All functions

cdf()

Generic method for obtaining the cdf of an object.

cdf(<empirical_dist>)

Method for obtaining the cdf of empirical_dist object x.

cdf(<exponential>)

Method to obtain the cdf of an exponential object.

cdf(<mvn>)

Method for obtaining the CDF of a mvn object.

cdf(<normal>)

Method for obtaining the cdf of an normal object.

conditional()

Generic method for obtaining the conditional distribution of a distribution object x given condition P.

conditional(<dist>)

Method for obtaining the condition distribution, x | P(x), of dist object x.

conditional(<empirical_dist>)

Method for obtaining the condition distribution, x | P(x), of empirical_dist object x.

density(<empirical_dist>)

Method for obtaining the pdf of a empirical_dist object.

density(<exponential>)

Method to obtain the pdf of an exponential object.

density(<mvn>)

Function generator for obtaining the pdf of an mvn object (multivariate normal).

density(<normal>)

Method for obtaining the pdf of an normal object.

dim(<empirical_dist>)

Method for obtaining the dimension of a empirical_dist object.

dim(<exponential>)

Method to obtain the dimension of an exponential object.

dim(<finite_set>)

Return the dimension of the finite set.

dim(<interval>)

Return the dimension of the interval.

dim(<mvn>)

Method for obtaining the dimension of an mvn object.

dim(<normal>)

Method for obtaining the dimension of a normal object.

edist()

Takes an expression e and a list vars and returns a lazy edist (expression distribution object), that is a subclass of dist that can be used in place of a dist object.

empirical_dist()

Construct empirical distribution object.

expectation()

Generic method for obtaining the expectation of f with respect to x.

expectation(<dist>)

Expectation operator applied to x of type dist with respect to a function g. That is, E(g(x)).

expectation(<empirical_dist>)

Method for obtaining the expectation of empirical_dist object x under function g.

expectation(<univariate_dist>)

Method for obtaining the expectation of f with respect to a univariate_dist object x.

expectation_data()

Function used for computing expectations given data (e.g., from an MC simulation or bootstrap). it expects a matrix, or something that can be coerced to a matrix (e.g., a data frame). it also expects a function g to apply to each row of the data, and returns the expectation of g under the empirical distribution of the data. it also returns a confidence interval for the expectation, and the number of samples used to compute the expectation.

exponential()

Construct exponential distribution object.

finite_set

Finite set

has()

Support

has(<finite_set>)

Determine if a value is contained in the finite set.

has(<interval>)

Determine if a value is contained in the interval.

hazard()

Generic method for obtaining the hazard function of an object.

hazard(<exponential>)

Method to obtain the hazard function of an exponential object.

infimum()

Get the infimum of the support.

infimum(<finite_set>)

Return the infimum of the finite set.

infimum(<interval>)

Return the (vector of) infimum of the interval.

interval

Interval

inv_cdf()

Generic method for obtaining the quantile (inverse cdf) of an object.

inv_cdf(<exponential>)

Method to obtain the inverse cdf of an exponential object.

inv_cdf(<normal>)

Method for obtaining the inverse cdf of an normal object.

is_dist()

Function to determine whether an object x is a dist object.

is_edist()

Function to determine whether an object x is an edist object.

is_empirical_dist()

Function to determine whether an object x is an empirical_dist object.

is_exponential()

Function to determine whether an object x is an exponential object.

is_mvn()

Function to determine whether an object x is an mvn object.

is_normal()

Function to determine whether an object x is an normal object.

marginal()

Generic method for obtaining the marginal distribution of a distribution object x over components indices.

marginal(<empirical_dist>)

Method for obtaining the marginal distribution of empirical_dist object x.

marginal(<mvn>)

Generic method for obtaining the marginal distribution of an mvn object x over components indices.

mean(<edist>)

Method for obtaining the mean of an edist object.

mean(<empirical_dist>)

Method for obtaining the mean of empirical_dist object x.

mean(<exponential>)

Method to obtain the mean of an exponential object.

mean(<mvn>)

Retrieve the mean of a mvn object.

mean(<normal>)

Retrieve the mean of a normal object.

mean(<univariate_dist>)

Method for obtaining the mean of univariate_dist object x.

mvn()

Construct a multivariate or univariate normal distribution object.

nobs(<empirical_dist>)

Method for obtaining the number of observations used to construct a empirical_dist object.

normal()

Construct univariate normal distribution object.

nparams()

Generic method for obtaining the number of parameters of distribution-like object x.

nparams(<empirical_dist>)

Method for obtaining the name of a empirical_dist object. Since the empirical distribution is parameter-free, this function returns 0.

obs()

Retrieve the observations used to construct a distribution-like object. This is useful for obtaining the data used to construct an empirical distribution, but it is also useful for, say, retrieving the sample that was used by a fitted object, like an maximum likelihood estimate.

obs(<empirical_dist>)

Method for obtaining the observations used to construct a empirical_dist object.

params()

Generic method for obtaining the parameters of an object.

params(<edist>)

Method for obtaining the parameters of an edist object.

params(<empirical_dist>)

empirical_dist objects have no parameters, so this function returns NULL.

params(<exponential>)

Method for obtaining the parameters of an exponential object.

params(<mvn>)

Method for obtaining the parameters of a mvn object.

params(<normal>)

Method for obtaining the parameters of a normal object.

print(<dist>)

Method for printing a dist object

print(<edist>)

Method for printing an edist object.

print(<empirical_dist>)

Method for printing a dist object

print(<exponential>)

Print method for exponential objects.

print(<interval>)

Print the interval.

print(<mvn>)

Method for printing an mvn object.

print(<normal>)

Method for printing a normal object.

print(<summary_dist>)

Print method for summary_dist objects.

rmap()

Generic method for applying a map f to distribution object x.

rmap(<dist>)

Method for obtaining g(x)) where x is a dist object.

rmap(<empirical_dist>)

Method for obtaining the empirical distribution of a function of the observations of empirical_dist object x.

rmap(<mvn>)

Computes the distribution of g(x) where x is an mvn object.

sample_mvn_region()

Function for obtaining sample points for an mvn object that is within the p-probability region. That is, it samples from the smallest region of the distribution that contains p probability mass. This is done by first sampling from the entire distribution, then rejecting samples that are not in the probability region (using the statistical distance mahalanobis from mu).

sampler()

Generic method for sampling from distribution-like objects.

sampler(<edist>)

Method for obtaining the sampler of an edist object.

sampler(<empirical_dist>)

Method for obtaining the sampler for a empirical_dist object.

sampler(<exponential>)

Method to sample from an exponential object.

sampler(<mvn>)

Function generator for sampling from a mvn (multivariate normal) object.

sampler(<normal>)

Method for sampling from a normal object.

simplify()

Generic method for simplifying distributions.

simplify(<dist>)

Default Method for simplifming a dist object. Just returns the object.

simplify(<edist>)

Method for simplifying an edist object.

summary(<dist>)

Method for obtaining a summary of a dist object.

summary_dist()

Method for constructing a summary_dist object.

sup()

Generic method for retrieving the support of a (dist) object x.

sup(<empirical_dist>)

Method for obtaining the support of empirical_dist object x.

sup(<exponential>)

Support for exponential distribution, the positive real numbers, (0, Inf).

sup(<mvn>)

Method for obtaining the support of a mvn object, where the support is defined as values that have non-zero probability density.

sup(<normal>)

Method for obtaining the support of a normal object, where the support is defined as values that have non-zero probability density.

supremum()

Get the supremum of the support.

supremum(<finite_set>)

Return the supremum of the finite set.

supremum(<interval>)

Return the (vector of) supremum of the interval.

surv()

Generic method for obtaining the survival function of an object.

surv(<exponential>)

Method to obtain the cdf of an exponential object.

vcov(<edist>)

Method for obtaining the variance-covariance matrix (or scalar)

vcov(<empirical_dist>)

Method for obtaining the variance of empirical_dist object x.

vcov(<exponential>)

Retrieve the variance of a exponential object.

vcov(<mvn>)

Retrieve the variance-covariance matrix of an mvn object.

vcov(<normal>)

Retrieve the variance-covariance matrix (or scalar) of a normal object.

vcov(<univariate_dist>)

Method for obtaining the variance of univariate_dist object.