Forum: distr release 2.8

Posted by: Peter Ruckdeschel
Date: 2019-04-10 10:15
Summary: distr release 2.8
Project: distr - S4 classes for distributions


### distr release 2.8 ###

Updates for the packages of the distr family are now avaialable on CRAN in
version >= 2.8.0.

The most important changes are enhancements as to
- implementation of distributions
- generic integration/expectation
- plotting
- minimum criterion estimators

For some details see points D-1 to D-4 below, for more details please see the
NEWS files in the packages, available as NEWS("<pkgname>").

Some details
### distr release 2.8 ###
D-1. enhanced implementation of distributions:
+ Function liesInSupport() gains an argument checkFin which in case of
DiscreteDistributions, implements information on the finiteness of
the support.
+ We revised the code determine the quantile function when there are gaps in
the support of a distribution with non-trivial (abs.) continuous part.
This fixes an issue recently raised at the introduction of staged
D-2. enhanced integration/expectation:
+ The return values of distrExIntegrate and all E()-methods gain an optional
attribute "diagnostic" for information on integration accuracy etc; this
comes with functionality to inspect/access this information through functions
showDiagnostic, getDiagnostic and the S3method for print for S3class
+ We introduce filter functions to warrant some safety when digesting "..."
args for distrExIntegrate(), E(), integrate(), GLIntegrate(), quantiles
and IQR
+ We enhance method .qtlIntegrate to integrate w.r.t. the quantile
function for expectations (e.g. for Weibull, GPD, GEVD, Gamma)
D-3. enhanced plotting:
+ Our plot methods gain a return object of S3 class c("plotInfo","DiagnInfo"),
containing the information needed to (re)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.
+ For diagnostic plots to be displayed in several windows, we enhance our helper
function devNew() to react on the opening of two many devices: in interactive
mode it now asks the user to shut some devices after reaching a certain
threshold of opened devices; in non-interactive mode, when this threshold is
reached, it shuts the first 15 open devices; see ?devNew
D-4. enhanced minimum criterion estimators
+ cleverer parsing of "..." args in M[L,C,D]Estimator:
(where: ML = MaxLikelihood, MC = MinCriterion, MD = MinDistance)
We actively filter out arguments causing clashes with formals in
optim/optimize and calling arguments; from the remaining ones only [exactly]
_named_ arguments of the optimizer (optim/optimize) and those matching either exactly
arguments of the criterion or all remaining ones (if "..." is a formal of the
criterion) are passed on.
+ For diagnostic purposes, MCEstimate-class gains a slot 'optimReturn' which is
filled by the return value of the optimizer in "mceCalc" -- it has a
corresponding accessor
+ For Cramer von Mises MD-Estimator, we distinguish 3 cases
selected by argument muDatOrMod = c("Dat","Mod", "Other"):
* in case "Dat", we integrate w.r.t the emp. cdf (default),
* in case "Mod", we integrate w.r.t. the current best fit model distribution,
* and in case "Other" one has to supply an integration probability mu.
The provided asymptotic covariances reflect this choice.
+ We add some theory/references to help file to MD estimators.

Latest News

distr release 2.8

Peter Ruckdeschel - 2019-04-10 10:15 -

distr release 2.7

Peter Ruckdeschel - 2018-08-20 07:25 -

Versions 2.7 of the distr family on CRAN

Peter Ruckdeschel - 2018-07-24 23:30 -

Versions 2.6 of the distr family on CRAN

Peter Ruckdeschel - 2016-04-25 19:18 -

Version 2.4 of distr packages on CRAN soon

Peter Ruckdeschel - 2013-02-08 19:03 -


Monitor Forum | Start New Thread Start New Thread
Thanks to:
Vienna University of Economics and Business Powered By FusionForge