distrEx: EmpiricalMVDistribution – R documentation

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EmpiricalMVDistribution

Generating function for mulitvariate discrete distribution

Generates an object of class "DiscreteMVDistribution".

EmpiricalMVDistribution(data, Symmetry = NoSymmetry())

`data`	numeric matrix with data where the rows are interpreted as observations.
`Symmetry`	you may help R in calculations if you tell it whether the distribution is non-symmetric (default) or symmetric with respect to a center.

The function is a simple utility function providing a wrapper to the generating function DiscreteDistribution.

Typical usages are

EmpiricalMVDistribution(data)

Identical rows are collapsed to unique support values. If prob is missing, all elements in supp are equally weighted.

Object of class "DiscreteMVDistribution"

## generate some data
X <- matrix(rnorm(50), ncol = 5)

## empirical distribution of X
D1 <- EmpiricalMVDistribution(data = X)
support(D1)
r(D1)(10)

Extensions of Package 'distr'

v2.8.0

LGPL-3

Authors

Matthias Kohl [cre, cph], Peter Ruckdeschel [aut, cph]

Initial release

2019-03-29