distrEx (version 2.4)

m2df: Generic function for the computation of clipped second moments

Description

Generic function for the computation of clipped second moments. The moments are clipped at upper.

Usage

m2df(object, upper, ...)
## S3 method for class 'AbscontDistribution':
m2df(object, upper, 
             lowerTruncQuantile = getdistrExOption("m2dfLowerTruncQuantile"),
             rel.tol = getdistrExOption("m2dfRelativeTolerance"), ...)

Arguments

object

object of class "Distribution"

upper

clipping bound

rel.tol

relative tolerance for distrExIntegrate.

lowerTruncQuantile

lower quantile for quantile based integration range.

...

additional arguments to E

Value

• The second moment of object clipped at upper is computed.

concept

• moment
• functional
• truncated moment

Details

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

See Also

m2df-methods, E-methods

Examples

# standard normal distribution
N1 <- Norm()
m2df(N1, 0)

# Poisson distribution
P1 <- Pois(lambda=2)
m2df(P1, 3)
m2df(P1, 3, fun = function(x)sin(x))

# absolutely continuous distribution
D1 <- Norm() + Exp() # convolution
m2df(D1, 2)
m2df(D1, Inf)
E(D1, function(x){x^2})