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 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 installation. %--- 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 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) %--- 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 Newsdistr release 2.8Peter Ruckdeschel - 2019-04-10 10:15 -
distr release 2.7Peter Ruckdeschel - 2018-08-20 07:25 -
Versions 2.7 of the distr family on CRANPeter Ruckdeschel - 2018-07-24 23:30 -
Versions 2.6 of the distr family on CRANPeter Ruckdeschel - 2016-04-25 19:18 -
Version 2.4 of distr packages on CRAN soonPeter Ruckdeschel - 2013-02-08 19:03 -
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