expectation {adoptr} | R Documentation |
Computes the expected value of a vectorized, univariate function f
with respect to a distribution dist
.
I.e., E[f(X)].
expectation(dist, f, ...) ## S4 method for signature 'PointMassPrior,'function'' expectation(dist, f, ...) ## S4 method for signature 'ContinuousPrior,'function'' expectation(dist, f, rel.tol = 0.001, ...)
dist |
a univariate |
f |
a univariate function, must be vectorized |
... |
further optional arguments |
rel.tol |
|
numeric
, expected value of f
with respect to dist
expectation(PointMassPrior(c(0, .5), c(.3, .7)), identity) # > .35 expectation( ContinuousPrior(function(x) dunif(x, .2, .4), c(.2, .4)), identity ) # > 0.3