distcrete: Discretise a distribution

In distcrete: Discrete Distribution Approximations

Description

Discretise a distribution.

Usage

distcrete(name, interval, ..., w = 0.5, anchor = 0)

Arguments

name	The name of a distribution function (e.g., norm, gamma). The distribution must have a cdf function (e.g., pnorm) and a quantile function (e.g., qnorm) defined.
interval	The interval to discretise the interval onto.
...	Parameters to cdf. Can be matched positionally or by name.
w	How to weight the endpoints; must be between 0 and 1. If 0.5 then integration happens centred around the interval, if 0 floor, if 1 then ceiling.
anchor	Any location that is a valid x

Author(s)

Rich FitzJohn

Examples

library(distcrete)
set.seed(415)
d0 <- distcrete("gamma", 1, shape = 3, w = 0)
d0$d(1:10)
d0$p(c(.1,.5))
d0$q(c(.1,.5))
d0$r(10)

Example output

 [1] 0.243022187 0.253486335 0.185086776 0.113451286 0.062683215 0.032332641
 [7] 0.015882196 0.007521773 0.003462799 0.001558522
[1] 0.09958372 0.19115317
[1] 0 1
 [1]  2  3  1  2 12  2  2  4  5  3

distcrete documentation built on May 2, 2019, 4 p.m.