convpow-methods

0th

Percentile

Distribution of the sum of univariate i.i.d r.v's

Method convpow determines the distribution of the sum of N univariate i.i.d r.v's by means of DFT

Keywords
distribution
Usage
convpow(D1,...)
  ## S3 method for class 'AcDcLcDistribution':
convpow(D1,N)
  ## S3 method for class 'AbscontDistribution':
convpow(D1,N)
  ## S3 method for class 'LatticeDistribution':
convpow(D1,N)
  ## S3 method for class 'DiscreteDistribution':
convpow(D1,N)
Arguments
D1
an object of (a sub)class (of) "AbscontDistribution" or "LatticeDistribution" or of "UnivarLebDecDistribution"
...
not yet used; meanwhile takes up N
N
an integer or 0 (for 0 returns Dirac(0), for 1 D1)
Details

in the methods implemented a second argument N is obligatory; the general methods use a general purpose convolution algorithm for distributions by means of D/FFT. In case of an argument of class "UnivarLebDecDistribution", the result will in generally be again of class "UnivarLebDecDistribution". However, if acWeight(D1) is positive, discreteWeight(convpow(D1,N)) will decay exponentially in N, hence from some (small) $N_0$ on, the result will be of class "AbscontDistribution". This is used algorithmically, too, as then only the a.c. part needs to be convolved. In case of an argument D1 of class "DiscreteDistribution", for N equal to 0,1 we return the obvious solutions, and for N==2 the return value is D1+D1. For N>2, we split up N into N=N1+N2, N1=floor(N/2) and recursively return convpow(D1,N1)+convpow(D1,N2).

Value

  • Object of class "AbscontDistribution", "DiscreteDistribution", "LatticeDistribution" resp. "AcDcLcDistribution"

concept

  • convolution for distributions
  • arithmetics for distributions
  • info file
  • FFT
  • DFT

References

Kohl, M., Ruckdeschel, P., Stabla, T. (2005): General purpose convolution algorithm for distributions in S4-Classes by means of FFT. Technical report, Feb. 2005. Also available in http://www.uni-bayreuth.de/departments/math/org/mathe7/RUCKDESCHEL/pubs/comp.pdf

See Also

operators, distrARITH()

Aliases
  • convpow
  • convpow-methods
  • convpow,AcDcLcDistribution-method
  • convpow,AbscontDistribution-method
  • convpow,LatticeDistribution-method
  • convpow,DiscreteDistribution-method
  • convpow,Norm-method
  • convpow,Binom-method
  • convpow,Nbinom-method
  • convpow,ExpOrGammaOrChisq-method
  • convpow,Cauchy-method
  • convpow,Pois-method
  • convpow,Dirac-method
Examples
convpow(Exp()+Pois(),4)
Documentation reproduced from package distr, version 2.0.2, License: LGPL-3

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