Package: pbox 0.1.8

pbox: Exploring Multivariate Spaces with Probability Boxes

Advanced statistical library offering a method to encapsulate and query the probability space of a dataset effortlessly using Probability Boxes (p-boxes). Its distinctive feature lies in the ease with which users can navigate and analyze marginal, joint, and conditional probabilities while taking into account the underlying correlation structure inherent in the data using copula theory and models. A comprehensive explanation is available in the paper "pbox: Exploring Multivariate Spaces with Probability Boxes" to be published in the Journal of Statistical Software.

Authors:Ahmed T. Hammad [aut, cre, cph]

pbox_0.1.8.tar.gz
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pbox.pdf |pbox.html✨
pbox/json (API)
NEWS

# Install 'pbox' in R:
install.packages('pbox', repos = c('https://athammad.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/athammad/pbox/issues

Datasets:
  • SEAex - Maximum yearly temperature data from 1901 to 2022

On CRAN:

climate-changecopulaenvironmental-monitoringfinancial-analysisprobabilityrisk-assessmentrisk-managementstatistics

23 exports 2 stars 1.65 score 35 dependencies 4 scripts 192 downloads

Last updated 2 months agofrom:ee60f07a55. Checks:OK: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 07 2024
R-4.5-winWARNINGSep 07 2024
R-4.5-linuxWARNINGSep 07 2024
R-4.4-winWARNINGSep 07 2024
R-4.4-macWARNINGSep 07 2024
R-4.3-winWARNINGSep 07 2024
R-4.3-macWARNINGSep 07 2024

Exports:.copula_families.fit_copulacoefAll2deltaCIfinal_pboxfit_copula_pboxfit_dist_pboxfun_statsgen_scenariogrid_pboxmake_pboxmatch_makermodify_pboxparam_devperProbperturbate_paramsprobCIq_parserqpboxscenario_pboxset_pboxshowstats_calc

Dependencies:ADGofTestclicolorspacecopulacurldata.tablegamlssgamlss.datagamlss.distgluegsljsonlitelatticelifecyclemagrittrMASSMatrixmvtnormnlmenumDerivpcaPPpsplinepurrrquadprogquantmodrlangstablediststringistringrsurvivaltseriesTTRvctrsxtszoo

pbox Package Vignette

Ahmed T. Hammad

Rendered frompbox_vignette.Rmdusingknitr::rmarkdownon Sep 07 2024.

Last update: 2024-06-11
Started: 2024-04-17

Readme and manuals

Help Manual

Help pageTopics
Extract CoefficientscoefAll2 coefAll2-method
Method for extracting coefficients from GAM-like modelscoefAll2,ANY-method
Define Copula Families and Parameters.copula_families copula_families
Compute Confidence Interval using Delta MethoddeltaCI deltaCI,ANY-method
Build a Multivariate Distribution from Copulafinal_pbox final_pbox,ANY-method
Copula Fit.fit_copula .fit_copula,ANY-method fit_copula
Fit Copula Models to Datafit_copula_pbox fit_copula_pbox,ANY-method
Fit Marginal Distributionsfit_dist_pbox fit_dist_pbox,ANY-method
Summary Statisticsfun_stats fun_stats,numeric
Summary statistics method for numeric vectorsfun_stats,numeric-method
Generate Scenariosgen_scenario gen_scenario,ANY-method
Iterate Over a Grid of All Possible Quantiles and Calculate Probabilitiesgrid_pbox grid_pbox,pbox-method
Create a Probability Box (Pbox) Objectmake_pbox make_pbox,ANY-method
Generate Query Vectormatch_maker
Method for match_makermatch_maker,ANY-method
Modify Parameters Boxmodify_pbox modify_pbox,ANY-method
Compute Parameter Deviationsparam_dev param_dev,ANY-method
Class "pbox": Main S4 class of the library *pbox*.pbox-class
Compute Probability Using a Perturbed CopulaperProb perProb,pbox-method
Perturb Parametersperturbate_params
Perturb Parameters Methodperturbate_params,ANY-method
Probability Confidence IntervalprobCI probCI-method
Method to calculate confidence intervals for a vector of probabilitiesprobCI,numeric-method
Parse Queryq_parser
Method for Parsing Queriesq_parser,ANY-method
Query the probabilistic space of a pbox object.qpbox qpbox,pbox-method
Scenario Analysisscenario_pbox scenario_pbox,pbox-method
Maximum yearly temperature data from 1901 to 2022 (CRU TS v4)SEAex
Create a Probability Box from Dataset_pbox set_pbox,ANY-method
Methods for 'show()' in Package 'pbox'show show,pbox-method show-pbox
Calculate Basic Statisticsstats_calc stats_calc,ANY-method