Package jdistlib
package jdistlib
-
ClassDescriptionEstimate and independent left/right convergence evidence for E[|X|^p].Adaptive tangent-envelope rejection sampler for a caller-certified differentiable log-concave density on finite support.Ansari-Bradley test statisticBounded Arcsine distribution; bounded by [a, b].Three-parameter asymmetric Laplace distribution used in quantile regression.A scalar distribution that can report probability mass at an exact point.Bivariate BB1 (Clayton-Gumbel) copula, theta >= 0 and delta >= 1.Beta binomial distribution, taken from gamlss.dist package, plus some underflow guard.Beta-negative-binomial distribution using the extraDistr parameterization.Beta-prime (beta of the second kind) distribution.Selects the BTPE acceptance test used for binomial random generation.Birnbaum-Saunders (fatigue-life) distribution with shape
alpha, scalebeta, and locationmu.Gumbel's type-I bivariate logistic distribution as used by VGAM.Bivariate Poisson distribution formed from three independent Poisson counts.Finite categorical distribution over numeric outcomes.Immutable settings for an adaptive monotone numerical CDF table.Winsorized/censored scalar distribution with explicit atoms at both bounds.Immutable truncation settings for certified infinite discrete supports.Finite approximation to an infinite integer-supported distribution, stopped only when user-provided tail certificates bound the omitted probability.Exchangeable Clayton copula with nonnegative dependence.Determines which advisory findings prevent analyzed construction.A copula on the unit hypercube.Immutable classification of a proposed copula evaluation point.Location of the point relative to the unit hypercube.Joint distribution composed from a copula and continuous univariate marginals.Built-in families supported by dependence fitting and selection.Controls rank-based initialization and optional likelihood refinement.Result of fitting one copula family to pseudo-observations.Rank transformation and dependence fitting for the built-in copula families.Row-level log-density and unit-cube boundary diagnostics for a copula model.Auditable likelihood aggregation for continuous, discrete, or mixed data.A scalar marginal together with its continuity/atom contract.Measure used by a joint likelihood contribution.Numerical controls for mixed continuous/discrete copula likelihoods.Joint density, mass, or mixed-measure likelihood contribution.Information criterion used by automatic copula-family selection.Ranked family fits and the selected successful candidate.Fits candidate families and ranks them by AIC or BIC.Simplified C-vine copula assembled from bivariate conditional copulas.One evidence-based finding produced by a numerical distribution analyzer.Dependency-free RFC 8259 serialization for numerical diagnostic reports.Balanced starting points for custom-kernel diagnostics.Dirichlet distribution on a probability simplex.Dirichlet-multinomial (multivariate Pólya) distribution.Discrete Laplace distribution on the latticelocation + Z.User-supplied certificate bounding all unnormalized mass beginning at an omitted integer.Factory methods for common caller-certified infinite-series tail bounds.Nakagawa-Osaki type-I discrete Weibull distribution on nonnegative integers.Numerical self-consistency checks for a constructed distribution.Concise factories for composing scalar distribution objects.Simplified D-vine copula assembled from bivariate conditional copulas.Discrete empirical distribution that samples observations with replacement.Distribution of an independent normal variate plus an exponential variate.Five-parameter Feller-Pareto distribution from actuar.VGAM folded normal distribution, including asymmetric positive and negative scaling factorsa1anda2.Exchangeable Frank copula.Evidence gathered while probing and repeatedly integrating a kernel.Immutable settings for probability-kernel sanity analysis.Gaussian copula parameterized by a positive-definite correlation matrix.Four-parameter generalized beta distribution of the second kind (GB2).Prentice generalized-F survival distribution used by flexsurv.Stacy generalized gamma distribution as parameterized by VGAM.Gompertz distribution with shape and rate parameters.Exchangeable Gumbel copula.Half-Cauchy distribution with positive scalesigma.Half-normal distribution, the distribution of the absolute value of a zero-centered normal variate with scalesigma.Half-Student-t distribution with degrees of freedom and scale.Huber least-favourable distribution with Gaussian center and exponential tails.Hurdle negative binomial withpidenoting positive-count mass.Hurdle Poisson withpidenoting the probability of being positive.Product copula representing mutual independence.Inverse normal (or Wald) distribution.Bivariate Joe copula with upper-tail dependence and theta >= 1.Kendall tau distributionKumaraswamy distributionLaplace distribution, from VGAM packageOne-parameter Lindley lifetime distribution.Logit-normal distribution on the open unit interval.Log logistic distribution.Makeham survival distribution with scale, shape, and constant hazard.Maxwell distribution using VGAM's positive rate parameterization.Maxwell-Boltzmann speed distribution using the conventional scalesigma, the common standard deviation of three independent centered normal coordinates.Joint distribution with continuous, discrete, or mixed scalar marginals.Normalized finite mixture of scalar distribution objects.Immutable settings for absolute-moment diagnostics.Builder for moment orders and the left/right reporting boundary.Distribution induced by a differentiable, strictly monotone transformation.Multinomial mass and random generation for a vector of category counts.Multivariate Cauchy distribution, the multivariate Student t law with one df.Sampling without replacement from multiple population categories.Symmetric multivariate Laplace law defined as a normal-exponential mixture.Component-wise exponential transform of a multivariate normal vector.Multivariate normal density and random generation using a covariance matrix.Elliptical multivariate power-exponential (generalized Gaussian) law.Accuracy and work limits for randomized multivariate probability integration.Result of a numerical multivariate probability calculation.Terminal status of a numerical multivariate probability calculation.Elliptical multivariate Student t distribution.Number of draws needed to observerwhite balls without replacement.Manually translated from R's Distlib by Roby JoehanesReusable monotone CDF approximation built from directly integrated values.A continuous distribution obtained by numerically normalizing a nonnegative kernel over a real interval.Fluent construction with optional analysis and sampling configuration.A finite discrete distribution obtained by normalizing a nonnegative weight function over a declared set of numeric outcomes.Self-consistency and moment diagnostics for numerical distributions.Analysis plus the result of attempting to construct a numerical distribution.Numerical distribution over a union of continuous intervals and optional point atoms.Immutable union of continuous intervals, optional atoms, and singularities.Builder supporting interval unions followed by hole subtraction.One nonempty continuous interval.Bivariate copula adapter exposing conditional CDFs and their inverses.Continuous phase-type law with an optional atom at zero.Sum of independent Bernoulli trials with unequal success probabilities.Poisson-inverse Gaussian distribution fromactuar.Normal distribution left-truncated at zero.Advisory probes for user-supplied probability kernels.Immutable interval containing a requested probability under a stated rule.Proposal distribution and certified majorization constant for rejection sampling.Rice (Rician) distribution with scalesigmaand distancenu.Bivariate 90, 180 (survival), or 270 degree rotation of a copula.Sampling algorithm currently selected by a numerical distribution.Four-parameter sinh-arcsinh distribution of Jones and Pewsey.Difference of two independent Poisson variates.Skewed T distribution, from skewt packageLocation-scale slash distribution,mu + sigma * Z / U.Student-t copula parameterized by correlation and degrees of freedom.Distribution object exposing its smallest enclosing support interval.Triangular distribution with minimuma, maximumb, and modec.Continuous distribution conditioned to lie in a nonempty interval.Computes the probability and quantile that the maximum of rr studentized ranges, each based on cc means and with df degrees of freedom for the standard error, is less than q.Tukey lambda distribution defined by its symmetric quantile function.Translated from Tweedie package version 2.2.1, dated 2014-06-06, by Roby JoehanesA uniform proposal for a finite interval with a certified density bound.Common contract for pair-copula vine constructions.Result of sequential pair-family selection for a simplified vine.Sequential simplified C-vine and D-vine fitting with pair-family selection.Monte Carlo lower-orthant probability returned by a vine copula.Simplified regular-vine structures implemented by JDistlib.Four-parameter Wiener first-passage (drift-diffusion) density used by Stan.SYNOPSIS #include <Rmath.h> double dwilcox(double x, double m, double n, int give_log) double pwilcox(double x, double m, double n, int lower_tail, int log_p) double qwilcox(double x, double m, double n, int lower_tail, int log_p); double rwilcox(double m, double n) DESCRIPTION dwilcox The density of the Wilcoxon distribution.Wishart distribution on symmetric positive-definite matrices.Mean/size negative binomial with an additional structural-zero probability.Poisson distribution with an additional structural-zero probability.Mean/size negative binomial conditional on a positive count.Poisson distribution conditional on a positive count.Zipf distribution Parts taken from VGAM