distr6: R6 Object-Oriented Probability Distributions Interface in R

Authors

Raphael Sonabend, University College London
Franz J. Király, University College London

Date of this Version

6-2021

Document Type

Article

Citation

The R Journal (June 2021) 13(1); Editor: Dianne Cook

Comments

Copyright 2021, The R Foundation. Open access material. License: CC BY 4.0 International

Abstract

distr6 is an object-oriented (OO) probability distributions interface leveraging the extensibility 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 generating 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.