convpow-methods {distr} | R Documentation |
Method convpow
determines the distribution of the sum of N univariate
i.i.d r.v's by means of DFT
convpow(D1,...) ## S4 method for signature 'AbscontDistribution': convpow(D1,N) ## S4 method for signature 'LatticeDistribution': convpow(D1,N)
D1 |
an object of (a sub)class (of) "AbscontDistribution" or
"LatticeDistribution" |
... |
not yet used; meanwhile takes up N |
N |
an integer |
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.
Object of class "AbscontDistribution"
resp.
"LatticeDistribution"
There are particular methods for the following classes, using explicit convolution formulae:
signature(D1="Norm")
"Norm"
signature(D1="Nbinom")
"Nbinom"
signature(D1="Binom")
"Binom"
signature(D1="Cauchy")
"Cauchy"
signature(D1="ExpOrGammaOrChisq")
"Gammad"
—if D1
may be coerced to Gammad
signature(D1="Pois")
"Pois"
signature(D1="Dirac")
"Dirac"
Peter Ruckdeschel peter.ruckdeschel@uni-bayreuth.de
Matthias Kohl matthias.kohl@stamats.de
Thomas Stabla statho3@web.de
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
operators
, distrARITH()
convpow(Exp()+Pois(),4)