Package: mistr 0.0.6

Lukas Sablica

mistr: Mixture and Composite Distributions

A flexible computational framework for mixture distributions with the focus on the composite models.

Authors:Lukas Sablica [aut, cre], Kurt Hornik [aut]

mistr_0.0.6.tar.gz
mistr_0.0.6.tar.gz(r-4.5-noble)mistr_0.0.6.tar.gz(r-4.4-noble)
mistr_0.0.6.tgz(r-4.4-emscripten)mistr_0.0.6.tgz(r-4.3-emscripten)
mistr.pdf |mistr.html✨
mistr/json (API)
NEWS

# Install 'mistr' in R:

install.packages('mistr', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

stocks - Log-returns of Five Stocks

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

4.28 score 4 packages 80 scripts 284 downloads 85 exports 7 dependencies

Last updated 2 years agofrom:8f2b793214. Checks:ERROR: 1 OK: 1. Indexed: yes.

Target	Result	Date
Doc / Vignettes	FAIL	Oct 17 2024
R-4.5-linux	OK	Oct 17 2024

Exports:autoplot.comp_fit autoplot.dist betadist binomdist breakpoints burrdist cauchydist chisqdist compdist d dburr dfrechet dGPD dgumbel distribution dpareto expdist fdist frechetdist gammadist geomdist get_opt GNG_fit GPDdist gumbeldist hyperdist is.composite is.contin is.discrete is.dist is.mixture is.standard is.transformed jumps last_history lnormdist mistr_d mistr_p mistr_q mistr_r mistr_theme mixdist monot multinomdist nbinomdist new_dist normdist p parameters paretodist pburr pfrechet pGPD pgumbel plim PNP_fit poisdist ppareto q q_approxfun qburr qfrechet qGPD qgumbel qlim qpareto QQnorm QQnormgg QQplot QQplotgg r rburr rfrechet rGPD rgumbel risk rpareto set_opt sudo_support tdist trafo unifdist untrafo weibulldist wilcoxdist

Dependencies:bbmle bdsmatrix lattice MASS Matrix mvtnorm numDeriv

Vignettes and/or manual for this package failed to build, some documents may be unavailable. Please inspect thebuild logs for more information.

Extensions in the mistr World

Lukas Sablica, Kurt Hornik

Rendered frommistr-extensions.Rmdusingknitr::rmarkdownon Oct 17 2024.

Last update: 2018-12-10
Started: 2018-12-10

mistr: A Computational Framework for Mixture and Composite Distributions

Lukas Sablica, Kurt Hornik

Rendered frommistr-introduction.Rmdusingknitr::rmarkdownon Oct 17 2024.

Last update: 2018-12-10
Started: 2018-12-10

Citation

Readme and manuals

Help Manual

Help page	Topics
mistr: A Computational Framework for Univariate Mixture and Composite Distributions	mistr-package mistr
Autoplot of Fitted Distributions Using ggplot2	autoplot.comp_fit
Autoplot of Distributions Using ggplot2	autoplot.dist
Creates an Object Representing Beta Distribution	betadist
Creates an Object Representing Binomial Distribution.	binomdist
Extract Model Breakpoints	breakpoints breakpoints.compdist breakpoints.comp_fit breakpoints.trans_compdist
The Burr Distribution	Burr dburr pburr qburr rburr
Creates an Object Representing Burr Distribution	burrdist
Creates an Object Representing Cauchy Distribution.	cauchydist
Creates an Object Representing Chi-Squared Distribution	chisqdist
Creates an Object Representing Composite Distribution	compdist compdist.default compdist.dist
Density Function	d d.compdist d.mixdist d.standist d.trans_compdist d.trans_contdist d.trans_discrdist d.trans_mixdist
Extract Distribution of Fitted Model	distribution distribution.comp_fit
Autoplot of Distributions	Distribution_autoplot plot.compdist plot.contdiscrmixdist plot.contdist plot.contmixdist plot.discrdist plot.discrmixdist plot.trans_compdist plot.trans_contdiscrmixdist plot.trans_contdist plot.trans_contmixdist plot.trans_discrdist plot.trans_discrmixdist
Displays a Useful Description of a Distribution Object	Distribution_summary summary.compdist summary.mixdist summary.standist summary.trans_compdist summary.trans_mixdist summary.trans_standist
Transformation of a Distribution Object	.cauchydist .expdist .frechetdist .gammadist .GPDdist .gumbeldist .lnormdist .normdist .paretodist .trans_univdist .unifdist .univdist *.weibulldist +.cauchydist +.frechetdist +.GPDdist +.gumbeldist +.normdist +.trans_univdist +.unifdist +.univdist -.betadist -.binomdist -.dist /.dist Distribution_transformation exp.normdist exp.trans_univdist exp.univdist log.lnormdist log.trans_univdist log.univdist sqrt.dist ^.cauchydist ^.expdist ^.fdist ^.lnormdist ^.tdist ^.trans_univdist ^.univdist
Creates an Object Representing Exponential Distribution	expdist
Creates an Object Representing F Distribution	fdist
The Frechet Distribution	dfrechet Frechet pfrechet qfrechet rfrechet
Creates an Object Representing Frechet Distribution	frechetdist
Creates an Object Representing Gamma Distribution	gammadist
Creates an Object Representing Geometric Distribution	geomdist
Get Parameters	get_opt
Fitting a GPD-Normal-GPD Model	GNG_fit
The Generalized Pareto Distribution	dGPD GPD pGPD qGPD rGPD
Creates an Object Representing Generalized Pareto Distribution	GPDdist
The Gumbel Distribution	dgumbel Gumbel pgumbel qgumbel rgumbel
Creates an Object Representing Gumbel Distribution	gumbeldist
Creates an Object Representing Hypergeometric Distribution	hyperdist
Reports whether O is a Composite Distribution Object	is.composite
Reports whether O is a Continuous Distribution Object	is.contin
Reports whether O is a Discrete Distribution Object	is.discrete
Reports whether O is a Distribution Object	is.dist
Reports whether O is a Mixture Distribution Object	is.mixture
Reports whether O is a Standard Distribution Object	is.standard
Reports whether O is a Transformed Distribution Object	is.transformed
Probability mass points	jumps jumps.compdist jumps.contdist jumps.discrdist jumps.mixdist jumps.trans_compdist jumps.trans_contdist jumps.trans_discrdist jumps.trans_mixdist
Returns the Last Element from History List	last_history
Creates an Object Representing Log Normal Distribution.	lnormdist
Mistr d/p/q/r Wrappers	mistr_d mistr_d_p_q_r mistr_p mistr_q mistr_r
Mistr Theme for Ggplot	mistr_theme
Creates an Object Representing Mixture Distribution	mixdist mixdist.default mixdist.dist
Monotonicity of Transformation	monot monot.trans_univdist
Creates an Object Representing Multinomial Distribution	multinomdist
Creates an Object Representing Negative Binomial Distribution	nbinomdist
Creates New Distribution Object	new_dist
Creates an Object Representing Normal Distribution	normdist
Distribution Function	p p.compdist p.mixdist p.standist p.trans_univdist
Extract Model Parameters	parameters parameters.compdist parameters.comp_fit parameters.mixdist parameters.standist parameters.trans_compdist parameters.trans_mixdist parameters.trans_standist
The Pareto Distribution	dpareto Pareto ppareto qpareto rpareto
Creates an Object Representing Pareto Distribution	paretodist
Left-Hand Limit of Distribution Function	plim plim.compdist plim.contdist plim.discrdist plim.mixdist plim.trans_univdist
Autoplot of Fitted Distributions	plot.comp_fit
Autoplot of Distributions Using ggplot2	plotgg plotgg.compdist plotgg.contdiscrmixdist plotgg.contdist plotgg.contmixdist plotgg.discrdist plotgg.discrmixdist plotgg.trans_compdist plotgg.trans_contdiscrmixdist plotgg.trans_contdist plotgg.trans_contmixdist plotgg.trans_discrdist plotgg.trans_discrmixdist
Fitting a Pareto-Normal-Pareto Model	PNP_fit
Creates an Object Representing Poisson Distribution	poisdist
Quantile Function Approximation	q_approxfun q_approxfun.dist
Quantile Function	q q.compdist q.standist q.trans_univdist
Terminate an R Session	q.default
Quantile Function of a Mixture Model	q.mixdist
Right-Hand Limit of Quantile Function	qlim qlim.compdist qlim.contdist qlim.discrdist qlim.trans_univdist
Right-Hand Limit of Mixture Quantile Function	qlim.contdiscrmixdist qlim.contmixdist qlim.discrmixdist
Quantile-Quantile Plot	QQnorm QQplot QQplot.default QQplot.dist
Implementation of Quantile-Quantile Plot with ggplot2	QQnormgg QQplotgg QQplotgg.default QQplotgg.dist
Random Generation	r r.compdist r.hyperdist r.mixdist r.standist r.trans_univdist r.wilcoxdist
Risk Measures of Fitted Objects	risk risk.GNG risk.PNP
Set Parameters	set_opt
Log-returns of Five Stocks	stocks
Support Interval of Distribution Object	sudo_support sudo_support.compdist sudo_support.contdist sudo_support.discrdist sudo_support.mixdist sudo_support.trans_univdist
Displays a Useful Description of a Fitted Object	summary.comp_fit
Creates an Object Representing Student-t Distribution	tdist
Modifications of Transformations	trafo
Creates an Object Representing Uniform Distribution	unifdist
Untransformation of a Distribution Object	untrafo untrafo.trans_compdist untrafo.trans_mixdist untrafo.trans_standist
Creates an Object Representing Weibull Distribution	weibulldist
Creates an Object Representing Wilcoxon Distribution	wilcoxdist