Recent Releases of distr6
distr6 - distr6 1.6.6
- WeightedDiscrete now correctly handles improper distributions by returning Inf and NA where appropriate
- Added constraint on WeightedDiscrete so
cdfparameter must be increasing - Add distribution method
confidenceto calculate confidence intervals - Fix testing of suggested distributions
- R
Published by github-actions[bot] about 4 years ago
distr6 - distr6 1.6.4
- Off-by-one error fixed in WeightedDiscrete distribution cdf function
- Speed-ups in pdf, cdf, rand functions in WeightedDiscrete
- R
Published by RaphaelS1 about 4 years ago
distr6 - distr6 1.5.0
Minor Updates
Added Functionality
- Added
length.VectorDistribution - Added
idsparameter toVectorDistributionto allow specifying names for wrapped distributions. Extendedextract.VectorDistributionso these ids can be used for extraction. - Added sugar function
dstrto construct distributions more easily, e.g.dstr("Binom", size = 4)instead ofBinomial$new(size = 4). - Added sugar function
dstrsto construct aVectorDistributionof distributions. ParameterSetmethodsetParameterValuenow includesresolveConflictsparameter for resolving conflicts between conflicting parameters (see below). This should primarily only be used internally and is useful for transforming composite distributions.
Edited Functionality
- The separator for composite (wrapped) distributions is now
__(before_). This may affect backwards compatibility in rare cases. - Construction and setting of parameters is now changed. Previously this relied on knowing a confusing hierarchy in parameters which would take priority over one another. Now if conflicting parameters are supplied in construction or on setting an error is returned, e.g.
Binomial$new(prob = 0.1, qprob = 0.2)would cause an error. This may affect bacwards compatibility however should not do so if distributions are correctly constructed/updated without conflicts. setParameterValueinParameterSetno longer errors if a non-settable parameter is updated, instead awarningis given and the parameter is ignored.- Multivariate distributions no longer error if constructed with a single variate, though this is still advised against.
- Internal changes to how
SDistributionparameter defaults are set. Previously these were set in the constructor with function defaults, now they are set in theParameterSet. This should not affect backwards compatibility. This should improve speed of distribution construction.
Deprecated/Removed Functionality
- Data parameter in
WeightedDiscretedistribution has now been removed.
Bug fixes/Under the Hood Edits
- Minor bug fixes in some distribution properties.
MixtureDistributionnow usesextraDistr::rmnomfor speed improvements.- Slight improvement to error messages in
ParameterSetbut these will be improved further in a future update. - Minor internal changes to storage method of
SDistributionParameterSetobjects. - Fixed typos in parameter sets
Documentation
- Documentation for
SDistributionobjects has been restructured for easier reading, the distribution default is now included. - Fixed typos
- R
Published by RaphaelS1 about 5 years ago
distr6 - distr6 1.4.7
- Patch for set6
- Add
rep.Distributionfor replicating distributions into vectors, mixtures, or products - Kernels can now be used with vectors/mixtures/products
- R
Published by RaphaelS1 over 5 years ago
distr6 - distr6 1.4.5
- Added
cdfSquared2Normanalytic methods to most kernels - Minor internal patches
- R
Published by RaphaelS1 over 5 years ago
distr6 - distr6 1.4.4
- Added coercions from Vector/Mixture/ProductDistribution to Mixture/ProductDistribution via
as.MixtureDistributionandas.ProductDistribution - Bugfix in
MixtureDistributionparameter set - Uneven vectors of
WeightedDiscretedistributions are now truncated at the minimum length in the vector forpdf, cdf, quantile CoreStatisticsmethods now give the option to usecubature::cubintegrateand all associated parameters.- Remove
{pracma}requirement inExoticStatistics
- R
Published by RaphaelS1 over 5 years ago
distr6 - distr6 1.4.3
- Bugfix in
WeightedDiscrete,cdfwas previously positive when below distribution support, now zero. - Added discrete p-norms in
ExoticStatisticsdecorator - Removed
suppressMomentsargument inDistributionand computation of movements in constructor, improving construction speeds. kurtosisandskewnesstype no longer included in properties. The kurtosis and skewness methods are still available as public methods, and the types are still in summary; to manually find these useexkurtosisTypeandskewType.- Empty
ParameterSetnow allowed
- R
Published by RaphaelS1 over 5 years ago
distr6 - distr6 1.4.2
distr6 1.4.2
- Critical patch for patched Solaris: Updated precision in C++
log
distr6 1.4.1
- Critical patches for R devel:
workingSupportis now a public method and not an active binding
distr6 1.4.0
Minor Updates
Added/Edited Functionality
- Multivariate functions in
VectorDistributionnow return arrays - Analytical
mediannow available forSDistributions where closed form expressions are known - Kernels now implemented in
Rcppwith analytical log-pdf expressions. Analytical lower.tail and log.p will come in future versions. - Adding plotting for bivariate distributions using
{plotly} - Added
EmpiricalMVfor empirical multivariate distributions - All documentation now uses roxygen R6
- Distribution
typeis now required in construction customDistributions as the previous method of 'guessing' was inefficient. - Added
ParameterSetCollectionforWrappers. Same functionality as before but much more efficient. - Added
$addDepsand$depstoParameterSets to replaceupdateFunc. This allows faster and more precise control over parameter updates. - Added
$addChecksand$checkstoParameterSets to replace custom checks in distributions, and$addTrafosand$trafosto replace custom parameter transformations before setting. These allows clearner control over parameter setting. categoriesparameter inCategoricalnow callednCategories- Constructor of
Categoricalnow requires elements to be provided as alisttoelements settableinParameterSetnow refers to the more intuitive flag that describes if a parameter can be set after construction- Added
lengthactive binding toParameterSetto return number of parameters in the set. - Renamed
squared2NorminKernels topdfSquared2Normand addedxto arguments to allow for shifted norms. - Added
mixturiseVectorfor mixing vector distributions
Deprecated Functions/Fields/Methods
- Individual property and trait accessors deprecated:
$support, $symmetry, $kurtosisType, $skewnessType, $valueSupport, $variateForm, $type - Separated
LoglogisticandShiftedLoglogisticso only the latter has alocationparameter. Additionally added an analyticalrandexpression toShiftedLoglogistic, andLoglogisticnow implemented from packageactuar - Removed deprecated classes:
ArrayDistribution - Removed deprecated functions:
listSpecialSets WeighedDiscretedistribution now stores samples and probabilities as parameters.- Removed
verboseargument from distribution constructor - Public
updatemethod inParameterSetmoved toprivate - Removed
squared2Normfrom theExoticStatisticsdecorator - Deprecated
updateFuncfromParameterSet - Removed
.getRefParamsfromSDistributions and addeddeps
Patches
- Bugfix in
decoratefunction that was overwriting thedecoratorsprivate field instead of appending - Vastly improved speed of construction of
SDistributionandKernel - Bugfix in
$randforGeometricdistribution withtrials == TRUE, previously was randomising between $[1, Inf)$ not $[0, Inf)$ - Changed default
formparameter inNegativeBinomial, now errors if supplied argument is not in one of the four choices (previously reverted to "fbs") - Fixed bug in
MultivariateNormalrand()which was not adding themeancorrectly - Massive bottleneck in
VectorDistributionfor same distribution type removed in d/p/q/r functions as well as non-generating function methods - Improved speed in
VectorDistributionwhen only one row or column of data passed to d/p/q Dirichlet, DiscreteUniform, Frechet Gumbel, Pareto, Rayleigh, Triangular, Waldnow implemented from packageextraDistr- Bug fix in
Frechet$cdf - Analytical
logandlower.tailnow available for allSDistributionsand imputation possible for customs withCoreStatistics NegativeBinomialnow uses Rcpp for d/p/q/r- Distributions from
statsare now vectorised across parameters in C Degenerate,ShiftedLoglogisticnow Rcpp- Removed redundant
Kparameter fromMultivariateNormal - Bugfix in
Wald, symmetry was incorrectly flagged as "symmetric" - Fixed bug in
TruncatedDistributionsupport - previously support interval type was"[]"instead of"(]". An important implication is that even if truncating at or outside of the distribution limits, the support will still be changed if the distribution was left-closed to become left-open. - Improved speed of assertions by using package
{checkmate} - Bugfix in
listDistributionswhich was overriding filtering withsimplify
- R
Published by RaphaelS1 over 5 years ago
distr6 - distr6 1.3.6
- Bugfix in
decoratefunction that was overwriting thedecoratorsprivate field instead of appending - Two bug fixes in
MultivariateNormal$rand(). i) the distribution mean wasn't being added to the transformation correctly; ii) the Choleskey decomposition wasn't transposed causing incorrect simulations - Added
plot.VectorDistributionfor more efficient plotting of mutiple distributions at the same time
- R
Published by RaphaelS1 almost 6 years ago
distr6 - distr6 1.3.5
- Added Erlang distribution
- Fixed mistake in documentation for
Weibull, thanks to Paul Northrop (@paulnorthrop) for pointing this out. - Fixed bug in
plotpreventing onlyquantilebeing plotted on its own - Converted descriptive public methods to active bindings. Unfortunately this will break reverse dependencies as there's no way to soft deprecate these. Affected methods are:
decorators, traits, valueSupport, variateForm, type, properties, support, symmetry, sup, inf, dmax, dmin, kurtosisType, skewnessType
- R
Published by RaphaelS1 about 6 years ago
distr6 - distr6 1.3.4
- Bug fix in
VectorDistributionthat was causing decorators not to be added properly - Bug fix in
VectorDistributionthat was causing an error when extracting decorated wrapped distributions - Moved package
pracmato suggests. Removedutilsdependency. - Added checks to assert all packages are installed when required by distributions
- Deprecated
packagefield in distributions, now calledpackages packageslists all packages required to be installed for a distribution, ifNULLonly distr6 required- Abstracted SetInterval and related classes to the
set6package - Deprecated
listSpecialSets, useset6::listSpecialSetsinstead - Removed secondary checks on
updateofParameterSet, any properly defined distributions will have this covered in primary parameter, thus increasing speed.
- R
Published by RaphaelS1 about 6 years ago
distr6 - distr6 1.3.3
as.data.tablehas been moved from aParameterSetmethod to an S3 dispatch. Fixes an important bug of overloadingas.data.tablebut may affect backwards compatibility.- Added
distrSimulatefor convenient simulation from any distribution. - Updated
plotto be able to handle distributions withoutquantileorrand. Optimised runtime by preventing automatic computation ofpdfandcdf.
- R
Published by RaphaelS1 about 6 years ago
distr6 - distr6 1.3.2
- Bug fix in
VectorDistribution- missingwhichargument - Bug fix in
Bernoulli-randwas incorrectly callingdbinomnotrbinom - Bug fix in the
modeof distributions - Added
modeto documentation
- R
Published by RaphaelS1 about 6 years ago
distr6 - distr6 1.3.1
Major Updates - None
Minor Updates
Added Functions and Classes - None
Deprecated Functions - None
Updated Functions - None
Patches
- Added wrapper for VectorDistribution for quick concatenation of constructed distributions,
c.Distribution VectorDistributionprintmethod more in line with base R vectors
- R
Published by RaphaelS1 over 6 years ago
distr6 - distr6 1.3.0
distr6 1.3.0
Major Updates
- None
Minor Updates
Added Functions and Classes
plotfunction for plotting thepdf, cdf, survival, quantile, hazard, cumhazardordistr6objectslinesfunction for superimposingdistr6plotsqqplotfunction for comparingdistr6distributions to each other or to other theoretical distributions- Added
Extract.VectorDistributionfor extracted distributions from inside aVectorDistribution, see the big update below.
Deprecated Functions
- None
Updated Functions
decoratenow allows users to specify the Decorator as a character as well as supplying the object, this makes it simpler when using distr6 whilst unattached- Big changes (and hopefully final) to the
VectorDistribution. Now theVectorDistributiononly constructs the internal wrapped distributions when they are extracted or when a function, such as d/p/q/r, are called. This massively reduces a bottleneck in constructing the distribution. Additionally added functions for extracting distributions from inside theVectorDistribution. The only difference that should affect backwards compatibility is that thedistributionargument must now be a character and not an object. Custom (i.e. non-SDistribution) distributions should be used in conjunction with thedistlistinitializer. - Changed the lower bound of positive Sets to .Machine$double.xmin as the previous value of 1.1e-15 was too restrictive
- Added
skewness,kurtosis,entropy,mgf,cf, andpgftoWeightedDiscreteandEmpirical - Added support for custom distributions in
VectorDistributionand forCoreStatisticsfunctions as well as support for only one arguments passed to d/p/q/r for fast comparisons between wrapped distributions
Patches
- Bug fix in
WeightedDiscretedistributionvariancecalculation - Fixed bug in
Empiricalthat was stopping the cdf of the first point in the distribution being evaluated - Fixed bug that allowed invalid parameter values to be set for non-reference parameters
- Updated parameter error messages to be more informative
- Improved speed and efficiency in
Distributionconstructor for wrappers
- R
Published by RaphaelS1 over 6 years ago
distr6 - distr6 1.2.0
distr6 1.2.0
Major Updates
- None
Minor Updates
Added Functions and Classes
- Added non-central F, T, Chi-Squared, and Beta distributions
- Added WeightedDiscrete distribution. This allows users to supply a data.frame of samples and pdf/cdfs for more efficient usage with empirical discrete estimators (e.g. Kaplan-Meier)
Deprecated Functions
- None
Updated Functions
- Added the common survival parameterisation of Weibull distribution
- Updated the listX functions to make them quicker and functional when distr6 is not attached
- Added
suppressMomentsargument toDistributionconstructor to allow for faster construction
Patches
- Added
errormsgargument to assertions so a custom error message can be provided - Fixed error in quantile function in
Empiricalthat was causing results to be dropped - Fixed bug in
TruncatedDistributionthat prevented multivariate distributions being truncated - Fixed error in variance of
Empiricalthat was calculating sample not population - Moved rare imports to suggests
- R
Published by RaphaelS1 over 6 years ago
distr6 - distr6 1.1.0
Major Updates
- None
Minor Updates
Added Functions and Classes
Empiricaldistribution for distributions arising from observed samples (e.g. from MC sampling methods)simulateEmpiricalDistribution: function for sampling without replacement from anEmpiricaldistribution
Deprecated Functions
ArrayDistribution- This wrapper is now merged withProductDistributionby adding two new parameters toProductDistributionthat allow for construction either by a distribution list of by naming a distribution and providing a parameter list or data.table
Updated Functions
- Added quantile to Categorical distribution and updated its cdf efficiency
cdfof discrete distributions evaluated between integers are now evaluated after rounding down and do not return 0, e.g.Binomial$new()$cdf(1.8) == Binomial$new()$cdf(1)- Added two additional parameters to
ProductDistribution:paramsanddistribution, so that it can either function as before or as theArrayDistributionwrapper which is now deprecated. - Added two additional parameters to
VectorDistribution:paramsanddistribution, so that it can either function as before or as a generalisation to theArrayDistributionwrapper which is now deprecated. - Removed automated rounding of numerics when
ParameterSetexpected integer insetParameterValue - Added parameter
ntostrprintandprintto clean the print method for distributions (especially wrappers) with multiple parameters - Added optional
vectordistargument toMixtureDistributionfor better compatibility withVectorDistribution - Changed
short_nameof Uniform, Logistic, Normal, and Triangular kernels to removeKern. TheClassNames (and thus constructors) remain the same listKernelsandlistSpecialSetnow return data.tables withstringsAsFactors = FALSEDegeneratedistribution re-classified as discrete
Patches
- Bug fix in quantile function of huberization wrapper
- Fixed the
randreturn of a Vector Distribution (transposed data.table and added column names) - Fixed spelling mistakes in extension guidelines and removed calls to redundant parameters
- Removed redundant
crayondependency - Fixed bug in
MixtureDistributionthat was causingrandto erroneously return integers - Removed error in
Categoricaldocumentation - Fixed bug in multi-modal
Categoricaldistribution summaryandprintnow returnselfinvisibly for better piping
- R
Published by RaphaelS1 over 6 years ago
distr6 - distr6 1.0.0
CRAN Release - commit dd46c92f39
Initial release onto CRAN, full tutorials for distr6 can be found here. In the future, all releases will reflect news.md and will update on functions added, changed and removed. As well as any other changes made.
- R
Published by RaphaelS1 over 6 years ago