Version: | 2.8.4 |
Date: | 2025-01-11 |
Title: | S4 Classes for Elliptically Contoured Distributions |
Description: | Distribution (S4-)classes for elliptically contoured distributions (based on package 'distr'). |
Depends: | R(≥ 3.4), methods, graphics, mvtnorm, setRNG(≥ 2006.2-1), distr(≥ 2.8.0), distrEx(≥ 2.8.0), distrSim(≥ 2.2) |
Suggests: | distrMod(≥ 2.8.0), distrTEst(≥ 2.2) |
Imports: | startupmsg(≥ 1.0.0), stats |
ByteCompile: | yes |
License: | LGPL-3 |
URL: | http://distr.r-forge.r-project.org/ |
Encoding: | UTF-8 |
LastChangedDate: | {$LastChangedDate: 2025-01-11 23:46:31 +0100 (Sa, 11 Jan 2025) $} |
LastChangedRevision: | {$LastChangedRevision: 1498 $} |
VCS/SVNRevision: | 1497 |
NeedsCompilation: | no |
Packaged: | 2025-01-11 22:51:49 UTC; ruckdesc |
Author: | Peter Ruckdeschel [aut, cre, cph] |
Maintainer: | Peter Ruckdeschel <peter.ruckdeschel@uni-oldenburg.de> |
Repository: | CRAN |
Date/Publication: | 2025-01-13 18:50:05 UTC |
distrEllipse – S4 Classes for Elliptically Contoured Distributions
Description
distrEllipse provides infrastructure / (S4-)classes for elliptically contoured distributions (based on package distr).
Details
Package: | distrEllipse |
Version: | 2.8.4 |
Date: | 2025-01-11 |
Depends: | R(>= 3.4), methods, graphics, mvtnorm, setRNG(>= 2006.2-1), distr(>= 2.8.0),distrEx(>= 2.8.0), distrSim(>= 2.2) |
Suggests: | distrMod(>= 2.8.0), distrTEst(>= 2.2) |
Imports: | startupmsg(>= 1.0.0), stats |
ByteCompile: | yes |
License: | LGPL-3 |
URL: | https://distr.r-forge.r-project.org/ |
VCS/SVNRevision: | 1497 |
Classes
################################### Distribution Classes ################################### [*]: there is a generating function with the same name "Distribution" (from distr) |>"MultivariateDistribution" (from distrEx) |>|>"MultivarMixingDistribution" [*] |>|>"SphericalDistribution" [*] |>|>|>|>"EllipticalDistribution" [*] |>|>|>|>"MVNormDistribution" [*] "DistrList" (from distr) |>"MultivarDistrList" [*/class union of "MVDistrList", "UnivarDistrList"] |>|>"MVDistrList" |>"UnivarDistrList" (from distr) [*]
Methods
plot-methods Methods for Function plot (for SphericalDistribution) show-methods Methods for Function show (for Simulation/Contsimulation)
Functions
distrEllipseoptions Functions to change the global variables of the package 'distrEllipse'
Slot accessors / -replacement functions
All slots are inspected / modified by corresponding accessors / -replacement functions.
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.
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")
.
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.
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.
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.
As for general packageStartupMessage
's, you may also suppress all
the start-up banner by wrapping the library
or require
call into suppressPackageStartupMessages()
from
startupmsg-version 0.5 on.
Note
Global options controlling the plots and summaries of Dataclass and Simulation/Contsimulation
objects may be inspected / set by distrEllipseoptions()
and getdistrEllipseOption()
.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de,
Maintainer: Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
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
A vignette for packages distr, distrSim, distrTEst, distrEx,
distrTeach, distrMod, and distrEllipse
is included into the mere documentation package distrDoc and may be called by
require("distrDoc");vignette("distr")
.
A homepage to this package is available under
https://distr.r-forge.r-project.org/.
Generating function for EllipticalDistribution-class
Description
Generates an object of class "EllipticalDistribution"
.
Usage
EllipticalDistribution(radDistr = sqrt(Chisq(df = length(loc))),
loc = c(0,0), scale = diag(length(loc)), p = NULL, q = NULL)
Arguments
radDistr |
an object of class |
loc |
real number: location / center of the elliptical distribution. |
scale |
a square matrix (with |
p |
optional: |
q |
optional: |
Value
Object of class "EllipticalDistribution"
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
Examples
E0 <- EllipticalDistribution()
plot(E0)
E1 <- diag(1,2)%*%E0+c(1,2)
plot(E1)
E(E1)
var(E1)
Elliptical distribution class
Description
Class EllipticalDistribution
implements general elliptically symmetric
distributions, i.e. starting from a spherically distribution realized as an
object S
of class SphericalDistribution
, this is the
distribution of an affine linear transformation AS+b
.
Objects from the Class
Objects could in principle be created by calls to new
, but more
frequently you would create them via the generating function
EllipticalDistribution
.
Slots
img
Object of class
"Reals"
.param
Object of class
"EllipticalParameter"
.r
function with argument
n
; random number generatord
optional function; in case it exists: the density of the distribution
p
optional function; in case it is non-null: the cdf of the distribution evaluated on rectangles, i.e. if a random variable
X
is distributed according to anobject
of class"EllipticalDistribution"
, forq
a matrix of dimensiond \times n
p(object)(q)
returns, for each of then
columnsP(X_i\leq q_i,\;i=1,\ldots,d)
.q
optional function; in case it is non-null: the quantile of the distribution evaluated on rectangles, i.e. if a random variable
X
is distributed according to anobject
of class"EllipticalDistribution"
, forp
a vector of lengthn
, returns, for each of then
components the infinimal numberq_j
such thatP(X_i\leq q_j,\;i=1,\ldots,d)\ge p_j
.radDistr
an object of class
UnivariateDistribution
with positive support, i.e.p(radDistr)(0)==0
; the radial distribution..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
"EllipticalSymmetry"
about centerloc
; used internally to avoid unnecessary calculations.
Extends
Class "SphericalDistribution"
, directly.
Class "MultivariateDistribution"
, by class "SphericalDistribution"
.
Class "Distribution"
, by class "MultivariateDistribution"
.
Methods
- location
signature(object = "EllipticalDistribution")
: wrapped access method for slotlocation
of slotparam
.- scale
signature(x = "EllipticalDistribution")
: wrapped access method for slotscale
of slotparam
.- location<-
signature(object = "EllipticalDistribution")
: wrapped replace method for slotlocation
of slotparam
.- scale<-
signature(x = "EllipticalDistribution")
: wrapped replace method for slotscale
of slotparam
.- E
signature(object = "EllipticalDistribution", fun = "missing", cond = "missing")
: expectation of an elliptically symmetric distribution; exact.- E
signature(object = "EllipticalDistribution", fun = "function", cond = "missing")
: expectation of an elliptically symmetric distribution; by simulation.- var
signature(x = "EllipticalDistribution")
: expectation of an elliptically symmetric distribution; exact.+
signature(e1 = "EllipticalDistribution", e2 = "numeric")
: affine linear transformation; exact.-
signature(e1 = "EllipticalDistribution", e2 = "numeric")
: affine linear transformation; exact.*
signature(e1 = "EllipticalDistribution", e2 = "numeric")
: affine linear transformation; exact.%*%
signature(e1 = "numeric", e2 = "EllipticalDistribution")
: affine linear transformation; exact.- coerce
signature(from = "EllipticalDistribution", to = "UnivariateDistribution")
: create aUnivariateDistribution
object from a (one-dimensional) elliptically symmetric distribution.- coerce
signature(from = "UnivariateDistribution", to = "EllipticalDistribution")
: create aEllipticalDistribution
object from a (symmetric) univariate distribution.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Examples
new("EllipticalDistribution") ## better use EllipticalDistribution()
Paramter of an Elliptical distributions
Description
The class of the parameter of Elliptical distributions.
Objects from the Class
Objects can be created by calls of the form new("EllipticalParameter", ...)
.
Slots
loc
numeric; center / location of the distribution.
scale
matrix; the scale matrix; the number of rows of this matrix must be the same as the length of
location
.name
default name is “parameter of a Elliptical distribution”.
Extends
Class "Parameter"
, directly.
Class "OptionalParameter"
, by class "Parameter"
.
Methods
- location
signature(object = "EllipticalParameter")
: access method for slotlocation
.- scale
signature(x = "EllipticalParameter")
: access method for slotscale
.- location<-
signature(object = "EllipticalParameter")
: replace method for slotlocation
.- scale<-
signature(object = "EllipticalParameter")
: replace method for slotscale
.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
EllipticalDistribution-class
, Parameter-class
Examples
new("EllipticalParameter")
Generating function for MVNormDistribution-class
Description
Generates an object of class "MVNormDistribution"
.
Usage
MVNorm(loc=c(0,0), scale = diag(length(loc)))
Arguments
loc |
real number: location / center of the elliptical distribution. |
scale |
a square matrix (with |
Value
Object of class "MVNormDistribution"
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
Examples
E0 <- MVNorm()
plot(E0)
E1 <- diag(1,2)%*%E0+c(1,2)
plot(E1)
E(E1)
var(E1)
MVNorm distribution class
Description
Class MVNormDistribution
implements a general multivariate distribution
using code from package mvtnorm. For details to this implementation confer
to the references given in this package.
Objects from the Class
Objects could in principle be created by calls to new
, but more
frequently you would create them via the generating function
MVNormDistribution
.
Slots
img
:Object of class
"Reals"
.param
:Object of class
"MVtParameter"
.r
:function with argument
n
; random number generatord
:the density of this distribution,
pmvnorm
p
:the (vectorized) function
pmvnorm
.q
:the (vectorized) function
qmvnorm
.radDistr
:the distribution
sqrt(Chisq(df=dim0))
.withArith
:FALSE
.withSim
:FALSE
.logExact
:TRUE
.lowerExact
:TRUE
Symmetry
:object of class
"EllipticalSymmetry"
about centerloc
; used internally to avoid unnecessary calculations.
Extends
Class "EllipticalDistribution"
, directly.
Class "SphericalDistribution"
, by class "EllipticalDistribution"
.
Class "MultivariateDistribution"
, by class "SphericalDistribution"
.
Class "Distribution"
, by class "MultivariateDistribution"
.
Methods
- sigma
signature(object = "MVNormDistribution")
: wrapped access method for slotsigma
of slotparam
.- mean
signature(object = "MVNormDistribution")
: wrapped access method for slotlocation
of slotparam
.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
Package mvtnorm
Examples
new("MVNormDistribution") ## better use generating function MVNormDistribution()
Paramter of a multivariate normal distribution
Description
The class of the parameter of MVNorm distributions.
Objects from the Class
Objects can be created by calls of the form new("MVNormParameter", ...)
.
Slots
loc
:numeric; center / location of the distribution.
scale
:matrix; the scale matrix; the number of rows of this matrix must be the same as the length of
location
.name
:default name is “parameter of a Elliptical distribution”.
Extends
Class "EllipticalParameter"
, directly.
Class "Parameter"
, by class "EllipticalParameter"
.
Class "OptionalParameter"
, by class "Parameter"
.
Methods
- mean
signature(object = "MVNormParameter")
: access method for slotlocation
.- sigma
signature(x = "MVNormParameter")
: utility function; returnsS%*%t(S)
forS=scale(x)
.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
MVNormDistribution-class
, Parameter-class
Examples
new("MVNormParameter")
Generating function for MvtDistribution-class
Description
Generates an object of class "MvtDistribution"
.
Usage
MVt(loc = c(0,0), scale = diag(length(loc)), df = 1, ncp = 0)
Arguments
loc |
real number: location / center of the elliptical distribution. |
scale |
a square matrix (with |
df |
integer; degrees of freedom |
ncp |
positive real number; non-centrality parameter |
Value
Object of class "MvtDistribution"
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
Examples
E0 <- MVt()
plot(E0)
E1 <- diag(1,2)%*%E0+c(1,2)
plot(E1)
E(E1)
var(E1)
MVt distribution class
Description
Class MVtDistribution
implements multivariate t distributions using
code from package mvtnorm. For details to this implementation confer
to the references given in this package.
Objects from the Class
Objects could in principle be created by calls to new
, but more
frequently you would create them via the generating function
MVtDistribution
.
Slots
img
:Object of class
"Reals"
.param
:Object of class
"MVtParameter"
.r
:function with argument
n
; random number generatord
:the density of this distribution,
dmvt
p
:the (vectorized) function
pmvt
.q
:the (vectorized) function
qmvt
.radDistr
:an object of class
AbscontDistribution
with density{\rm dim} {({\rm dim}+{\rm df}-1)/2\choose{{\rm df}/2-1}} x^{{\rm dim}-1} {\rm df}^{-{\rm dim}/2}/ (1+x^2/{\rm df})^{({\rm dim}+{\rm df})/2}
.withArith
:FALSE
.withSim
:FALSE
.logExact
:TRUE
.lowerExact
:TRUE
Symmetry
:object of class
"EllipticalSymmetry"
about centerloc
; used internally to avoid unnecessary calculations.
Extends
Class "EllipticalDistribution"
, directly.
Class "SphericalDistribution"
, by class "EllipticalDistribution"
.
Class "MultivariateDistribution"
, by class "SphericalDistribution"
.
Class "Distribution"
, by class "MultivariateDistribution"
.
Methods
- sigma
signature(object = "MVtDistribution")
: wrapped access method for slotsigma
of slotparam
.- ncp
signature(object = "MVtDistribution")
: wrapped access method for slotncp
of slotparam
.- df
signature(x = "MVtDistribution")
: wrapped access method for slotscale
of slotparam
.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
Package mvtnorm
Examples
new("MVtDistribution") ## better use generating function MVtDistribution()
Paramter of a multivariate t distribution
Description
The class of the parameter of MVt distributions.
Objects from the Class
Objects can be created by calls of the form new("MVtParameter", ...)
.
Slots
loc
:numeric; center / location of the distribution.
scale
:matrix; the scale matrix; the number of rows of this matrix must be the same as the length of
location
.df
:integer; the degrees of freedom.
ncp
:positive real; the non-centrality parameter.
name
:default name is “parameter of a Elliptical distribution”.
Extends
Class "Parameter"
, directly.
Class "OptionalParameter"
, by class "Parameter"
.
Methods
- mean
signature(object = "MVnormParameter")
: access method for slotlocation
.- sigma
signature(x = "MVnormParameter")
: utility function; returnsS%*%t(S)
forS=scale(x)
.- ncp
signature(object = "MVnormParameter")
: access method for slotncp
.- df
signature(x = "MVnormParameter")
: access method for slotdf
.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
MVtDistribution-class
, Parameter-class
Examples
new("MVtParameter")
Generating function for MultivarDistrList-class
Description
Generates an object of class "MultivarDistrList"
.
Usage
MultivarDistrList(..., Dlist)
Arguments
... |
Objects of class |
Dlist |
an optional list or object of class |
Value
Object of class "MVDistrList"
or of
class "UnivarDistrList"
, hence of class union "MultivarDistrList"
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
DistrList-class
, MultivarDistrList-class
,
MultivarDistrList
Examples
(DL1 <- MultivarDistrList(Norm(), Exp(), Pois()))
(DL2 <- MultivarDistrList(MVNorm(),
EllipticalDistribution(radDistr=Exp(), loc=c(1,2),
scale=diag(c(3,1))),MVt()))
List of multivariate distributions
Description
Create a list of multivariate distributions
Objects from the Class
Objects can be created by calls of the form new("MVDistrList", ...)
.
More frequently they are created via the generating function
MultivarDistrList
.
Slots
.Data
:Object of class
"list"
. A list of multivariate distributions of the same dimension.
Extends
Class "DistrList"
, directly.
Class "list"
, by class "DistrList"
.
Class "vector"
, by class "DistrList"
.
Methods
- coerce
signature(from = "MultivariateDistribution", to = "MultivarDistrList")
: create aMultivarDistrList
object from a univariate distribution- dimension
dim of the range space.
- dim
synonym to dimension.
Details
In fact, class "MultivarDistrList"
is an inbetween class between
class "DistrList"
and class "UnivarDistrList"
, which is
a case for setIs
, but we would have to modify the metadata
information in package distr to realize this. So we introduce
a new (sister) class "MVDistrList"
which implements strictly
lists of multivariate distributions, and which together with
"UnivarDistrList"
is a subclass of the common class union
class "MultivarDistrList"
.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
MultivarDistrList
, DistrList-class
,
MultivariateDistribution-class
Examples
(DL1 <- MultivarDistrList(Norm(), Exp(), Pois()))
(DL2 <- MultivarDistrList(MVNorm(),
EllipticalDistribution(radDistr=Exp(), loc=c(1,2),
scale=diag(c(3,1))),MVt()))
Generating function for Class "MultivarMixingDistribution"
Description
Generates an object of class "MultivarMixingDistribution"
.
Usage
MultivarMixingDistribution(..., Dlist, mixCoeff
)
Arguments
... |
Objects of class |
Dlist |
an optional list or object of class |
mixCoeff |
Objects of class |
Details
If mixCoeff
is missing, all elements in ...
are equally weighted.
Value
Object of class "MultivarMixingDistribution"
, or if
argument withSimplify
is TRUE
and the resulting
object would have one mixing component with probability (almost) 1,
MultivarMixingDistribution
will return this component.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
MultivarMixingDistribution-class
Examples
mylist <- MultivarMixingDistribution(Binom(3,.3), Dirac(2), Norm(),
mixCoeff=c(1/4,1/5,11/20))
Class "MultivarMixingDistribution"
Description
MultivarMixingDistribution
-class is a class to formalize
multivariate mixing distributions; it is a subclass to
class MultivariateDistribution
.
Objects from the Class
Objects can be created by calls of the form
new("MultivarMixingDistribution", ...)
.
More frequently they are created via the generating function
MultivarMixingDistribution
.
Slots
mixCoeff
Object of class
"numeric"
: a vector of probabilities for the mixing components.mixDistr
Object of class
"MultivarDistrList"
: a list of multivariate distributions containing the mixing components; must be of same length asmixCoeff
.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 numbersd
fixed to
NULL
p
Object of class
"OptionalFunction"
: if non-null cumulative distribution functionq
Object of class
"OptionalFunction"
: if non-null 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 calculations.
Extends
Class "MultivariateDistribution"
class "Distribution"
by class "MultivariateDistribution"
.
Methods
- show
signature(object = "MultivarMixingDistribution")
prints the object- mixCoeff<-
signature(object = "MultivarMixingDistribution")
replaces the corresponding slot- mixCoeff
signature(object = "MultivarMixingDistribution")
returns the corresponding slot- mixDistr<-
signature(object = "MultivarMixingDistribution")
replaces the corresponding slot- mixDistr
signature(object = "MultivarMixingDistribution")
returns the corresponding slot- support
signature(object = "MultivarMixingDistribution")
returns the corresponding slot- gaps
signature(object = "MultivarMixingDistribution")
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 byconv2NewVersion
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 byconv2NewVersion
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 byconv2NewVersion
and returns the corresponding slot of the converted object.- plot
signature(x = "MultivarMixingDistribution", y = "missing")
: plot for an spherically symmetric distribution; seeplot-methods
.- E
corresponding expectation — see
E
.- dimension
dim of the range space.
- dim
synonym to dimension.
- show
signature(object = "MultivarMixingDistribution")
:show
method for spherically symmetric distributions.- showobj
signature(object = "MultivarMixingDistribution")
:showobj
method for spherically symmetric distributions.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
Parameter-class
,
MultivariateDistribution-class
,
LatticeDistribution-class
,
AbscontDistribution-class
,
simplifyD-methods
,
flat.mix
Examples
mylist <- MultivarMixingDistribution(Binom(3,.3), Dirac(2), Norm(),
mixCoeff=c(1/4,1/5,11/20))
mylist2 <- MultivarMixingDistribution(Binom(3,.3), mylist,
mixCoeff=c(.3,.7))
mylist2
p(mylist)(0.3)
mixDistr(mylist2)
E(mylist)
var(mylist)
##multivariate
E1 <- diag(1,2)%*%EllipticalDistribution(radDistr=Gammad())+c(1,2)
mylistD <- MultivarMixingDistribution(MVNorm(), E1, MVt(),
mixCoeff=c(1/4,1/5,11/20))
mylistD2 <- MultivarMixingDistribution(E1+c(-2,2), mylistD,
mixCoeff=c(.3,.7))
mylistD2
p(mylistD)
mixDistr(mylistD2)
E(mylistD2)
var(mylistD2)
Generating function for SphericalDistribution-class
Description
Generates an object of class "SphericalDistribution"
.
Usage
SphericalDistribution(radDistr = sqrt(Chisq(df=dim)), dim = 2,
p = NULL, q = NULL)
Arguments
radDistr |
an object of class |
dim |
positive integer: dimension of the distribution. |
p |
optional: |
q |
optional: |
Value
Object of class "SphericalDistribution"
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
Examples
E0 <- SphericalDistribution()
plot(E0)
E1 <- diag(1,2)%*%E0+c(1,2)
plot(E1)
E(E1)
var(E1)
Spherical distribution class
Description
Class SphericalDistribution
implements general spherically symmetric
distributions, i.e. starting from a random variable L
distributed
according to a univariate distribution radDistr
with positive support
serving as radial distribution, and an independent random variable U
distributed
uniformly on the dim
dimensional sphere, this is the
distribution of LU
.
Objects from the Class
Objects could in principle be created by calls to new
, but more
frequently you would create them via the generating function
SphericalDistribution
.
Slots
img
Object of class
"Reals"
.param
Object of class
"SphericalParameter"
.r
function with argument
n
; random number generatord
optional function; in case it exists: the density of the distribution
p
optional function; in case it is non-null: the cdf of the distribution evaluated on rectangles, i.e. if a random variable
X
is distributed according to anobject
of class"SphericalDistribution"
, forq
a matrix of dimensiond \times n
p(object)(q)
returns, for each of then
columnsP(X_i\leq q_i,\;i=1,\ldots,d)
.q
optional function; in case it is non-null: the quantile of the distribution evaluated on rectangles, i.e. if a random variable
X
is distributed according to anobject
of class"SphericalDistribution"
, forp
a vector of lengthn
, returns, for each of then
components the infinimal numberq_j
such thatP(X_i\leq q_j,\;i=1,\ldots,d)\ge p_j
.radDistr
an object of class
UnivariateDistribution
with positive support, i.e.p(radDistr)(0)==0
; the radial distribution..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
"SphericalSymmetry"
about centerloc
; used internally to avoid unnecessary calculations.
Extends
Class "MultivariateDistribution"
, directly.
Class "Distribution"
, by class "MultivariateDistribution"
.
Methods
- dimension
signature(object = "SphericalDistribution")
: returns the dimension of the distribution.- dim
signature(object = "SphericalDistribution")
: synonym todimension
.- location
signature(object = "SphericalDistribution")
: helper function to have the same interface as class"EllipticalDistribution"
; always returns0
(in the respective dimension).- scale
signature(object = "SphericalDistribution")
: helper function to have the same interface as class"EllipticalDistribution"
; always returns the unit matrix (in the respective dimension).- radDistr
signature(object = "SphericalDistribution")
: access method for slotradDistr
.- rRd
signature(object = "SphericalDistribution")
: wrapped access method for slotr
of slotradDistr
. From version 2.7 on, replaces defunctr.Rd
to avoid clashes with S3-method inheritance.- dRd
signature(object = "SphericalDistribution")
: wrapped access method for slotd
of slotradDistr
. From version 2.7 on, replaces defunctd.Rd
to avoid clashes with S3-method inheritance.- pRd
signature(object = "SphericalDistribution")
: wrapped access method for slotp
of slotradDistr
. From version 2.7 on, replaces defunctp.Rd
to avoid clashes with S3-method inheritance.- qRd
signature(object = "SphericalDistribution")
: wrapped access method for slotq
of slotradDistr
. From version 2.7 on, replaces defunctq.Rd
to avoid clashes with S3-method inheritance.- plotRd
signature(x = "SphericalDistribution")
: utility; callsplot
for slotradDistr
. From version 2.6 on, replaces deprecatedplot.Rd
to avoid clashes with S3-method inheritance.- plot
signature(x = "SphericalDistribution", y = "missing")
: plot for an spherically symmetric distribution; seeplot-methods
.- show
signature(object = "SphericalDistribution")
:show
method for spherically symmetric distributions.- showobj
signature(object = "SphericalDistribution")
:showobj
method for spherically symmetric distributions.- E
signature(object = "SphericalDistribution", fun = "missing", cond = "missing")
: expectation of an elliptically symmetric distribution; exact.- var
signature(x = "SphericalDistribution")
: expectation of an elliptically symmetric distribution; exact.- coerce
signature(from = "SphericalDistribution", to = "EllipticalDistribution")
: create aEllipticalDistribution
object from a spherically symmetric distribution.+
signature(e1 = "SphericalDistribution", e2 = "numeric")
: affine linear transformation; exact.-
signature(e1 = "SphericalDistribution", e2 = "numeric")
: affine linear transformation; exact.-
signature(e1 = "SphericalDistribution", e2 = "missing")
: affine linear transformation; exact.*
signature(e1 = "SphericalDistribution", e2 = "numeric")
: affine linear transformation; exact.+
signature(e1 = "numeric", e2 = "SphericalDistribution")
: affine linear transformation; exact.-
signature(e1 = "numeric", e2 = "SphericalDistribution")
: affine linear transformation; exact.*
signature(e1 = "numeric", e2 = "SphericalDistribution")
: affine linear transformation; exact.%*%
signature(e1 = "numeric", e2 = "SphericalDistribution")
: affine linear transformation; exact.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Examples
new("SphericalDistribution") ## better use SphericalDistribution()
Defunct Functions in Package distrEllipse
Description
Functions which are no longer provided in distrEllipse due to clashes with S3-method inheritance.
Methods
From version 2.7 on, former versions of S4-methods
rRd
, dRd
, pRd
, qRd
, and plotRd
of style
<name>.rd are defunct due to clashes with S3-method inheritance.
More specifically, this concerns the following methods:
- r.rd
signature(object = "SphericalDistribution")
: wrapped access method for slotr
of slotradDistr
.- d.rd
signature(object = "SphericalDistribution")
: wrapped access method for slotd
of slotradDistr
.- p.rd
signature(object = "SphericalDistribution")
: wrapped access method for slotp
of slotradDistr
.- q.rd
signature(object = "SphericalDistribution")
: wrapped access method for slotq
of slotradDistr
.- plot.rd
signature(x = "SphericalDistribution")
: utility; callsplot
for slotradDistr
.
See Also
Masking of/by other functions in package "distrEllipse"
Description
Provides information on the (intended) masking of and (non-intended) masking by other other functions in package distrEllipse
Usage
distrEllipseMASK(library = NULL)
Arguments
library |
a character vector with path names of R libraries, or |
Value
no value is returned
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Examples
## IGNORE_RDIFF_BEGIN
distrEllipseMASK()
## IGNORE_RDIFF_END
functions to change the global variables of the package ‘distrEllipse’
Description
With distrEllipseoptions
and getdistrEllipseOption
you may
inspect and change the global variables used by package distrEllipse.
Usage
distrEllipseoptions(...)
getdistrEllipseOption(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 distrEllipseoptions()
with no arguments returns a list with the current values of the options.
To access the value of a single option, one should use getdistrEllipseOption("WarningSim")
, e.g., rather than
distrEllipseoptions("WarningSim")
which is a list of length one.
Value
distrEllipseoptions()
returns a list of the global options of distrEllipse.
distrEllipseoptions("Nsim")
returns the global option Nsim
as a list of length 1.
distrEllipseoptions("Nsim" = 3000)
sets the value of the global option Nsim
to 3000.
getdistrEllipseOption("Nsim")
the current value set for option Nsim
.
Currently available options
Nsim
for plotting: number of (simulated) points to be plotted.
withED
for plotting: logical; shall principal axes of the contour ellipsoid be plot in (for each panel)?
lwd.Ed
for plotting: line width of principal axes (for each panel).
col.Ed
for plotting: color of principal axes (for each panel).
withMean
for plotting: logical; shall mean be plot in (for each panel)?
cex.mean
for plotting: size of the mean symbol (for each panel).
pch.mean
for plotting: mean symbol (for each panel).
col.mean
for plotting: color of the mean symbol (for each panel).
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
Examples
distrEllipseoptions("Nsim") # returns the value of Nsim, by default = 5
currentDistrOptions <- distrEllipseoptions()
distrEllipseoptions(Nsim = 6000)
distrEllipseoptions("Nsim")
getdistrEllipseOption("Nsim")
distrEllipseoptions(c("Nsim","withED"))
Methods for Function plot in Package ‘distrEllipse’
Description
plot-methods
Usage
plot(x, y, ...)
## S4 method for signature 'SphericalDistribution,missing'
plot(x, Nsim = getdistrEllipseOption("Nsim"), ...,
withED = getdistrEllipseOption("withED"),
lwd.Ed = getdistrEllipseOption("lwd.Ed"),
col.Ed = getdistrEllipseOption("col.Ed"),
withMean = getdistrEllipseOption("withMean"),
cex.mean = getdistrEllipseOption("cex.mean"),
pch.mean = getdistrEllipseOption("pch.mean"),
col.mean = getdistrEllipseOption("col.mean"))
## S4 method for signature 'MultivarMixingDistribution,missing'
plot(x, Nsim = getdistrEllipseOption("Nsim"), ...,
withED = getdistrEllipseOption("withED"),
lwd.Ed = getdistrEllipseOption("lwd.Ed"),
col.Ed = getdistrEllipseOption("col.Ed"),
withMean = getdistrEllipseOption("withMean"),
cex.mean = getdistrEllipseOption("cex.mean"),
pch.mean = getdistrEllipseOption("pch.mean"),
col.mean = getdistrEllipseOption("col.mean"))
Arguments
x |
object of class
|
y |
missing |
Nsim |
number of (simulated) points to be plotted. |
withED |
logical; shall principal axes of the contour ellipsoid be plot in (for each panel)? |
lwd.Ed |
line width of principal axes (for each panel). |
col.Ed |
color of principal axes (for each panel). |
withMean |
logical; shall mean be plot in (for each panel)? |
cex.mean |
size of the mean symbol (for each panel). |
pch.mean |
mean symbol (for each panel). |
col.mean |
color of the mean symbol (for each panel). |
... |
addtional arguments for |
Details
Using pairs
, plots all pairs of coordinates of the object, using simulated
values.
Any parameters of pairs
may be passed on to this particular
plot
method.
See Also
pairs
,
plot
plot.default
,
plot.stepfun
, par
Examples
E0 <- matrix(c(2,1,1,4),2,2)%*%EllipticalDistribution()+c(2,1)
E1 <- matrix(c(3,2,2,4),2,2)%*%EllipticalDistribution(radDistr = exp(Binom(10,.8)))
plot(E0)
plot(E1, withED=FALSE, Nsim=5000)
mylist <- MultivarMixingDistribution(E0,E1, mixCoeff=c(1/4,3/4))
plot(mylist)