m_fold_convolution: Estimate the m-fold convolution of a mixture of exponential...

In brentfagan/mixem: Exponential Mixture Model MLEs using the EM algorithm

Description

Estimate the m-fold convolution of a mixture of exponential distributions using FFT.

Usage

m_fold_convolution(m, lambda, p, xmax, N = 2^12)

Arguments

m	An integer representing number of random variables in convolution.
lambda	A vector of mle's of rate parameters from exponential mixture distribution.
p	A vector of mle's of mixing proportions from exponential mixture distribution.
xmax	A large integer representing a truncation point in domain of exponential mixture distribution.
N	A large integer representing number of discretization points.

Value

A list containing the support x of the convolution distribution and an estimate convolution of the m-fold convolution of the mixture distribution.

brentfagan/mixem documentation built on May 8, 2019, 1:37 a.m.