Adding new distribution | Adding new transformations
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:
mistr_0.0.6.tar.gz
mistr_0.0.6.zip(r-4.7-any)
mistr_0.0.6.tar.gz(r-4.7-any)mistr_0.0.6.tar.gz(r-4.6-any)
mistr_0.0.6.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
mistr/json (API)
| # 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.
Last updated from:8f2b793214. Checks:4 OK, 1 ERROR. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 157 | ||
| source / vignettes | ERROR | 197 | ||
| linux-release-x86_64 | OK | 153 | ||
| windows-devel-x86_64 | OK | 126 | ||
| wasm-release | OK | 117 |
Exports:autoplot.comp_fitautoplot.distbetadistbinomdistbreakpointsburrdistcauchydistchisqdistcompdistddburrdfrechetdGPDdgumbeldistributiondparetoexpdistfdistfrechetdistgammadistgeomdistget_optGNG_fitGPDdistgumbeldisthyperdistis.compositeis.continis.discreteis.distis.mixtureis.standardis.transformedjumpslast_historylnormdistmistr_dmistr_pmistr_qmistr_rmistr_thememixdistmonotmultinomdistnbinomdistnew_distnormdistpparametersparetodistpburrpfrechetpGPDpgumbelplimPNP_fitpoisdistpparetoqq_approxfunqburrqfrechetqGPDqgumbelqlimqparetoQQnormQQnormggQQplotQQplotggrrburrrfrechetrGPDrgumbelriskrparetoset_optsudo_supporttdisttrafounifdistuntrafoweibulldistwilcoxdist
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
Last update: 2018-12-10
Started: 2018-12-10
mistr: A Computational Framework for Mixture and Composite Distributions
Introduction | Distributions in R | Adding transformation | Combining objects | Mixtures | Composite distributions | Combining mixture and composite distributions | Data modeling | Risk measures
Last update: 2018-12-10
Started: 2018-12-10
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 |