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distributions3 0.2.1

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@alexpghayes alexpghayes released this 07 Sep 14:54
  • New generics is_discrete() and is_continous() with methods for all distribution objects
    in the package. The is_discrete() methods return TRUE for every distribution that is discrete
    on the entire support and FALSE otherwise. Analogously, is_continuous() returns TRUE for
    every distribution that is continuous on the entire support and FALSE otherwise. Thus, for
    mixed discrete-continuous distributions both methods should yield FALSE (#90).
  • New logical argument elementwise = NULL in apply_dpqr() and hence inherited in
    cdf(), pdf(), log_pdf(), and quantile(). It provides type-safety when
    applying one of the functions to a vector of distributions d to a numeric
    argument x where both d and x are of length n > 1. By setting elementwise = TRUE
    the function is applied element-by-element, also yielding a vector of length n.
    By setting elementwise = FALSE the function is applied for all combinations
    yielding an n-by-n matrix. The default elementwise = NULL corresponds to FALSE
    if d and x are of different lengths and TRUE if the are of the same length
    n > 1 (#87).
  • Extended support for various count data distributions, now enompassing both the Poisson
    and negative binomial distributions along with various adjustments for zero counts
    (hurdle, inflation, and truncation, respectively). More details are provided in the
    following items (#86).
  • New d/p/q/r functions for hnbinom, zinbinom, ztnbinom, and ztpois similar
    to the corresponding nbinom and pois functions from base R.
  • New HurdleNegativeBinomial(), ZINegativeBinomial(), ZTNegativeBinomial(), and
    ZTPoisson() distribution constructors along with the corresponding S3 methods for the
    "usual" generics (except skewness() and kurtosis()).
  • New prodist() methods for extracting the fitted/predicted probability distributions from
    models estimated by hurdle(), zeroinfl(), and zerotrunc() objects from either the
    pscl package or the countreg package.
  • Added argument prodist(..., sigma = "ML") to the lm method for extracting the
    fitted/predicted probability distribution from a linear regression model. In the previous
    version the prodist() method always used the least-squares estimate of the error variance
    (= residual sum of squares divided by the residual degrees of freedom, n - k), as also
    reported by the summary() method. Now the default is to use the maximum-likelihood estimate
    instead (divided by the number of observations, n) which is consistent with the logLik()
    method. The previous behavior can be obtained by specifying sigma = "OLS" (#91).
  • Similarly to the lm method the glm method prodist(..., dispersion = NULL) now, by
    default, uses the dispersion estimate that matches the logLik() output. This is based
    on the deviance divided by the number of observations, n. Alternatively,
    dispersion = "Chisquared" uses the estimate employed in the summary() method,
    based on the Chi-squared statistic divided by the residual degrees of freedom, n - k.
  • Small improvements in methods for various distribution objects: Added support() method
    for GEV-based distributions (GEV(), GP(), Gumbel(), Frechet()). Added a
    random() method for the Tukey() distribution (using the inversion method).