ecd (version 0.6.4)

ecd.imgf: Incomplete MGF of ecd

Description

Incomplete moment generating function (IMGF) of ecd, integration of $e^z P(z)$ for z from x to Inf. ecd.mu_D is simply a wrapper around MGF.

Usage

ecd.imgf(object, x = -Inf, t = 1, minus1 = FALSE, unit.sigma = FALSE, n.sigma = .ecd.mpfr.N.sigma, verbose = FALSE)
ecd.mu_D(object)

Arguments

object

an object of ecd class

x

a numeric vector of x, default to -Inf

t

a numeric value for MGF, default to 1

minus1

logical, subtracting one from $e^{tx}$

unit.sigma

logical, transforming to unit sigma to achieve greater stability. Due to the instability of quadpack for ecd.integrate_pdf, default to TRUE. But constructing a new ecd object has significant overhead, be aware of it in performance sensitive program.

n.sigma

length-one numeric, specifying the max number of sigma to check for truncation.

verbose

logical, display timing information, for debugging purpose.

Value

The IMGF

Examples

d <- ecd(0, 0, sigma=0.01)
x <- seq(0, 1, by=0.1)
ecd.imgf(d, x)