tsconvolve: Convolution of Distributions
In tsmodels/tsmethods: Time Series Methods
tsconvolve R Documentation
Convolution of Distributions
Description
Generic method for convolution of conditional distribution.
Usage
tsconvolve(object, ...)
Arguments
object
an object.
...
additional parameters passed to the method.
Details
The method is meant to apply the Fast Fourier Transform
to the characteristic function of a distribution. Applications of this can
be found in the Independent Factor Conditional Density Models.
Value
The convolved density.
tsmodels/tsmethods documentation built on Nov. 17, 2024, 12:34 a.m.
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| tsconvolve | R Documentation |
Convolution of Distributions
Description
Generic method for convolution of conditional distribution.
Usage
tsconvolve(object, ...)
Arguments
object |
an object. |
... |
additional parameters passed to the method. |
Details
The method is meant to apply the Fast Fourier Transform to the characteristic function of a distribution. Applications of this can be found in the Independent Factor Conditional Density Models.
Value
The convolved density.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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