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distr6: R6 Object-Oriented Probability Distributions Interface in R

Sonabend, R; Kiraly, FJ; (2021) distr6: R6 Object-Oriented Probability Distributions Interface in R. The R Journal , 13 (1) pp. 444-466. 10.32614/RJ-2021-055. Green open access

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Abstract

distr6 is an object-oriented (OO) probability distributions interface leveraging the extensibil ity and scalability of R6 and the speed and efficiency of Rcpp. Over 50 probability distributions are currently implemented in the package with ‘core’ methods, including density, distribution, and gener ating functions, and more ‘exotic’ ones, including hazards and distribution function anti-derivatives. In addition to simple distributions, distr6 supports compositions such as truncation, mixtures, and product distributions. This paper presents the core functionality of the package and demonstrates examples for key use-cases. In addition, this paper provides a critical review of the object-oriented programming paradigms in R and describes some novel implementations for design patterns and core object-oriented features introduced by the package for supporting distr6 components.

Type: Article
Title: distr6: R6 Object-Oriented Probability Distributions Interface in R
Open access status: An open access version is available from UCL Discovery
DOI: 10.32614/RJ-2021-055
Publisher version: https://doi.org/10.32614/RJ-2021-055
Language: English
Additional information: This article and supplementary materials are licensed under a Creative Commons Attribution 4.0 International license (https://creativecommons.org/licenses/by/4.0/).
Keywords: distr6, distr, R6, extraDistr, actuar, distributions3, distributional, mistr, R62S3, Rcpp, set6, microbenchmark
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery-pp.ucl.ac.uk/id/eprint/10133769
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