R/functional.R

In copre: Tools for Nonparametric Martingale Posterior Sampling

#' Obtain Functionals from a CopRe Result
#'
#' @param obj A `copre_result` object.
#' @param f A list of functions.
#' @param ... Additional arguments passed to `f`.
#' @param mean A logical value indicating whether or not to obtain the
#'  functional from the pointwise mean of the sampled distributions or from each
#'  individually.
#'
#' @return The integral over the `copre_result` grid of the functions in the
#'   list multiplied by the density of each sample distribution in `obj`.
#' @export
functional <- function(obj, f, ..., mean = FALSE) {
  if (obj$func != 'density') {
    if ('copre_result' %in% class(obj)) {
      obj <- grideval(obj, func = 'density')
    } else {
      stop('`obj` is not a density evaluation, regridify `copre_result`.')
    }
  }
  if (mean) {
    obj <- matrix(apply(obj, 1, mean), ncol = 1)
  }
  out <- apply(obj, 1, function(y)
      pracma::trapz(obj$grid, f(obj$grid, ...) * y))
  return(out)
}