Forums for distr - S4 classes for distributions

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 open-discussion General Discussion 1 1 2007-11-06 20:39 No Moderation
 help Get Public Help 3 5 2016-08-10 17:44 Anonymous & Non Project Users
 developers Project Developer Discussion 1 1 2007-11-06 20:39 No Moderation
 project-distr-is-checked-in--completely--now After a message by Stefan Theussl indicating how to set up an "umbrella" project, project distr now contains all the packages from the distrXXX family, i.e.; distr, distrEx, distrSim, distrTEst, distrTeach (yet in alpha state), and startupmsg. 0 0 1970-01-01 00:00 No Moderation
 project-distr-now-also-contains-package-distrmod from revision 13 on, project "distr" also contains package distrMod (revision 37), formally hosted under project "distrMod" (which thereby comes to an end). So far, project "distr" now hosts packages distr, distrEx, distrSim, distrTEst, distrTeach, distrMod, and startupmsg 0 0 1970-01-01 00:00 No Moderation
 -randvar--to-be-drawn-from-project--robast- note that the devel-version of package 'RandVar' required for this version of 'distrMod' is hosted at 0 0 1970-01-01 00:00 No Moderation
 new-versions--released-on-cran ------------------------------------------------------------------------------- New versions released for the distrXXX family of package ------------------------------------------------------------------------------- We would like to announce the availability on CRAN (with possibly a minor delay until on every mirror) of new versions of our packages in the "distrXXX"-family (version 2.0), i.e.; "distr", "distrEx", "distrSim", "distrTEst", and "distrDoc", as well as of the new packages "distrMod" and "distrTeach". [all of them require R >= 2.2.0] For details, please also refer to the NEWS file of the corresponding package, accessible via NEWS("<pkgname>") [after require(<pkgname>)] ------------------------------------------------------------------------------- Devel versions on r-forge ------------------------------------------------------------------------------- Please note that from this version on, we have moved development of these packages under r-forge project /distr/: If you find this project interesting and would like to collaborate, you are warmly welcome. You may find more information on how to collaborate under We look forward to receiving questions, comments and suggestions Peter Ruckdeschel Matthias Kohl ------------------------------------------------------------------------------- Major news in package "distr" :: extended arithmetics ------------------------------------------------------------------------------- We have extended the arithmetics of (univariate) distributions: besides convolution and affine linear transformations (with constant coefficients), now also multiplication, division, exponentiation understood as binary operations acting on distributions, as well as min-- and maximum, truncation and Huberization of distributions are realized analytically. Moreover, we introduce new S4 classes for univariate mixing as well as Lebesgue decomposition of distributions; confer class?UnivarMixingDistribution, class?UnivarLebDecDistribution and the example sections therein. ------------------------------------------------------------------------------- New package "distrMod" ------------------------------------------------------------------------------- This new package is to provide S4 class infrastructure for parametric models. For the parameter of these families we introduce class 'ParamFamParameter' which allows for a partition of the parameter into a main, fixed and nuisance part as well as for (smooth) transformations of the parameter; for details confer the help pages and the vignette in (updated) package "distrDoc". For estimation in smooth parametric models, we introduce class 'L2ParamFamily' which [most importantly] has slots for the distribution of the observations, for the parameter, for the scores function and the Fisher information and, to be able to ``move model P_theta from theta to another parameter value theta', we have functional slots realizing maps theta -> Scores_theta, theta -> Fisher_Info_theta, theta -> observation_distribution_theta. For 'L2ParamFamily' objects, we define 'Minimum Criterium Estimators' (MCEs) (with corresponding S4 class 'MCEstimate'), i.e. estimators which are defined as minimizers of a certain criterium. Particular cases are Maximum Likelihood and Minimum Distance Estimators (the latter are available for Kolmogorov, Hellinger, total variation, and Cramér von Mises distance) We also have corresponding 'confint' methods to produce asymptotic confidence intervals. Also there is a coercion method to class 'mle' of package 'stats4', so methods available for class 'mle' are also available for class 'MCEstimate'. +++ beyond 'fitdistr' and 'mle' The implementation of our S4-class approach goes beyond 'fitdistr' of Venables/Ripley's MASS package and 'mle' of package 'stats4' in the following sense: MCEs can (but do not need to) use method dispatch to decide on runtime by which way to produce the corresponding estimate; this way particular methods beyond numerical optimization (like 'mean' in Gaussian location) can be used. More importantly, alternative methods may also be defined later, in other packages and by other people without interfering with existing MCE code or even without just to signal their mere existence to the package maintainer of package "distrMod". This is not possible for 'mle' and 'fitdistr': 'mle' only allows for calls to 'optim' and 'optimize', while 'fitdistr' only allows for a restricted number of alternatives to branch for, which is "hard-coded" within 'fitdistr'-code, so extensions could not be made from outside of this function; the implemented alternatives include Gaussian location, though. For examples how easy one can define new classes / new particular methods confer the scripts/demos in this package. ------------------------------------------------------------------------------- New package "distrTeach" ------------------------------------------------------------------------------- For the use of R in high school, we have initiated a new package "distrTeach". So far we have moved illustrations illustCLT, illustCLT_tcl and illustLLN from package "distrEx" to this new package. Later on, it is to contain the results of the graduate thesis project by Eleonare Feist and Anja Hueller, in particular some S4-class infrastructure for small teaching units in Stochastics and Statistics. 0 0 1970-01-01 00:00 No Moderation
 new--patched--versions-to-be-released-on-cran-as-of-oct-11 After some changes in the S4 system by John Chambers, traced by to: + treatment of "class" "matrix", Mon, 06 Oct 2008, + treatment of "setIs" relations Fri, 19 Sep 2008, we had to make some minor modifications to our code; this should do now. 0 0 1970-01-01 00:00 No Moderation
 versions-2.1-of-the-distrxxx-family-of-packages-available After having merged devel branch 2.1 of the distrXXX family of packages back into the trunc, these versions will be available for download/installation on R-Forge after nightly builds. They will also be released to CRAN in the next few days. For a detailed overview for this family of packages, consider (large) vignette "distr" in package distrDoc herein. As to the new versions, there will be a more detailed announcement on R-pkgs after the release on CRAN. Best, Peter & Matthias 0 0 1970-01-01 00:00 No Moderation
 version-2.2-of-distr-family-on-cran We recently submitted version 2.2 of the distr-family of packages to CRAN where the new package distrEllipse, which includes S4 classes and methods for elliptical symmetric distributions, was added. Peter Matthias 0 0 1970-01-01 00:00 No Moderation
 version-2.3-of-distr-packages-on-cran-soon New versions 2.3 of our distr-family of packages will be available on CRAN soon [we have just uploaded them...] Most importantly, we have included: + a quasi-MC trick by Nataliya Horbenko to better produce image distributions under complicated not necessarily monotone transformations + enhanced function qqplot + (enhanced) support for GEV distribution + new functional kMad + as well as several bug fixes For more details see the corresponding NEWS files (e.g. news(package = "distr") or using function NEWS from package startupmsg i.e. NEWS("distr")). Best Peter Matthias Nataliya 0 0 1970-01-01 00:00 No Moderation
 version-2.4-of-distr-packages-on-cran-soon New versions 2.4 of our distr-family of packages are submitted to CRAN and will soon be available on all mirrors (i.e.; startupmsg, SweaveListingUtils, distr, distrEx, distrDoc, distrEllipse, distrMod, distrSim, distrTEst, distrTeach) and a new package distrRmetrics with distr support for (some) distributions provided in the Rmetrics family of packages. For more details see the corresponding NEWS files in the pkgs, e.g. news(package = &quot;distr&quot;) or NEWS(&quot;distr&quot;) [the latter using fct NEWS from pkg startupmsg]. 0 0 1970-01-01 00:00 No Moderation
 versions-2.6-of-the-distr-family-on-cran With the usual mirror delay, versions 2.6 of the packages in the distr family are available on CRAN in the next few days. 0 0 1970-01-01 00:00 No Moderation
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