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Forum: New versions released on CRAN

Posted by: Peter Ruckdeschel
Date: 2008-09-12 18:20
Summary:New versions released on CRAN
Project:distr - S4 classes for distributions

-------------------------------------------------------------------------------
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/:

http://r-forge.r-project.org/projects/distr/
http://distr.r-forge.r-project.org/

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

http://distr.r-forge.r-project.org/HOWTO-collaborate.txt

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.

Latest News

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 -

Version 2.3 of distr packages on CRAN soon

Peter Ruckdeschel - 2011-01-20 09:48 -

Version 2.2 of distr-family on CRAN

Matthias Kohl - 2009-11-09 14:43 -

Versions 2.1 of the distrXXX family of packages available

Peter Ruckdeschel - 2009-03-27 13:01 -

 

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