Incomplete MGF of ecd

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Description

Incomplete moment generating function (IMGF) of ecd, integration of e^z P(z) for z from x to Inf. ecd.mu_D is simply a wrapper around MGF.

Usage

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ecd.imgf(object, x = -Inf, t = 1, minus1 = FALSE, unit.sigma = FALSE,
  n.sigma = .ecd.mpfr.N.sigma, verbose = FALSE)

ecd.mu_D(object)

Arguments

object

an object of ecd class

x

a numeric vector of x, default to -Inf

t

a numeric value for MGF, default to 1

minus1

logical, subtracting one from e^{tx}

unit.sigma

logical, transforming to unit sigma to achieve greater stability. Due to the instability of quadpack for ecd.integrate_pdf, default to TRUE. But constructing a new ecd object has significant overhead, be aware of it in performance sensitive program.

n.sigma

length-one numeric, specifying the max number of sigma to check for truncation.

verbose

logical, display timing information, for debugging purpose.

Value

The IMGF

Author(s)

Stephen H. Lihn

Examples

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d <- ecd(0, 0, sigma=0.01)
x <- seq(0, 1, by=0.1)
ecd.imgf(d, x)

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