R Object Oriented Programming for Statistical Distribution
AbstractDist
dgev
dgpd
Exponential
Gamma
GEV
GPD
mrv_histogram
Normal
pgev
pgpd
qgev
qgpd
rgev
rgpd
rmultivariate_normal
rorthogonal_group
rspd_matrix
rv_histogram
rv_mixture
rv_ratio_histogram
Uniform
Statistical distribution in OOP (Object Oriented Programming) way. This package proposes a R6 class interface to classic statistical distribution, and new distributions can be easily added with the class AbstractDist. A useful point is the generic fit() method for each class, which uses a maximum likelihood estimation to find the parameters of a dataset, see, e.g. Hastie, T. and al (2009) <isbn:978-0-387-84857-0>. Furthermore, the rv_histogram class gives a non-parametric fit, with the same accessors that for the classic distribution. Finally, three random generators useful to build synthetic data are given: a multivariate normal generator, an orthogonal matrix generator, and a symmetric positive definite matrix generator, see Mezzadri, F. (2007) <arXiv:math-ph/0609050>.