Package 'DistrFree'

Title: Transformation Distributions Using distributions3 Infrastructure
Description: 'DistrFree()' implements distribution-free linear models as S3 objects. The essential parameters to describe the distribution are stored in a 'data.frame' allowing computation of central moments, score, hessian and more.
Authors: Michael Thimo Brunner [aut, cre], Achim Zeileis [aut] (ORCID: <https://orcid.org/0000-0003-0918-3766>)
Maintainer: Michael Thimo Brunner <[email protected]>
License: GPL-2 | GPL-3
Version: 0.1-0
Built: 2026-10-23 13:46:49 UTC
Source: https://codeberg.org/Thymore/DistrFree

Help Index


Create a Distribution-Free Linear Model

Description

Create a Distribution-Free Linear Model

Usage

DistrFree(
 baseline, location,
 link = c("logit", "probit", "cloglog", "loglog")
)

## S3 method for class 'DistrFree'
mean(x, ...)

## S3 method for class 'DistrFree'
variance(x, ...)

## S3 method for class 'DistrFree'
skewness(x, ...)

## S3 method for class 'DistrFree'
kurtosis(x, ...)

## S3 method for class 'DistrFree'
cdf(d, x, drop = TRUE, elementwise = NULL, ...)

## S3 method for class 'DistrFree'
pdf(d, x, drop = TRUE, elementwise = NULL, ...)

## S3 method for class 'DistrFree'
quantile(x, probs, drop = TRUE, elementwise = NULL, ...)

Arguments

baseline

PENDING

location

a numeric vector defining the shift effect on the latent scale

link

a character defining a link function and thus the model and parameter interpretation.

x

an object of class DistrFree.

...

currently unused.

Value

DistrFree() returns an object of class DistrFree with methods.

An object of class DistrFree is a list containing at least the following components:

Examples

d <- DistrFree(location = c(0, 2, 4), baseline = seq_len(100))
mean(d)
variance(d)
kurtosis(d)
skewness(d)

Return the support of the distribution-free linear transformation model

Description

Return the support of the distribution-free linear transformation model

Usage

## S3 method for class 'DistrFree'
support(d, drop = TRUE, ...)

Arguments

d

a 'DistrFree' object created by a call to [DistrFree()].

drop

logical. Should the result be simplified to a vector if possible?

...

currently not used.

Value

In case of a single distribution object, a numeric vector of length 2 with the minimum and maximum value of the support (if 'drop = TRUE', default) or a 'matrix' with 2 columns. In case of a vectorized distribution object, a matrix with 2 columns containing all minima and maxima.