expectation: Expectations and variances of distributions

expectationR Documentation

Expectations and variances of distributions

Description

Functions to compute (posterior) expectations or variances of the distributions specified as arguments.

Usage

  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, ...)

Arguments

x

A bspec or bspecACF object.

two.sided

A logical flag to indicate whether to compute expectation / variance of one- or two-sided spectrum, if the argument x is a bspec object.

...

currently unused.

Value

A numeric vector giving the expectations/variances corresponding to the frequencies or lags of the argument.

Author(s)

Christian Roever, christian.roever@med.uni-goettingen.de

References

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.

See Also

bspec, acf.bspec

Examples

# 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)))

bspec documentation built on April 20, 2022, 5:08 p.m.