ROOPSD - R Object Oriented Programming for Statistical Distribution
Statistical distribution in OOP (Object Oriented
Programming) way. This package proposes a R6 class interface to
classic statistical distribution, and new distributions can be
easily added with the class AbstractDist. A useful point is the
generic fit() method for each class, which uses a maximum
likelihood estimation to find the parameters of a dataset, see,
e.g. Hastie, T. and al (2009) <isbn:978-0-387-84857-0>.
Furthermore, the rv_histogram class gives a non-parametric fit,
with the same accessors that for the classic distribution.
Finally, three random generators useful to build synthetic data
are given: a multivariate normal generator, an orthogonal
matrix generator, and a symmetric positive definite matrix
generator, see Mezzadri, F. (2007) <arXiv:math-ph/0609050>.
