distrEx (version 0.4-2)

E: Generic Function for the Computation of (Conditional) Expectations

Description

Generic function for the computation of (conditional) expectations.

Usage

E(object, fun, cond, ...)

## S3 method for class 'UnivariateDistribution,function,missing':
E(object, fun, cond, useApply = TRUE, ...)

## S3 method for class 'AbscontDistribution,function,missing':
E(object, fun, cond, useApply = TRUE, ...)

## S3 method for class 'DiscreteDistribution,function,missing':
E(object, fun, cond, useApply = TRUE, ...)

## S3 method for class 'MultivariateDistribution,function,missing':
E(object, fun, cond, useApply = TRUE, ...)

## S3 method for class 'DiscreteMVDistribution,function,missing':
E(object, fun, cond, useApply = TRUE, ...)

## S3 method for class 'AbscontCondDistribution,missing,numeric':
E(object, cond, useApply = TRUE)

## S3 method for class 'DiscreteCondDistribution,missing,numeric':
E(object, cond, useApply = TRUE)

## S3 method for class 'UnivariateCondDistribution,function,numeric':
E(object, fun, cond, withCond = FALSE, useApply = TRUE, ...)

## S3 method for class 'AbscontCondDistribution,function,numeric':
E(object, fun, cond, withCond = FALSE, useApply = TRUE, ...)

## S3 method for class 'DiscreteCondDistribution,function,numeric':
E(object, fun, cond, withCond = FALSE, useApply = TRUE, ...)

Arguments

object

object of class "Distribution"

fun

if missing the (conditional) expectation is computed else the (conditional) expection of fun is computed.

cond

if not missing the conditional expectation given cond is computed.

...

additional arguments to fun

useApply

logical: should sapply, respectively apply be used to evaluate fund.

withCond

logical: is cond in the argument list of fun.

Value

• The (conditional) expectation is computed.

concept

• expectation
• conditional expectation
• integration

Details

The precision of the computations can be controlled via certain global options; cf. distrExOptions.

See Also

distrExIntegrate, m1df, m2df, Distribution-class

Examples

# mean of Exp(1) distribution
E(Exp())

# second moment of N(1,4)
E(Norm(mean=1, sd=2), fun = function(x){x^2})
E(Norm(mean=1, sd=2), fun = function(x){x^2}, useApply = FALSE)

# conditional distribution of a linear model
D1 <- LMCondDistribution(theta = 1) 
E(D1, cond = 1)
E(Norm(mean=1))
E(D1, function(x){x^2}, cond = 1)
E(Norm(mean=1), fun = function(x){x^2})
E(D1, function(x, cond){cond*x^2}, cond = 2, withCond = TRUE, useApply = FALSE)
E(Norm(mean=2), function(x){2*x^2})