), DoubleExponential (DExp-class), 37
177
discretePart-methods ecdf, 70, 149, 151, 152
(UnivarLebDecDistribution-class), eigen, 160
177 EllipticalSymmetry, 59, 61
discretePart<- EllipticalSymmetry-class, 60
(UnivarLebDecDistribution-class), EmpiricalDistribution, 61
177 EuclideanSpace (EuclideanSpace-class),
discretePart<-,UnivarLebDecDistribution-method 62
(UnivarLebDecDistribution-class), EuclideanSpace-class, 62
177 Exp (Exp-class), 64
discretePart<--methods exp,AbscontDistribution-method
(UnivarLebDecDistribution-class), (Math-methods), 103
177 exp,DiscreteDistribution-method
discreteWeight (Math-methods), 103
198 INDEX

exp,UnivarLebDecDistribution-method getLow-methods (getLow,getUp), 79

(UnivarLebDecDistribution-class), getOption, 57, 124, 125
177 getUp (getLow,getUp), 79
Exp-class, 64 getUp,AbscontDistribution-method
ExpParameter-class, 65 (getLow,getUp), 79
getUp,DiscreteDistribution-method
Fd (Fd-class), 67 (getLow,getUp), 79
Fd-class, 67 getUp,LatticeDistribution-method
flat.LCD, 69, 121–123, 181 (getLow,getUp), 79
flat.mix, 34, 69, 70, 157, 184 getUp,UnivarLebDecDistribution-method
FParameter-class, 71 (getLow,getUp), 79
getUp,UnivarMixingDistribution-method
gamma,AbscontDistribution-method (getLow,getUp), 79
(Math-methods), 103 getUp-methods (getLow,getUp), 79
gamma,DiscreteDistribution-method
(Math-methods), 103 Huberize, 17, 48, 107, 157, 168, 181
gamma-methods (Math-methods), 103 Huberize (Huberize-methods), 80
Gammad (Gammad-class), 72 Huberize,AcDcLcDistribution-method
Gammad-class, 72 (Huberize-methods), 80
GammaParameter-class, 74 Huberize-methods, 80
gaps, 6, 15 Hyper (Hyper-class), 81
gaps (gaps-methods), 75 Hyper-class, 81
gaps,AbscontDistribution-method HyperParameter-class, 82
(gaps-methods), 75
gaps,UnivarMixingDistribution-method igamma, 84
(UnivarMixingDistribution-class), img (img-methods), 84
183 img,Distribution-method (img-methods),
gaps-methods, 75 84
gaps<- (gaps-methods), 75 img-methods, 84
gaps<-,AbscontDistribution-method initialize,AbscontDistribution-method
(gaps-methods), 75 (AbscontDistribution-class), 14
gaps<--methods (gaps-methods), 75 initialize,AffLinAbscontDistribution-method
Geom (Geom-class), 76 (AbscontDistribution-class), 14
Geom-class, 76 initialize,AffLinDiscreteDistribution-method
GeomParameter-class (distr-defunct), 49 (DiscreteDistribution-class),
getdistrOption (distroptions), 56 46
getLabel, 78 initialize,AffLinLatticeDistribution-method
getLow (getLow,getUp), 79 (LatticeDistribution-class), 89
getLow,AbscontDistribution-method initialize,Arcsine-method
(getLow,getUp), 79 (Arcsine-class), 18
getLow,DiscreteDistribution-method initialize,Beta-method (Beta-class), 19
(getLow,getUp), 79 initialize,BetaParameter-method
getLow,getUp, 79 (BetaParameter-class), 21
getLow,LatticeDistribution-method initialize,Binom-method (Binom-class),
(getLow,getUp), 79 22
getLow,UnivarLebDecDistribution-method initialize,BinomParameter-method
(getLow,getUp), 79 (BinomParameter-class), 24
getLow,UnivarMixingDistribution-method initialize,Cauchy-method
(getLow,getUp), 79 (Cauchy-class), 25
INDEX 199

initialize,CauchyParameter-method (NbinomParameter-class), 112

(CauchyParameter-class), 27 initialize,Norm-method (Norm-class), 114
initialize,Chisq-method (Chisq-class), initialize,NormParameter-method
28 (NormParameter-class), 116
initialize,ChisqParameter-method initialize,Pois-method (Pois-class), 133
(ChisqParameter-class), 30 initialize,PoisParameter-method
initialize,DExp-method (DExp-class), 37 (PoisParameter-class), 135
initialize,Dirac-method (Dirac-class), initialize,Reals-method (Reals-class),
41 147
initialize,DiracParameter-method initialize,Td-method (Td-class), 164
(DiracParameter-class), 42 initialize,TParameter-method
initialize,DiscreteDistribution-method (TParameter-class), 166
(DiscreteDistribution-class), initialize,Unif-method (Unif-class), 168
46 initialize,UnifParameter-method
initialize,EuclideanSpace-method (UnifParameter-class), 170
(EuclideanSpace-class), 62 initialize,UniNormParameter-method
initialize,Exp-method (Exp-class), 64 (UniNormParameter-class), 171
initialize,ExpParameter-method initialize,UnivariateDistribution-method
(ExpParameter-class), 65 (UnivariateDistribution-class),
initialize,Fd-method (Fd-class), 67 174
initialize,FParameter-method initialize,Weibull-method
(FParameter-class), 71 (Weibull-class), 186
initialize,Gammad-method initialize,WeibullParameter-method
(Gammad-class), 72 (WeibullParameter-class), 188
initialize,GammaParameter-method isOldVersion, 6, 15
(GammaParameter-class), 74 isOldVersion (Version Management), 185
initialize,Geom-method (Geom-class), 76 isOldVersion,ANY-method (Version
initialize,GeomParameter-method Management), 185
(distr-defunct), 49 isOldVersion-methods (Version
initialize,Hyper-method (Hyper-class), Management), 185
81
initialize,HyperParameter-method k (k-methods), 85
(HyperParameter-class), 82 k,Hyper-method (k-methods), 85
initialize,LatticeDistribution-method k,HyperParameter-method (k-methods), 85
(LatticeDistribution-class), 89 k-methods, 85
initialize,Lnorm-method (Lnorm-class), k<- (k-methods), 85
95 k<-,Hyper-method (k-methods), 85
initialize,LnormParameter-method k<-,HyperParameter-method (k-methods),
(LnormParameter-class), 97 85
initialize,Logis-method (Logis-class), k<--methods (k-methods), 85
99 ks.test, 141, 142
initialize,LogisParameter-method
(LogisParameter-class), 101 lambda (lambda-methods), 85
initialize,Naturals-method lambda,Pois-method (lambda-methods), 85
(Naturals-class), 109 lambda,PoisParameter-method
initialize,Nbinom-method (lambda-methods), 85
(Nbinom-class), 110 lambda-methods, 85
initialize,NbinomParameter-method lambda<- (lambda-methods), 85
200 INDEX

lambda<-,Pois-method (lambda-methods), (liesInSupport), 93

85 liesInSupport,Distribution,matrix-method
lambda<-,PoisParameter-method (liesInSupport), 93
(lambda-methods), 85 liesInSupport,ExpOrGammaOrChisq,numeric-method
lambda<--methods (lambda-methods), 85 (liesInSupport), 93
Laplace (DExp-class), 37 liesInSupport,Fd,numeric-method
Lattice (Lattice-class), 86 (liesInSupport), 93
lattice (LatticeDistribution-class), 89 liesInSupport,LatticeDistribution,numeric-method
lattice,LatticeDistribution-method (liesInSupport), 93
(LatticeDistribution-class), 89 liesInSupport,Lnorm,numeric-method
Lattice-class, 86 (liesInSupport), 93
lattice-method liesInSupport,Logis,numeric-method
(LatticeDistribution-class), 89 (liesInSupport), 93
LatticeDistribution, 87, 90, 92 liesInSupport,Norm,numeric-method
LatticeDistribution-class, 89 (liesInSupport), 93
Length (Length-methods), 92 liesInSupport,Td,numeric-method
Length,Lattice-method (Length-methods), (liesInSupport), 93
92 liesInSupport,Unif,numeric-method
Length,LatticeDistribution-method (liesInSupport), 93
(Length-methods), 92 liesInSupport,UnivarLebDecDistribution,numeric-method
Length-methods, 92 (liesInSupport), 93
Length<- (Length-methods), 92 liesInSupport,UnivarMixingDistribution,numeric-method
Length<-,Lattice-method (liesInSupport), 93
(Length-methods), 92 liesInSupport,Weibull,numeric-method
Length<-,LatticeDistribution-method (liesInSupport), 93
(Length-methods), 92 liesInSupport-methods (liesInSupport),
Length<--methods (Length-methods), 92 93
lgamma,AbscontDistribution-method Lnorm (Lnorm-class), 95
(Math-methods), 103 Lnorm-class, 95
lgamma,DiscreteDistribution-method LnormParameter-class, 97
(Math-methods), 103 location (location-methods), 98
lgamma-methods (Math-methods), 103 location,Cauchy-method
liesIn (liesIn-methods), 93 (location-methods), 98
liesIn,EuclideanSpace,numeric-method location,CauchyParameter-method
(liesIn-methods), 93 (location-methods), 98
liesIn,Naturals,numeric-method location,Dirac-method
(liesIn-methods), 93 (location-methods), 98
liesIn-methods, 93 location,DiracParameter-method
liesInSupport, 93 (location-methods), 98
location,Logis-method
liesInSupport,AbscontDistribution,numeric-method
(liesInSupport), 93 (location-methods), 98
liesInSupport,Beta,numeric-method location,LogisParameter-method
(liesInSupport), 93 (location-methods), 98
liesInSupport,Cauchy,numeric-method location-methods, 98
(liesInSupport), 93 location<- (location-methods), 98
liesInSupport,DExp,numeric-method location<-,Cauchy-method
(liesInSupport), 93 (location-methods), 98
location<-,CauchyParameter-method
liesInSupport,DiscreteDistribution,numeric-method
INDEX 201

(location-methods), 98 Math,DiscreteDistribution-method
location<-,Dirac-method (Math-methods), 103
(location-methods), 98 Math,UnivarLebDecDistribution-method
location<-,DiracParameter-method (UnivarLebDecDistribution-class),
(location-methods), 98 177
location<-,Logis-method Math-methods, 103
(location-methods), 98 Max (Max-methods), 104
location<-,LogisParameter-method Max,Unif-method (Max-methods), 104
(location-methods), 98 Max,UnifParameter-method (Max-methods),
location<--methods (location-methods), 104
98 Max-methods, 104
log,AbscontDistribution-method Max<- (Max-methods), 104
(Math-methods), 103 Max<-,Unif-method (Max-methods), 104
log,Dirac-method (Dirac-class), 41 Max<-,UnifParameter-method
log,DiscreteDistribution-method (Max-methods), 104
(Math-methods), 103 Max<--methods (Max-methods), 104
log,UnivarLebDecDistribution-method Maximum (Minimum-methods), 106
(UnivarLebDecDistribution-class), Maximum,AcDcLcDistribution,AcDcLcDistribution-method
177 (Minimum-methods), 106
log-methods (Math-methods), 103 Maximum,AcDcLcDistribution,numeric-method
log10,AbscontDistribution-method (Minimum-methods), 106
(Math-methods), 103 Maximum-methods (Minimum-methods), 106
log10,DiscreteDistribution-method mean, 165
(Math-methods), 103 mean (mean-methods), 105
log10,UnivarLebDecDistribution-method
mean,Norm-method (mean-methods), 105
(UnivarLebDecDistribution-class),
mean,NormParameter-method
177
(mean-methods), 105
log10-methods (Math-methods), 103
mean-methods, 105
Logis (Logis-class), 99
mean<- (mean-methods), 105
Logis-class, 99
mean<-,Norm-method (mean-methods), 105
LogisParameter-class, 101
mean<-,NormParameter-method
m (m-methods), 102 (mean-methods), 105
m,Hyper-method (m-methods), 102 mean<--methods (mean-methods), 105
m,HyperParameter-method (m-methods), 102 meanlog (meanlog-methods), 105
m-methods, 102 meanlog,Lnorm-method (meanlog-methods),
m<- (m-methods), 102 105
m<-,Hyper-method (m-methods), 102 meanlog,LnormParameter-method
m<-,HyperParameter-method (m-methods), (meanlog-methods), 105
102 meanlog-methods, 105
m<--methods (m-methods), 102 meanlog<- (meanlog-methods), 105
makeAbscontDistribution, 102 meanlog<-,Lnorm-method
MASKING (distrMASK), 55 (meanlog-methods), 105
Math, 9, 103, 104, 119 meanlog<-,LnormParameter-method
Math,AbscontDistribution-method (meanlog-methods), 105
(Math-methods), 103 meanlog<--methods (meanlog-methods), 105
Math,AcDcLcDistribution-method Min (Min-methods), 106
(Math-methods), 103 Min,Unif-method (Min-methods), 106
Math,Dirac-method (Dirac-class), 41 Min,UnifParameter-method (Min-methods),
202 INDEX

106 mixDistr-methods
Min-methods, 106 (UnivarMixingDistribution-class),
Min<- (Min-methods), 106 183
Min<-,Unif-method (Min-methods), 106 mixDistr<-
Min<-,UnifParameter-method (UnivarMixingDistribution-class),
(Min-methods), 106 183
Min<--methods (Min-methods), 106 mixDistr<-,UnivarMixingDistribution-method
Minimum, 17, 48, 69, 157, 168, 181 (UnivarMixingDistribution-class),
Minimum (Minimum-methods), 106 183
mixDistr<--methods
Minimum,AbscontDistribution,AbscontDistribution-method
(Minimum-methods), 106 (UnivarMixingDistribution-class),
Minimum,AbscontDistribution,Dirac-method 183
(Minimum-methods), 106
n (n-methods), 108
Minimum,AbscontDistribution,numeric-method
n,Hyper-method (n-methods), 108
(Minimum-methods), 106
n,HyperParameter-method (n-methods), 108
Minimum,AcDcLcDistribution,AcDcLcDistribution-method
n-methods, 108
(Minimum-methods), 106
n<- (n-methods), 108
Minimum,AcDcLcDistribution,numeric-method n<-,Hyper-method (n-methods), 108
(Minimum-methods), 106 n<-,HyperParameter-method (n-methods),
Minimum,DiscreteDistribution,DiscreteDistribution-method
108
(Minimum-methods), 106 n<--methods (n-methods), 108
Minimum,DiscreteDistribution,numeric-method NA, 145
(Minimum-methods), 106 name (name-methods), 108
Minimum-methods, 106 name,Parameter-method (name-methods),
mixCoeff 108
(UnivarMixingDistribution-class), name,rSpace-method (name-methods), 108
183 name-methods, 108
mixCoeff,UnivarMixingDistribution-method name<- (name-methods), 108
(UnivarMixingDistribution-class), name<-,Parameter-method (name-methods),
183 108
mixCoeff-methods name<-,rSpace-method (name-methods), 108
(UnivarMixingDistribution-class), name<--methods (name-methods), 108
183 Naturals (Naturals-class), 109
mixCoeff<- Naturals-class, 109
(UnivarMixingDistribution-class), Nbinom (Nbinom-class), 110
183 Nbinom-class, 110
mixCoeff<-,UnivarMixingDistribution-method NbinomParameter-class, 112
(UnivarMixingDistribution-class), ncp (ncp-methods), 113
183 ncp,Beta-method (ncp-methods), 113
mixCoeff<--methods ncp,BetaParameter-method (ncp-methods),
(UnivarMixingDistribution-class), 113
183 ncp,Chisq-method (ncp-methods), 113
mixDistr ncp,ChisqParameter-method
(UnivarMixingDistribution-class), (ncp-methods), 113
183 ncp,Fd-method (ncp-methods), 113
mixDistr,UnivarMixingDistribution-method ncp,FParameter-method (ncp-methods), 113
(UnivarMixingDistribution-class), ncp,Td-method (ncp-methods), 113
183 ncp,TParameter-method (ncp-methods), 113
INDEX 203

ncp-methods, 113 p.ac-methods

ncp<- (ncp-methods), 113 (UnivarLebDecDistribution-class),
ncp<-,Beta-method (ncp-methods), 113 177
ncp<-,BetaParameter-method p.discrete
(ncp-methods), 113 (UnivarLebDecDistribution-class),
ncp<-,Chisq-method (ncp-methods), 113 177
ncp<-,ChisqParameter-method p.discrete,UnivarLebDecDistribution-method
(ncp-methods), 113 (UnivarLebDecDistribution-class),
ncp<-,Fd-method (ncp-methods), 113 177
ncp<-,FParameter-method (ncp-methods), p.discrete-methods
113 (UnivarLebDecDistribution-class),
ncp<-,Td-method (ncp-methods), 113 177
ncp<-,TParameter-method (ncp-methods), p.l (p.l-methods), 125
113 p.l,AbscontDistribution-method
ncp<--methods (ncp-methods), 113 (p.l-methods), 125
newDevice (options), 124 p.l,DiscreteDistribution-method
Norm (Norm-class), 114 (p.l-methods), 125
Norm-class, 114 p.l,UnivarLebDecDistribution-method
NormParameter-class, 116 (p.l-methods), 125
NoSymmetry, 117, 118 p.l,UnivarMixingDistribution-method
NoSymmetry-class, 118 (p.l-methods), 125
NumbOfSummandsDistr p.l-methods, 125
(CompoundDistribution-class), p.r (p-methods), 125
32 p.r,Distribution-method (p-methods), 125
NumbOfSummandsDistr,CompoundDistribution-method
p.r-methods (p-methods), 125
(CompoundDistribution-class), par, 129, 131
32 param (param-methods), 126
NumbOfSummandsDistr-methods param,Distribution-method
(CompoundDistribution-class), (param-methods), 126
32 param-methods, 126
Parameter-class, 126
operators, 35 pivot (pivot-methods), 127
operators (operators-methods), 118 pivot,Lattice-method (pivot-methods),
operators-methods, 9, 17, 26, 42, 48, 69, 127
115, 118, 181 pivot,LatticeDistribution-method
OptionalMatrix-class (pivot-methods), 127
(OptionalParameter-class), 123 pivot-methods, 127
OptionalParameter-class, 123 pivot<- (pivot-methods), 127
options, 57, 124, 124, 125 pivot<-,Lattice-method (pivot-methods),
127
p (p-methods), 125 pivot<-,LatticeDistribution-method
p,Distribution-method (p-methods), 125 (pivot-methods), 127
p-methods, 125 pivot<--methods (pivot-methods), 127
p.ac (UnivarLebDecDistribution-class), plot, 130, 131
177 plot (plot-methods), 127
p.ac,UnivarLebDecDistribution-method plot,AbscontDistribution,missing-method
(UnivarLebDecDistribution-class), (plot-methods), 127
177 plot,AffLinUnivarLebDecDistribution,missing-method
204 INDEX

(plot-methods), 127 prob<-,Geom-method (prob-methods), 138

plot,CompoundDistribution,missing-method prob<-,GeomParameter-method
(plot-methods), 127 (prob-methods), 138
plot,DiscreteDistribution,missing-method prob<-,Nbinom-method (prob-methods), 138
(plot-methods), 127 prob<-,NbinomParameter-method
plot,DistrList,missing-method (prob-methods), 138
(plot-methods), 127 prob<--methods (prob-methods), 138
plot,UnivarLebDecDistribution,missing-method
(plot-methods), 127 q (q-methods), 139
plot-methods, 127 q,Distribution-method (q-methods), 139
plot.default, 129–131 q-methods, 139
plot.new, 124 q.ac (UnivarLebDecDistribution-class),
plot.stepfun, 129–131 177
pmatch, 179 q.ac,UnivarLebDecDistribution-method
points, 129 (UnivarLebDecDistribution-class),
Pois (Pois-class), 133 177
Pois-class, 133 q.ac-methods
(UnivarLebDecDistribution-class),
PoisParameter-class, 135
177
PosDefSymmMatrix, 136, 137
q.discrete
PosDefSymmMatrix-class, 137
(UnivarLebDecDistribution-class),
PosSemDefSymmMatrix (PosDefSymmMatrix),
177
136
q.discrete,UnivarLebDecDistribution-method
PosSemDefSymmMatrix-class
(UnivarLebDecDistribution-class),
(PosDefSymmMatrix-class), 137
177
print,UnivariateDistribution-method
q.discrete-methods
(print-methods), 138
(UnivarLebDecDistribution-class),
print-methods, 138
177
prob (prob-methods), 138 q.l (q-methods), 139
prob,Binom-method (prob-methods), 138 q.l,Distribution-method (q-methods), 139
prob,BinomParameter-method q.l-methods (q-methods), 139
(prob-methods), 138 q.r (q.r-methods), 140
prob,DiscreteDistribution-method q.r,AbscontDistribution-method
(prob-methods), 138 (q.r-methods), 140
prob,Geom-method (prob-methods), 138 q.r,DiscreteDistribution-method
prob,GeomParameter-method (q.r-methods), 140
(prob-methods), 138 q.r,UnivarLebDecDistribution-method
prob,Nbinom-method (prob-methods), 138 (q.r-methods), 140
prob,NbinomParameter-method q.r,UnivarMixingDistribution-method
(prob-methods), 138 (q.r-methods), 140
prob,UnivarLebDecDistribution-method q.r-methods, 140
(prob-methods), 138 qqbounds, 140, 145
prob-methods, 138 qqplot, 142, 142, 143, 145
prob<- (prob-methods), 138 qqplot,ANY,ANY-method (qqplot), 142
prob<-,Binom-method (prob-methods), 138 qqplot,UnivariateDistribution,UnivariateDistribution-metho
prob<-,BinomParameter-method (qqplot), 142
(prob-methods), 138 qqplot-methods (qqplot), 142
prob<-,DiscreteDistribution-method
(prob-methods), 138 r (r-methods), 146
INDEX 205

r,Distribution-method (r-methods), 146 rt, 164, 165

r-methods, 146 RtoDPQ, 13, 14, 17, 119, 148, 152, 176, 177
r.ac (UnivarLebDecDistribution-class), RtoDPQ.d, 45, 49, 89, 92, 119, 150
177 RtoDPQ.e (distroptions), 56
r.ac,UnivarLebDecDistribution-method RtoDPQ.LC, 151, 176
(UnivarLebDecDistribution-class), runif, 168, 170
177 rweibull, 186, 187
r.ac-methods
(UnivarLebDecDistribution-class), scale (scale-methods), 153
177 scale,Cauchy-method (scale-methods), 153
r.discrete scale,CauchyParameter-method
(UnivarLebDecDistribution-class), (scale-methods), 153
177 scale,Chisq-method (scale-methods), 153
r.discrete,UnivarLebDecDistribution-method scale,Gammad-method (scale-methods), 153
(UnivarLebDecDistribution-class), scale,GammaParameter-method
177 (scale-methods), 153
r.discrete-methods scale,Logis-method (scale-methods), 153
(UnivarLebDecDistribution-class), scale,LogisParameter-method
177 (scale-methods), 153
rate (rate-methods), 146 scale,Weibull-method (scale-methods),
rate,DExp-method (rate-methods), 146 153
rate,Exp-method (rate-methods), 146 scale,WeibullParameter-method
(scale-methods), 153
rate,ExpParameter-method
scale-methods, 153
(rate-methods), 146
scale<- (scale-methods), 153
rate-methods, 146
scale<-,Cauchy-method (scale-methods),
rate<- (rate-methods), 146
153
rate<-,DExp-method (rate-methods), 146
scale<-,CauchyParameter-method
rate<-,Exp-method (rate-methods), 146
(scale-methods), 153
rate<-,ExpParameter-method
scale<-,Gammad-method (scale-methods),
(rate-methods), 146
153
rate<--methods (rate-methods), 146
scale<-,GammaParameter-method
rbeta, 20 (scale-methods), 153
rbinom, 22, 24 scale<-,Logis-method (scale-methods),
rcauchy, 25, 27 153
rchisq, 28, 30, 165 scale<-,LogisParameter-method
Reals (Reals-class), 147 (scale-methods), 153
Reals-class, 147 scale<-,Weibull-method (scale-methods),
rexp, 37, 38, 64, 65 153
rf, 67, 68 scale<-,WeibullParameter-method
rgamma, 72, 73 (scale-methods), 153
rgeom, 76, 77 scale<--methods (scale-methods), 153
rhyper, 81, 82 sd, 154, 165
rlnorm, 95, 97 sd (sd-methods), 154
rlogis, 99, 101 sd,Norm-method (sd-methods), 154
rnbinom, 110, 111 sd,NormParameter-method (sd-methods),
rnorm, 5, 114, 115 154
rpois, 133, 134 sd-methods, 154
rSpace-class, 148 sd<- (sd-methods), 154
206 INDEX

sd<-,Norm-method (sd-methods), 154 shape2-methods, 156

sd<-,NormParameter-method (sd-methods), shape2<- (shape2-methods), 156
154 shape2<-,Beta-method (shape2-methods),
sd<--methods (sd-methods), 154 156
sdlog (sdlog-methods), 154 shape2<-,BetaParameter-method
sdlog,Lnorm-method (sdlog-methods), 154 (shape2-methods), 156
sdlog,LnormParameter-method shape2<--methods (shape2-methods), 156
(sdlog-methods), 154 shape<- (shape-methods), 155
sdlog-methods, 154 shape<-,Gammad-method (shape-methods),
sdlog<- (sdlog-methods), 154 155
sdlog<-,Lnorm-method (sdlog-methods), shape<-,GammaParameter-method
154 (shape-methods), 155
sdlog<-,LnormParameter-method shape<-,Weibull-method (shape-methods),
(sdlog-methods), 154 155
sdlog<--methods (sdlog-methods), 154 shape<-,WeibullParameter-method
setgaps, 15 (shape-methods), 155
setgaps (gaps-methods), 75 shape<--methods (shape-methods), 155
setgaps,AbscontDistribution-method show,DistrList-method
(gaps-methods), 75 (DistrList-class), 54
setgaps,UnivarMixingDistribution-method show,LatticeDistribution-method
(gaps-methods), 75 (print-methods), 138
setgaps-methods (gaps-methods), 75 show,Symmetry-method (Symmetry-class),
shape (shape-methods), 155 163
shape,Chisq-method (shape-methods), 155 show,UnivariateDistribution-method
shape,Exp-method (shape-methods), 155 (print-methods), 138
shape,Gammad-method (shape-methods), 155 show,UnivarLebDecDistribution-method
shape,GammaParameter-method (print-methods), 138
(shape-methods), 155 show,UnivarMixingDistribution-method
shape,Weibull-method (shape-methods), (print-methods), 138
155 show-methods (print-methods), 138
shape,WeibullParameter-method sign,AbscontDistribution-method
(shape-methods), 155 (Math-methods), 103
shape-methods, 155 sign,AcDcLcDistribution-method
shape1 (shape1-methods), 155 (UnivarLebDecDistribution-class),
shape1,Beta-method (shape1-methods), 155 177
shape1,BetaParameter-method sign,DiscreteDistribution-method
(shape1-methods), 155 (Math-methods), 103
shape1-methods, 155 sign,UnivarLebDecDistribution-method
shape1<- (shape1-methods), 155 (UnivarLebDecDistribution-class),
shape1<-,Beta-method (shape1-methods), 177
155 sign-methods (Math-methods), 103
shape1<-,BetaParameter-method simplifyD, 32, 34, 80, 107, 121–123, 167,
(shape1-methods), 155 177, 180–182, 184
shape1<--methods (shape1-methods), 155 simplifyD (simplifyD-methods), 156
shape2 (shape2-methods), 156 simplifyD,AbscontDistribution-method
shape2,Beta-method (shape2-methods), 156 (simplifyD-methods), 156
shape2,BetaParameter-method simplifyD,DiscreteDistribution-method
(shape2-methods), 156 (simplifyD-methods), 156
INDEX 207

simplifyD,UnivarLebDecDistribution-method 177
(simplifyD-methods), 156 sqrt,DiscreteDistribution-method
simplifyD,UnivarMixingDistribution-method (DiscreteDistribution-class),
(simplifyD-methods), 156 46
simplifyD-methods, 156 sqrt,LatticeDistribution-method
simplifyr (simplifyr-methods), 158 (LatticeDistribution-class), 89
simplifyr,UnivariateDistribution-method sqrt,PosSemDefSymmMatrix-method
(simplifyr-methods), 158 (sqrt-methods), 162
simplifyr-methods, 158 sqrt,UnivarLebDecDistribution-method
size (size-methods), 158 (UnivarLebDecDistribution-class),
size,Binom-method (size-methods), 158 177
size,BinomParameter-method sqrt-methods, 162
(size-methods), 158 standardMethods, 162
size,Geom-method (size-methods), 158 SummandsDistr
size,Nbinom-method (size-methods), 158 (CompoundDistribution-class),
size,NbinomParameter-method 32
(size-methods), 158 SummandsDistr,CompoundDistribution-method
size-methods, 158 (CompoundDistribution-class),
size<- (size-methods), 158 32
size<-,Binom-method (size-methods), 158 SummandsDistr-methods
size<-,BinomParameter-method (CompoundDistribution-class),
(size-methods), 158 32
size<-,Geom-method (size-methods), 158 support, 6
support (support-methods), 163
size<-,Nbinom-method (size-methods), 158
support,DiscreteDistribution-method
size<-,NbinomParameter-method
(support-methods), 163
(size-methods), 158
support,UnivarMixingDistribution-method
size<--methods (size-methods), 158
(UnivarMixingDistribution-class),
solve, 57, 159, 160, 162
183
solve (solve-methods), 159
support-methods, 163
solve,ANY,ANY-method (solve-methods),
svd, 160
159
SymmCenter (Symmetry-class), 163
solve,ANY-method (solve-methods), 159 SymmCenter,Symmetry-method
solve,PosDefSymmMatrix,ANY-method (Symmetry-class), 163
(solve-methods), 159 Symmetry (Distribution-class), 51
solve,PosDefSymmMatrix-method Symmetry,Distribution-method
(solve-methods), 159 (Distribution-class), 51
solve,PosSemDefSymmMatrix,ANY-method Symmetry,UnivarMixingDistribution-method
(solve-methods), 159 (UnivarMixingDistribution-class),
solve,PosSemDefSymmMatrix-method 183
(solve-methods), 159 Symmetry-class, 163
solve-methods, 159 Symmetry-methods (Distribution-class),
SphericalSymmetry, 160, 161 51
SphericalSymmetry-class, 161
sqrt (sqrt-methods), 162 Td (Td-class), 164
sqrt,AbscontDistribution-method Td-class, 164
(AbscontDistribution-class), 14 TParameter-class, 166
sqrt,AcDcLcDistribution-method Truncate, 17, 48, 80, 107, 157, 181
(UnivarLebDecDistribution-class), Truncate (Truncate-methods), 167
208 INDEX

Truncate,AbscontDistribution-method width<-,LatticeDistribution-method
(Truncate-methods), 167 (width-methods), 189
Truncate,DiscreteDistribution-method width<--methods (width-methods), 189
(Truncate-methods), 167 withgaps (distroptions), 56
Truncate,LatticeDistribution-method withSweave (distroptions), 56
(Truncate-methods), 167
Truncate,UnivarLebDecDistribution-method
(Truncate-methods), 167
Truncate-methods, 167
TruncQuantile (distroptions), 56
type (Symmetry-class), 163
type,Symmetry-method (Symmetry-class),
163

Unif (Unif-class), 168

Unif-class, 168
UnifParameter-class, 170
UniNormParameter-class, 171
UnivarDistrList, 53, 172, 173, 174
UnivarDistrList-class, 173
UnivariateDistribution-class, 174
UnivarLebDecDistribution, 176, 177
UnivarLebDecDistribution-class, 177
UnivarMixingDistribution, 157, 182, 183
UnivarMixingDistribution-class, 183
UnivDistrListOrDistribution-class
(CompoundDistribution-class),
32
use.generalized.inverse.by.default
(distroptions), 56

Version Management, 185

warn.makeDNew (distroptions), 56
WarningArith (distroptions), 56
WarningSim (distroptions), 56
Weibull (Weibull-class), 186
Weibull-class, 186
WeibullParameter-class, 188
width (width-methods), 189
width,Lattice-method (width-methods),
189
width,LatticeDistribution-method
(width-methods), 189
width-methods, 189
width<- (width-methods), 189
width<-,Lattice-method (width-methods),
189