CONVOLUTION: Make the convolution of two or more 'DISTRIBUTION' objects

In convdistr: Convolute Probabilistic Distributions

Make the convolution of two or more DISTRIBUTION objects

Description

The convolution of the simple algebraic operations is made by the operation of individual drawns of the distributions. The DISTRIBUTION objects must have the same dimensions.

Usage

new_CONVOLUTION(listdistr, op, omit_NA = FALSE)

new_SUM(..., omit_NA = FALSE)

## S3 method for class 'DISTRIBUTION'
e1 + e2

new_SUBTRACTION(..., omit_NA = FALSE)

## S3 method for class 'DISTRIBUTION'
e1 - e2

new_MULTIPLICATION(..., omit_NA = FALSE)

## S3 method for class 'DISTRIBUTION'
e1 * e2

new_DIVISION(..., omit_NA = FALSE)

## S3 method for class 'DISTRIBUTION'
e1 / e2

Arguments

listdistr	a list of DISTRIBUTION objects
op	a function to convolute '+', '-', '*', '\'
omit_NA	if TRUE, NA distributions will be omitted
...	DISTRIBUTION objects or a list of distribution objects
e1	object of class DISTRIBUTION
e2	object of class DISTRIBUTION

Details

If any of the distributions is of class NA (NA_DISTRIBUTION) the result will be a new distribution of class NA unless the omit_NA option is set to TRUE

Value

and object of class CONVOLUTION, DISTRIBUTION

Functions

• new_SUM(): Sum of distributions

• new_SUBTRACTION(): Subtraction for distributions

• new_MULTIPLICATION(): Multiplication for distributions

• new_DIVISION(): DIVISION for distributions

Author(s)

John J. Aponte

Examples

x1 <- new_NORMAL(0,1)
x2 <- new_UNIFORM(1,2)
new_CONVOLUTION(list(x1,x2), `+`)
new_SUM(x1,x2)
x1 + x2
new_SUBTRACTION(x1,x2)
x1 - x2
new_MULTIPLICATION(list(x1,x2))
x1 * x2
new_DIVISION(list(x1,x2))
x1 / x2

convdistr documentation built on May 29, 2024, 11:49 a.m.