expectation.mle: Expectation operator applied to 'x' of type 'mle' with...

In queelius/algebraic.mle: Algebraic Maximum Likelihood Estimators

Expectation operator applied to 'x' of type 'mle' with respect to a function 'g'. That is, 'E(g(x))'.

Description

Optionally, we use the CLT to construct a CI('alpha') for the estimate of the expectation. That is, we estimate 'E(g(x))' with the sample mean and Var(g(x)) with the sigma^2/n, where sigma^2 is the sample variance of g(x) and n is the number of samples. From these, we construct the CI.

Usage

## S3 method for class 'mle'
expectation(x, g = function(t) t, ..., control = list())

Arguments

x	'mle' object
g	characteristic function of interest, defaults to identity
...	additional arguments to pass to 'g'
control	a list of control parameters: compute_stats - Whether to compute CIs for the expectations, defaults to FALSE n - The number of samples to use for the MC estimate, defaults to 10000 alpha - The significance level for the confidence interval, defaults to 0.05

Value

If 'compute_stats' is FALSE, then the estimate of the expectation, otherwise a list with the following components: value - The estimate of the expectation ci - The confidence intervals for each component of the expectation n - The number of samples

queelius/algebraic.mle documentation built on Jan. 29, 2025, 3:23 p.m.