convpow-methods {distr}R Documentation

Distribution of the sum of univariate i.i.d r.v's

Description

Method convpow determines the distribution of the sum of N univariate i.i.d r.v's by means of DFT

Usage

  convpow(D1,...)
  ## S4 method for signature 'AbscontDistribution':
  convpow(D1,N)
  ## S4 method for signature 'LatticeDistribution':
  convpow(D1,N)

Arguments

D1 an object of (a sub)class (of) "AbscontDistribution" or "LatticeDistribution"
... not yet used; meanwhile takes up N
N an integer

Details

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.

Value

Object of class "AbscontDistribution" resp. "LatticeDistribution"

further S4-Methods

There are particular methods for the following classes, using explicit convolution formulae:

signature(D1="Norm")
returns class "Norm"
signature(D1="Nbinom")
returns class "Nbinom"
signature(D1="Binom")
returns class "Binom"
signature(D1="Cauchy")
returns class "Cauchy"
signature(D1="ExpOrGammaOrChisq")
returns class "Gammad" —if D1 may be coerced to Gammad
signature(D1="Pois")
returns class "Pois"
signature(D1="Dirac")
returns class "Dirac"

Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-bayreuth.de
Matthias Kohl matthias.kohl@stamats.de Thomas Stabla statho3@web.de

References

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

See Also

operators, distrARITH()

Examples

convpow(Exp()+Pois(),4)

[Package distr version 1.9 Index]