expect.phi {fda} | R Documentation |
Computes expectations of basis functions with respect to a density by numerical integration using Romberg integration
normint.phi(basisobj, cvec, JMAX=15, EPS=1e-7) normden.phi(basisobj, cvec, JMAX=15, EPS=1e-7) expect.phi(basisobj, cvec, nderiv=0, rng=rangeval, JMAX=15, EPS=1e-7) expectden.phi(basisobj, cvec, Cval=1, nderiv=0, rng=rangeval, JMAX=15, EPS=1e-7) expectden.phiphit(basisobj, cvec, Cval=1, nderiv1=0, nderiv2=0, rng=rangeval, JMAX=15, EPS=1e-7)
basisobj |
a basis function object |
cvec |
coefficient vector defining density, of length NBASIS |
Cval |
normalizing constant defining density |
nderiv, nderiv1, nderiv2 |
order of derivative required for basis function expectation
|
rng |
a vector of length 2 giving the interval over which the integration is to take place |
JMAX |
maximum number of allowable iterations |
EPS |
convergence criterion for relative stop |
normint.phi computes integrals of p(x) = exp phi'(x)
normdel.phi computes integrals of p(x) = exp phi"(x)
expect.phi computes expectations of basis functions with respect to intensity p(x) <- exp t(c)*phi(x)
expectden.phi computes expectations of basis functions with respect to density
p(x) <- exp(t(c)*phi(x))/Cval
expectden.phiphit computes expectations of cross product of basis functions with respect to density
p(x) <- exp(t(c)*phi(x))/Cval
A vector SS of length NBASIS of integrals of functions.