slp_moments: Moments of the SLP of two Normals

Description Usage Arguments Value Author(s) Examples

Description

Computes the mean and standard deviation of the SLP (spread-adjust linear pool) of two normals.

Usage

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slp_moments(par_one = list(mean = NULL, sd = NULL), par_two = par_one,
  weight_one = rep(0.5, length(par_one$mean)), scale = rep(1,
  length(par_one$sd)))

Arguments

par_one

A list with two vectors mean and sd of the same length as x respectively, providing parameters of the normal distribution.

par_two

A list with two vectors mean and sd of the same length as x respectively, providing parameters of the second normal distribution.

weight_one

A vector of weights corresponding to par_one.

scale

A vector of scale values.

Value

A list with two elements mean and sd of the SLP combination.

Author(s)

J. Gross, A. Moeller.

Examples

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slp_moments(list(mean = 15, sd = 0.8), list(mean = 18, sd = 1), 0.7, 1.2)

JuGross/ensAR documentation built on May 10, 2019, 8:23 a.m.