Fitted marginal distribution protocol

Fitted margins provide distribution evaluation and model metadata through a small set of S3 generics. Methods for dmargin(), pmargin(), and qmargin() dispatch on margin, their second argument. margin_info() dispatches on its only argument.

Usage

dmargin(x, margin)

pmargin(x, margin)

qmargin(p, margin)

margin_info(object)

Arguments

x

vector of evaluation points.

margin

a fitted marginal distribution object.

p

vector of probabilities.

object

a fitted margin or margin-family specification.

Value

dmargin(), pmargin(), and qmargin() return numeric vectors. margin_info() returns a list of model information.

Details

A fitted margin class must implement all four generics documented here. Evaluation methods must be vectorized. margin_info() returns a list with entries family_name, type, support, npars, and loglik. type is "c" for a continuous distribution, "d" for an integer-supported distribution, or "zi" for a continuous distribution with an atom at zero. support contains the mathematical lower and upper bounds. npars must be non-negative or NA when unavailable; loglik may be NA for a fixed margin.

The type determines left limits throughout rvinecopulib. They are F(x) for continuous margins, F(x - 1) for integer-supported margins, and F(0) - P(X = 0) at zero for zero-inflated margins. Consequently, dmargin(0, margin) must return the atom's mass for a zero-inflated margin.