Forum: distr release 2.8
Posted by: Peter Ruckdeschel
Content: ================================================================================### 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 D1 to D4 below, for more details please see the NEWS files in the packages, available as NEWS("<pkgname>").  Some details  ================================================================================ ### distr release 2.8 ### ================================================================================ % D1. 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 nontrivial (abs.) continuous part. This fixes an issue recently raised at the introduction of staged installation. % D2. 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 DiagnosticClass + 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) % D3. 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 noninteractive mode, when this threshold is reached, it shuts the first 15 open devices; see ?devNew % D4. 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, MCEstimateclass 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 MDEstimator, 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 NewsVersions 2.7 of the distr family on CRANPeter Ruckdeschel  20180724 23:30 
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Versions 2.6 of the distr family on CRANPeter Ruckdeschel  20160425 19:18 
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Version 2.4 of distr packages on CRAN soonPeter Ruckdeschel  20130208 19:03 
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