expectation | R Documentation |
Functions to compute (posterior) expectations or variances of the distributions specified as arguments.
expectation(x, ...) variance(x, ...) ## S3 method for class 'bspec' expectation(x, two.sided=x$two.sided, ...) ## S3 method for class 'bspec' variance(x, two.sided=x$two.sided, ...) ## S3 method for class 'bspecACF' expectation(x, ...) ## S3 method for class 'bspecACF' variance(x, ...)
x |
A |
two.sided |
A |
... |
currently unused. |
A numeric
vector giving the expectations/variances
corresponding to the frequencies or lags of the argument.
Christian Roever, christian.roever@med.uni-goettingen.de
Roever, C., Meyer, R., Christensen, N. Modelling coloured residual noise in gravitational-wave signal processing. Classical and Quantum Gravity, 28(1):015010, 2011. doi: 10.1088/0264-9381/28/1/015010. See also arXiv preprint 0804.3853.
bspec
, acf.bspec
# note the changing expectation # with increasing prior/posterior degrees-of-freedom: expectation(bspec(lh)) expectation(bspec(lh, priordf=1, priorscale=0.6)) expectation(bspec(lh, priordf=2, priorscale=0.6)) # similar for variance: variance(bspec(lh, priordf=2, priorscale=0.6)) variance(bspec(lh, priordf=3, priorscale=0.6)) # and again similar for autocovariances: expectation(acf(bspec(lh))) expectation(acf(bspec(lh, priordf=2, priorscale=0.6))) variance(acf(bspec(lh))) variance(acf(bspec(lh, priordf=4, priorscale=0.6)))
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