apply_dpqr {distributions3}R Documentation

Utilities for distributions3 objects


Various utility functions to implement methods for distributions with a unified workflow, in particular to facilitate working with vectorized distributions3 objects. These are particularly useful in the computation of densities, probabilities, quantiles, and random samples when classical d/p/q/r functions are readily available for the distribution of interest.


apply_dpqr(d, FUN, at, elementwise = NULL, drop = TRUE, type = NULL, ...)

make_support(min, max, d, drop = TRUE)




A distributions3 object.


Function to be computed. Function should be of type FUN(at, d), where at is the argument at which the function should be evaluated (e.g., a quantile, probability, or sample size) and d is a distributions3 object.


Specification of values at which FUN should be evaluated, typically a numeric vector (e.g., of quantiles, probabilities, etc.) but possibly also a matrix or data frame.


logical. Should each element of d only be evaluated at the corresponding element of at (elementwise = TRUE) or at all elements in at (elementwise = FALSE). Elementwise evaluation is only possible if the length of d and at is the same and in that case a vector of the same length is returned. Otherwise a matrix is returned. The default is to use elementwise = TRUE if possible, and otherwise elementwise = FALSE.


logical. Should the result be simplified to a vector if possible (by dropping the dimension attribute)? If FALSE a matrix is always returned.


Character string used for naming, typically one of "density", "logLik", "probability", "quantile", and "random". Note that the "random" case is processed differently internally in order to vectorize the random number generation more efficiently.


Arguments to be passed to FUN.

min, max

Numeric vectors. Minima and maxima of the supports of a distributions3 object.


numeric. Number of observations for computing random draws. If length(n) > 1, the length is taken to be the number required (consistent with base R as, e.g., for rnorm()).


## Implementing a new distribution based on the provided utility functions
## Illustration: Gaussian distribution
## Note: Gaussian() is really just a copy of Normal() with a different class/distribution name

## Generator function for the distribution object.
Gaussian <- function(mu = 0, sigma = 1) {
    "parameter lengths do not match (only scalars are allowed to be recycled)" =
      length(mu) == length(sigma) | length(mu) == 1 | length(sigma) == 1
  d <- data.frame(mu = mu, sigma = sigma)
  class(d) <- c("Gaussian", "distribution")

## Set up a vector Y containing four Gaussian distributions:
Y <- Gaussian(mu = 1:4, sigma = c(1, 1, 2, 2))

## Extract the underlying parameters:

## Extractor functions for moments of the distribution include
## mean(), variance(), skewness(), kurtosis().
## These can be typically be defined as functions of the list of parameters.
mean.Gaussian <- function(x, ...) {
  setNames(x$mu, names(x))
## Analogously for other moments, see distributions3:::variance.Normal etc.


## The support() method should return a matrix of "min" and "max" for the
## distribution. The make_support() function helps to set the right names and
## dimension.
support.Gaussian <- function(d, drop = TRUE, ...) {
  min <- rep(-Inf, length(d))
  max <- rep(Inf, length(d))
  make_support(min, max, d, drop = drop)


## Evaluating certain functions associated with the distribution, e.g.,
## pdf(), log_pdf(), cdf() quantile(), random(), etc. The apply_dpqr()
## function helps to call the typical d/p/q/r functions (like dnorm,
## pnorm, etc.) and set suitable names and dimension.
pdf.Gaussian <- function(d, x, elementwise = NULL, drop = TRUE, ...) {
  FUN <- function(at, d) dnorm(x = at, mean = d$mu, sd = d$sigma, ...)
  apply_dpqr(d = d, FUN = FUN, at = x, type = "density", elementwise = elementwise, drop = drop)

## Evaluate all densities at the same argument (returns vector):
pdf(Y, 0)

## Evaluate all densities at several arguments (returns matrix):
pdf(Y, c(0, 5))

## Evaluate each density at a different argument (returns vector):
pdf(Y, 4:1)

## Force evaluation of each density at a different argument (returns vector)
## or at all arguments (returns matrix):
pdf(Y, 4:1, elementwise = TRUE)
pdf(Y, 4:1, elementwise = FALSE)

## Drawing random() samples also uses apply_dpqr() with the argument
## n assured to be a positive integer.
random.Gaussian <- function(x, n = 1L, drop = TRUE, ...) {
  n <- make_positive_integer(n)
  if (n == 0L) {
  FUN <- function(at, d) rnorm(n = at, mean = d$mu, sd = d$sigma)
  apply_dpqr(d = x, FUN = FUN, at = n, type = "random", drop = drop)

## One random sample for each distribution (returns vector):
random(Y, 1)

## Several random samples for each distribution (returns matrix):
random(Y, 3)

## For further analogous methods see the "Normal" distribution provided
## in distributions3.
methods(class = "Normal")

[Package distributions3 version 0.2.1 Index]